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There are 11736 results for: content related to: Monitoring and Controlling Bank Risk: Does Risky Debt Help?

  1. Stock Returns and Real Activity: A Century of Evidence

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1237–1257, G. WILLIAM SCHWERT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02434.x

  2. Testing the Predictive Power of Dividend Yields

    The Journal of Finance

    Volume 48, Issue 2, June 1993, Pages: 663–679, WILLIAM N. GOETZMANN and PHILIPPE JORION

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04732.x

  3. Chaos and Nonlinear Dynamics: Application to Financial Markets

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1839–1877, DAVID A. HSIEH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04646.x

  4. Partial Revelation of Information in Experimental Asset Markets

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 265–295, THOMAS E. COPELAND and DANIEL FRIEDMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03752.x

  5. A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 711–743, STEPHEN J. BROWN and MARK I. WEINSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02498.x

  6. Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 43–61, N. BULENT GULTEKIN and RICHARD J. ROGALSKI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04936.x

  7. Dynamic Asset Allocation under Inflation

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1201–1238, Michael J. Brennan and Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00459

  8. The Market Reaction to Stock Splits

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1347–1370, CHRISTOPHER G. LAMOUREUX and PERCY POON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04370.x

  9. Range-Based Estimation of Stochastic Volatility Models

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1047–1091, Sassan Alizadeh, Michael W. Brandt and Francis X. Diebold

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00454

  10. Publish or Perish: What the Competition is Really Doing

    The Journal of Finance

    Volume 47, Issue 1, March 1992, Pages: 295–329, TERRY L. ZIVNEY and WILLIAM J. BERTIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03987.x

  11. On the Feasibility of Automated Market Making by a Programmed Specialist

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 1–20, NILS H. HAKANSSON, AVRAHAM BEJA and JIVENDRA KALE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04934.x

  12. The Behavior of the Common Stock of Bankrupt Firms

    The Journal of Finance

    Volume 38, Issue 2, May 1983, Pages: 489–504, TRUMAN A. CLARK and MARK I. WEINSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02257.x

  13. Corporate Takeover Bids, Methods of Payment, and Bidding Firms' Stock Returns

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 943–963, NICKOLAOS G. TRAVLOS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03921.x

  14. The World Price of Insider Trading

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 75–108, Utpal Bhattacharya and Hazem Daouk

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00416

  15. Explaining the Rate Spread on Corporate Bonds

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 247–277, Edwin J. Elton, Martin J. Gruber, Deepak Agrawal and Christopher Mann

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00324

  16. The Ex-Dividend Day Behavior of Stock Returns: Further Evidence on Tax Effects

    The Journal of Finance

    Volume 37, Issue 2, May 1982, Pages: 445–456, PATRICK J. HESS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03566.x

  17. Stock Prices and the Supply of Information

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1665–1691, MICHAEL J. BRENNAN and PATRICIA J. HUGHES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04639.x

  18. Are the Latent Variables in Time-Varying Expected Returns Compensation for Consumption Risk?

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 397–429, WAYNE E. FERSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03696.x

  19. Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-induced or Statistical Illusion?

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 479–513, MERTON H. MILLER, JAYARAM MUTHUSWAMY and ROBERT E. WHALEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05149.x

  20. 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