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There are 25787 results for: content related to: Can Managers Forecast Aggregate Market Returns?

  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. 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

  5. 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

  6. Early Exercise of Put Options on Stocks

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1423–1456, KATHRYN BARRACLOUGH and ROBERT E. WHALEY

    Article first published online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01752.x

  7. 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

  8. 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

  9. 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

  10. Managers, Workers, and Corporate Control

    The Journal of Finance

    Volume 60, Issue 2, April 2005, Pages: 841–868, M. PAGANO and P. F. VOLPIN

    Article first published online : 2 MAR 2005, DOI: 10.1111/j.1540-6261.2005.00748.x

  11. 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

  12. 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

  13. Equilibrium in a Dynamic Limit Order Market

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2149–2192, RONALD L. GOETTLER, CHRISTINE A. PARLOUR and UDAY RAJAN

    Article first published online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00795.x

  14. Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions

    The Journal of Finance

    Volume 60, Issue 4, August 2005, Pages: 1865–1902, MATTI KELOHARJU, KJELL G. NYBORG and KRISTIAN RYDQVIST

    Article first published online : 12 AUG 2005, DOI: 10.1111/j.1540-6261.2005.00782.x

  15. 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

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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

  17. 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

  18. Financial Distress and the Cross-section of Equity Returns

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 789–822, LORENZO GARLAPPI and HONG YAN

    Article first published online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01652.x

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    What Explains the Stock Market's Reaction to Federal Reserve Policy?

    The Journal of Finance

    Volume 60, Issue 3, June 2005, Pages: 1221–1257, BEN S. BERNANKE and KENNETH N. KUTTNER

    Article first published online : 3 MAY 2005, DOI: 10.1111/j.1540-6261.2005.00760.x

  20. Consumption, Dividends, and the Cross Section of Equity Returns

    The Journal of Finance

    Volume 60, Issue 4, August 2005, Pages: 1639–1672, RAVI BANSAL, ROBERT F. DITTMAR and CHRISTIAN T. LUNDBLAD

    Article first published online : 12 AUG 2005, DOI: 10.1111/j.1540-6261.2005.00776.x