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There are 17274 results for: content related to: Does Idiosyncratic Risk Really Matter?

  1. Debt Dynamics

    The Journal of Finance

    Volume 60, Issue 3, June 2005, Pages: 1129–1165, CHRISTOPHER A. HENNESSY and TONI M. WHITED

    Article first published online : 3 MAY 2005, DOI: 10.1111/j.1540-6261.2005.00758.x

  2. Judging Fund Managers by the Company They Keep

    The Journal of Finance

    Volume 60, Issue 3, June 2005, Pages: 1057–1096, RANDOLPH B. COHEN, JOSHUA D. COVAL and ĽUBOŠ PÁSTOR

    Article first published online : 3 MAY 2005, DOI: 10.1111/j.1540-6261.2005.00756.x

  3. Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective

    The Journal of Finance

    Volume 60, Issue 3, June 2005, Pages: 1167–1219, HANNO N. LUSTIG and STIJN G. VAN NIEUWERBURGH

    Article first published online : 3 MAY 2005, DOI: 10.1111/j.1540-6261.2005.00759.x

  4. You have free access to this content
    Why Does Stock Market Volatility Change Over Time?

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1115–1153, G. WILLIAM SCHWERT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02647.x

  5. Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence

    The Journal of Finance

    Volume 60, Issue 2, April 2005, Pages: 869–904, FRANCISCO GOMES and ALEXANDER MICHAELIDES

    Article first published online : 2 MAR 2005, DOI: 10.1111/j.1540-6261.2005.00749.x

  6. Can Managers Forecast Aggregate Market Returns?

    The Journal of Finance

    Volume 60, Issue 2, April 2005, Pages: 963–986, ALEXANDER W. BUTLER, GUSTAVO GRULLON and JAMES P. WESTON

    Article first published online : 2 MAR 2005, DOI: 10.1111/j.1540-6261.2005.00752.x

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    The Value Premium

    The Journal of Finance

    Volume 60, Issue 1, February 2005, Pages: 67–103, LU ZHANG

    Article first published online : 20 JUL 2005, DOI: 10.1111/j.1540-6261.2005.00725.x

  8. Rational IPO Waves

    The Journal of Finance

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

    Article first published online : 12 AUG 2005, DOI: 10.1111/j.1540-6261.2005.00778.x

  9. Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2283–2331, JAIME CASASSUS and PIERRE COLLIN-DUFRESNE

    Article first published online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00799.x

  10. Heterogeneous Beliefs, Speculation, and the Equity Premium

    The Journal of Finance

    Volume 63, Issue 1, February 2008, Pages: 41–83, ALEXANDER DAVID

    Article first published online : 10 JAN 2008, DOI: 10.1111/j.1540-6261.2008.01310.x

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    Presidential Address: Discount Rates

    The Journal of Finance

    Volume 66, Issue 4, August 2011, Pages: 1047–1108, JOHN H. COCHRANE

    Article first published online : 19 JUL 2011, DOI: 10.1111/j.1540-6261.2011.01671.x

  12. Uncertainty about Government Policy and Stock Prices

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1219–1264, L̆UBOS̆ PÁSTOR and PIETRO VERONESI

    Article first published online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01746.x

  13. Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors?

    The Journal of Finance

    Volume 60, Issue 1, February 2005, Pages: 179–230, ANTONIOS SANGVINATSOS and JESSICA A. WACHTER

    Article first published online : 20 JUL 2005, DOI: 10.1111/j.1540-6261.2005.00728.x

  14. Asymmetric Price Movements and Borrowing Constraints: A Rational Expectations Equilibrium Model of Crises, Contagion, and Confusion

    The Journal of Finance

    Volume 60, Issue 1, February 2005, Pages: 379–411, KATHY YUAN

    Article first published online : 20 JUL 2005, DOI: 10.1111/j.1540-6261.2005.00733.x

  15. Model Uncertainty and Option Markets with Heterogeneous Beliefs

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2841–2897, ANDREA BURASCHI and ALEXEI JILTSOV

    Article first published online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01006.x

  16. Trade Generation, Reputation, and Sell-Side Analysts

    The Journal of Finance

    Volume 60, Issue 2, April 2005, Pages: 673–717, ANDREW R. JACKSON

    Article first published online : 2 MAR 2005, DOI: 10.1111/j.1540-6261.2005.00743.x

  17. A Comparison of Centralized and Fragmented Markets with Costly Search

    The Journal of Finance

    Volume 60, Issue 3, June 2005, Pages: 1567–1590, XIANGKANG YIN

    Article first published online : 3 MAY 2005, DOI: 10.1111/j.1540-6261.2005.00770.x

  18. Time Variation in the Covariance between Stock Returns and Consumption Growth

    The Journal of Finance

    Volume 60, Issue 4, August 2005, Pages: 1673–1712, GREGORY R. DUFFEE

    Article first published online : 12 AUG 2005, DOI: 10.1111/j.1540-6261.2005.00777.x

  19. Predatory Trading

    The Journal of Finance

    Volume 60, Issue 4, August 2005, Pages: 1825–1863, MARKUS K. BRUNNERMEIER and LASSE HEJE PEDERSEN

    Article first published online : 12 AUG 2005, DOI: 10.1111/j.1540-6261.2005.00781.x

  20. Demand–Deposit Contracts and the Probability of Bank Runs

    The Journal of Finance

    Volume 60, Issue 3, June 2005, Pages: 1293–1327, ITAY GOLDSTEIN and ADY PAUZNER

    Article first published online : 3 MAY 2005, DOI: 10.1111/j.1540-6261.2005.00762.x