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There are 15845 results for: content related to: Value-Enhancing Capital Budgeting and Firm-specific Stock Return Variation

  1. Leverage, Moral Hazard, and Liquidity

    The Journal of Finance

    Volume 66, Issue 1, February 2011, Pages: 99–138, VIRAL V. ACHARYA and S. VISWANATHAN

    Version of Record online : 6 JAN 2011, DOI: 10.1111/j.1540-6261.2010.01627.x

  2. Testing the CAPM with Time-Varying Risks and Returns

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1485–1505, JAMES N. BODURTHA JR. and NELSON C. MARK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04627.x

  3. Economic Evaluation of Voting Power of Common Stock

    The Journal of Finance

    Volume 38, Issue 1, March 1983, Pages: 79–93, HAIM LEVY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03627.x

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    Measuring and Testing the Impact of News on Volatility

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1749–1778, ROBERT F. ENGLE and VICTOR K. NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05127.x

  5. Capital Controls and International Capital Market Segmentation: The Evidence from the Japanese and American Stock Markets

    The Journal of Finance

    Volume 44, Issue 4, September 1989, Pages: 849–869, MUSTAFA N. GULTEKIN, N. BULENT GULTEKIN and ALESSANDRO PENATI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02627.x

  6. High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice

    The Journal of Finance

    Volume 64, Issue 1, February 2009, Pages: 1–36, STAVROS PANAGEAS and MARK M. WESTERFIELD

    Version of Record online : 23 JAN 2009, DOI: 10.1111/j.1540-6261.2008.01427.x

  7. How Does Information Quality Affect Stock Returns?

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 807–837, Pietro Veronesi

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00227

  8. A Model of Intertemporal Discount Rates in the Presence of Real and Inflationary Autocorrelations

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 1049–1070, DONALD I. BOSSHARDT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03927.x

  9. Sentiment during Recessions

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1267–1300, DIEGO GARCÍA

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12027

  10. Price Limit Performance: Evidence from the Tokyo Stock Exchange

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 885–901, KENNETH A. KIM and S. GHON RHEE

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04827.x

  11. A General Diversification Theorem: A Note

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 541–550, RICHARD D. MacMINN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02327.x

  12. Information Sales and Insider Trading with Long-Lived Information

    The Journal of Finance

    Volume 63, Issue 2, April 2008, Pages: 639–672, GIOVANNI CESPA

    Version of Record online : 1 APR 2008, DOI: 10.1111/j.1540-6261.2008.01327.x

  13. ON THE THEORY OF FINANCIAL INTERMEDIATION

    The Journal of Finance

    Volume 26, Issue 3, June 1971, Pages: 737–747, David H. Pyle

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1971.tb01727.x

  14. Ex Ante Costs of Violating Absolute Priority in Bankruptcy

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 445–460, Lucian Arye Bebchuk

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00427

  15. Sequential Tests of the Arbitrage Pricing Theory: A Comparison of Principal Components and Maximum Likelihood Factors

    The Journal of Finance

    Volume 45, Issue 5, December 1990, Pages: 1541–1564, RAVI SHUKLA and CHARLES TRZCINKA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03727.x

  16. Leverage Choice and Credit Spreads when Managers Risk Shift

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2323–2362, MURRAY CARLSON and ALI LAZRAK

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01617.x

  17. A FINANCIAL SECTOR ANALYSIS OF THE EURODOLLAR MARKET

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 103–117, Jay H. Levin

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb00027.x

  18. PREDICTING VELOCITY: IMPLICATIONS FOR THEORY AND POLICY

    The Journal of Finance

    Volume 18, Issue 2, May 1963, Pages: 319–354, Karl Brunner and Allan H. Meltzer

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1963.tb00727.x

  19. Asymmetric Information, Bank Lending, and Implicit Contracts: A Stylized Model of Customer Relationships

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1069–1087, STEVEN A. SHARPE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02427.x

  20. TAXES, THE COST OF CAPITAL, AND THE FIRM'S INVESTMENT DECISIONS

    The Journal of Finance

    Volume 26, Issue 4, September 1971, Pages: 901–918, Charles W. Haley

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1971.tb00927.x