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There are 20944 results for: content related to: Long-Term Return Reversals: Overreaction or Taxes?

  1. A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2143–2184, Harrison Hong and Jeremy C. Stein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00184

  2. The Dog That Did Not Bark: Insider Trading and Crashes

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2429–2476, JOSE M. MARIN and JACQUES P. OLIVIER

    Version of Record online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01401.x

  3. Wall Street Occupations

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1949–1996, ULF AXELSON and PHILIP BOND

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12244

  4. Information Diversity and Complementarities in Trading and Information Acquisition

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1723–1765, ITAY GOLDSTEIN and LIYAN YANG

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12226

  5. On the Design of Contingent Capital with a Market Trigger

    The Journal of Finance

    Volume 70, Issue 2, April 2015, Pages: 881–920, SURESH SUNDARESAN and ZHENYU WANG

    Version of Record online : 12 MAR 2015, DOI: 10.1111/jofi.12134

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    Presidential Address: Investment Noise and Trends

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1415–1453, ROBERT F. STAMBAUGH

    Version of Record online : 18 JUL 2014, DOI: 10.1111/jofi.12174

  7. Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2819–2870, ANDREA BURASCHI, ROBERT KOSOWSKI and WORRAWAT SRITRAKUL

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12167

  8. Real Options, Volatility, and Stock Returns

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1499–1537, GUSTAVO GRULLON, EVGENY LYANDRES and ALEXEI ZHDANOV

    Version of Record online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01754.x

  9. Uncertainty, Time-Varying Fear, and Asset Prices

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1843–1889, ITAMAR DRECHSLER

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12068

  10. Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1609–1645, Michael W. Brandt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00162

  11. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks, and State-Dependent Transaction Costs

    The Journal of Finance

    Volume 66, Issue 4, August 2011, Pages: 1329–1368, ANTHONY W. LYNCH and SINAN TAN

    Version of Record online : 19 JUL 2011, DOI: 10.1111/j.1540-6261.2011.01662.x

  12. Caveat Compounder: A Warning about Using the Daily CRSP Equal-Weighted Index to Compute Long-Run Excess Returns

    The Journal of Finance

    Volume 53, Issue 1, February 1998, Pages: 403–416, Linda Canina, Roni Michaely, Richard Thaler and Kent Womack

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.165353

  13. Inefficiency in Analysts' Earnings Forecasts: Systematic Misreaction or Systematic Optimism?

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1777–1797, John C. Easterwood and Stacey R. Nutt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00166

  14. The Macroeconomics of Shadow Banking

    The Journal of Finance

    ALAN MOREIRA and ALEXI SAVOV

    Version of Record online : 28 AUG 2017, DOI: 10.1111/jofi.12540

  15. Product Market Competition, Insider Trading, and Stock Market Efficiency

    The Journal of Finance

    Volume 65, Issue 1, February 2010, Pages: 1–43, JOEL PERESS

    Version of Record online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01522.x

  16. Can Costs of Consumption Adjustment Explain Asset Pricing Puzzles?

    The Journal of Finance

    Volume 54, Issue 2, April 1999, Pages: 623–654, David A. Marshall and Nayan G. Parekh

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00119

  17. A Labor Capital Asset Pricing Model

    The Journal of Finance

    LARS-ALEXANDER KUEHN, MIKHAIL SIMUTIN and JESSIE JIAXU WANG

    Version of Record online : 5 JUN 2017, DOI: 10.1111/jofi.12504

  18. Why Does Return Predictability Concentrate in Bad Times?

    The Journal of Finance

    JULIEN CUJEAN and MICHAEL HASLER

    Version of Record online : 14 SEP 2017, DOI: 10.1111/jofi.12544

  19. Leverage Choice and Credit Spreads when Managers Risk Shift

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2323–2362, MURRAY CARLSON and ALI LAZRAK

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01617.x

  20. Firm Investment and Stakeholder Choices: A Top-Down Theory of Capital Budgeting

    The Journal of Finance

    ANDRES ALMAZAN, ZHAOHUI CHEN and SHERIDAN TITMAN

    Version of Record online : 18 AUG 2017, DOI: 10.1111/jofi.12526