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There are 11144 results for: content related to: Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing

  1. The Mode of Acquisition in Takeovers: Taxes and Asymmetric Information

    The Journal of Finance

    Volume 46, Issue 2, June 1991, Pages: 653–669, DAVID T. BROWN and MICHAEL D. RYNGAERT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb02678.x

  2. How Big is the Tax Advantage to Debt?

    The Journal of Finance

    Volume 39, Issue 3, July 1984, Pages: 841–853, ALEX KANE, ALAN J. MARCUS and ROBERT L. McDONALD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03678.x

  3. Exploring hypergraphs with martingales

    Random Structures & Algorithms

    Volume 50, Issue 3, May 2017, Pages: 325–352, Béla Bollobás and Oliver Riordan

    Version of Record online : 21 NOV 2016, DOI: 10.1002/rsa.20678

  4. Real gas transport in tapered noncircular nanopores of shale rocks

    AIChE Journal

    Volume 63, Issue 7, July 2017, Pages: 3224–3242, Jinze Xu, Keliu Wu, Sheng Yang, Jili Cao, Zhangxin Chen, Yi Pan and Bicheng Yan

    Version of Record online : 2 MAR 2017, DOI: 10.1002/aic.15678

  5. Specification Analysis of Affine Term Structure Models

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 1943–1978, Qiang Dai and Kenneth J. Singleton

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00278

  6. Rational IPO Waves

    The Journal of Finance

    Volume 60, Issue 4, August 2005, Pages: 1713–1757, ĽUBOŠ PÁSTOR and PIETRO VERONESI

    Version of Record online : 12 AUG 2005, DOI: 10.1111/j.1540-6261.2005.00778.x

  7. Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2617–2649, RAYMOND KAN, CESARE ROBOTTI and JAY SHANKEN

    Version of Record online : 12 NOV 2013, DOI: 10.1111/jofi.12035

  8. Modeling and analyzing respondent-driven sampling as a counting process

    Biometrics

    Yakir Berchenko, Jonathan D. Rosenblatt and Simon D. W. Frost

    Version of Record online : 3 MAR 2017, DOI: 10.1111/biom.12678

  9. Volume, Volatility, Price, and Profit When All Traders Are Above Average

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 1887–1934, Terrance Odean

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00078

  10. Evergreening and operational risk under price competition

    Naval Research Logistics (NRL)

    Volume 63, Issue 1, February 2016, Pages: 71–89, Ram Bala, Sumit Kunnumkal and Milind G. Sohoni

    Version of Record online : 29 FEB 2016, DOI: 10.1002/nav.21678

  11. Feedback Effects and Asset Prices

    The Journal of Finance

    Volume 63, Issue 4, August 2008, Pages: 1939–1975, EMRE OZDENOREN and KATHY YUAN

    Version of Record online : 19 JUL 2008, DOI: 10.1111/j.1540-6261.2008.01378.x

  12. Market Created Risk

    The Journal of Finance

    Volume 44, Issue 3, July 1989, Pages: 557–569, ALAN KRAUS and MAXWELL SMITH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb04378.x

  13. Margin Regulation and Stock Market Volatility

    The Journal of Finance

    Volume 45, Issue 1, March 1990, Pages: 3–29, DAVID A. HSIEH and MERTON H. MILLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05078.x

  14. Implications of Keeping-Up-with-the-Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2703–2737, JUAN-PEDRO GÓMEZ, RICHARD PRIESTLEY and FERNANDO ZAPATERO

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01515.x

  15. Turbulent boundary layers under irregular waves and currents: Experiments and the equivalent-wave concept

    Journal of Geophysical Research: Oceans

    Volume 121, Issue 4, April 2016, Pages: 2616–2640, Jing Yuan

    Version of Record online : 20 APR 2016, DOI: 10.1002/2015JC011551

  16. Do the Fama–French Factors Proxy for Innovations in Predictive Variables?

    The Journal of Finance

    Volume 61, Issue 2, April 2006, Pages: 581–612, RALITSA PETKOVA

    Version of Record online : 9 MAR 2006, DOI: 10.1111/j.1540-6261.2006.00849.x

  17. Efficient and adaptively secure broadcast encryption systems

    Security and Communication Networks

    Volume 6, Issue 8, August 2013, Pages: 1044–1052, Mingwu Zhang, Bo Yang, Zhenhua Chen and Tsuyoshi Takagi

    Version of Record online : 12 NOV 2012, DOI: 10.1002/sec.678

  18. The Corporate Propensity to Save

    The Journal of Finance

    Volume 64, Issue 4, August 2009, Pages: 1729–1766, LEIGH A. RIDDICK and TONI M. WHITED

    Version of Record online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01478.x

  19. The Corporate Cost of Capital and the Return on Corporate Investment

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 1939–1967, Eugene F. Fama and Kenneth R. French

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00178

  20. Expected Returns, Time-varying Risk, and Risk Premia

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 655–679, MARTIN D. D. EVANS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05156.x