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There are 13064 results for: content related to: Time Variation in the Covariance between Stock Returns and Consumption Growth

  1. Security Analysis and Trading Patterns When Some Investors Receive Information Before Others

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1665–1698, DAVID HIRSHLEIFER, AVANIDHAR SUBRAHMANYAM and SHERIDAN TITMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04777.x

  2. CORPORATE FINANCIAL STRATEGIES AND MARKET MEASURES OF RISK AND RETURN

    The Journal of Finance

    Volume 28, Issue 2, May 1973, Pages: 339–351, William J. Breen and Eugene M. Lerner

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01777.x

  3. 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

  4. A Lintner Model of Payout and Managerial Rents

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1761–1810, BART M. LAMBRECHT and STEWART C. MYERS

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01772.x

  5. Liquidity Premia and Transaction Costs

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2329–2366, BONG-GYU JANG, HYENG KEUN KOO, HONG LIU and MARK LOEWENSTEIN

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01277.x

  6. Information Quality, Performance Measurement, and Security Demand in Rational Expectations Economies

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 341–359, THOMAS H. NOE and BUDDHAVARAPU SAILESH RAMAMURTIE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05177.x

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    Investor Psychology and Security Market Under- and Overreactions

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 1839–1885, Kent Daniel, David Hirshleifer and Avanidhar Subrahmanyam

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00077

  8. Dynamic CEO Compensation

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1603–1647, ALEX EDMANS, XAVIER GABAIX, TOMASZ SADZIK and YULIY SANNIKOV

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01768.x

  9. Predatory Trading

    The Journal of Finance

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

    Version of Record online : 12 AUG 2005, DOI: 10.1111/j.1540-6261.2005.00781.x

  10. Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 999–1037, Robert M. Dammon, Chester S. Spatt and Harold H. Zhang

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00655.x

  11. THE TRADE EFFECTS OF DIRECT INVESTMENT

    The Journal of Finance

    Volume 29, Issue 2, May 1974, Pages: 655–676, Michael Adler and Guy V. G. Stevens

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03077.x

  12. Long-Run Stockholder Consumption Risk and Asset Returns

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2427–2479, CHRISTOPHER J. MALLOY, TOBIAS J. MOSKOWITZ and ANNETTE VISSING-JØRGENSEN

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01507.x

  13. Optimal Bank Reorganization Policies and the Pricing of Federal Deposit Insurance

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1313–1333, SANKARSHAN ACHARYA and JEAN-FRANCOIS DREYFUS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02655.x

  14. Incomplete-Market Equilibria Solved Recursively on an Event Tree

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1897–1941, BERNARD DUMAS and ANDREW LYASOFF

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01775.x

  15. Financial Expertise as an Arms Race

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1723–1759, VINCENT GLODE, RICHARD C. GREEN and RICHARD LOWERY

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01771.x

  16. The Illiquidity of Corporate Bonds

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 911–946, JACK BAO, JUN PAN and JIANG WANG

    Version of Record online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01655.x

  17. Information Quality and Long-Run Risk: Asset Pricing Implications

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1333–1367, HENGJIE AI

    Version of Record online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01572.x

  18. 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

    Version of Record online : 12 AUG 2005, DOI: 10.1111/j.1540-6261.2005.00776.x

  19. Financial Flexibility, Bank Capital Flows, and Asset Prices

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1685–1722, CHRISTINE A. PARLOUR, RICHARD STANTON and JOHAN WALDEN

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01770.x

  20. Sources of Entropy in Representative Agent Models

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 51–99, DAVID BACKUS, MIKHAIL CHERNOV and STANLEY ZIN

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12090