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There are 10803 results for: content related to: Long-Run Stockholder Consumption Risk and Asset Returns

  1. 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

  2. A Bayesian Approach to Real Options: The Case of Distinguishing between Temporary and Permanent Shocks

    The Journal of Finance

    Volume 65, Issue 5, October 2010, Pages: 1949–1986, STEVEN R. GRENADIER and ANDREY MALENKO

    Version of Record online : 21 SEP 2010, DOI: 10.1111/j.1540-6261.2010.01599.x

  3. False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

    The Journal of Finance

    Volume 65, Issue 1, February 2010, Pages: 179–216, LAURENT BARRAS, OLIVIER SCAILLET and RUSS WERMERS

    Version of Record online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01527.x

  4. Levered Returns

    The Journal of Finance

    Volume 65, Issue 2, April 2010, Pages: 467–494, JOAO F. GOMES and LUKAS SCHMID

    Version of Record online : 19 MAR 2010, DOI: 10.1111/j.1540-6261.2009.01541.x

  5. Risk and the Corporate Structure of Banks

    The Journal of Finance

    Volume 65, Issue 3, June 2010, Pages: 1075–1096, GIOVANNI DELL'ARICCIA and ROBERT MARQUEZ

    Version of Record online : 7 MAY 2010, DOI: 10.1111/j.1540-6261.2010.01561.x

  6. Disagreement and Learning: Dynamic Patterns of Trade

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1269–1302, SNEHAL BANERJEE and ILAN KREMER

    Version of Record online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01570.x

  7. Implications of Keeping-Up-with-the-Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2703–2737, JUAN-PEDRO GÓMEZ, RICHARD PRIESTLEY and FERNANDO ZAPATERO

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01515.x

  8. 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

  9. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models

    The Journal of Finance

    Volume 65, Issue 2, April 2010, Pages: 603–653, TORBEN G. ANDERSEN and LUCA BENZONI

    Version of Record online : 19 MAR 2010, DOI: 10.1111/j.1540-6261.2009.01546.x

  10. Correlation Risk and Optimal Portfolio Choice

    The Journal of Finance

    Volume 65, Issue 1, February 2010, Pages: 393–420, ANDREA BURASCHI, PAOLO PORCHIA and FABIO TROJANI

    Version of Record online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01533.x

  11. Predictive Regressions: A Present-Value Approach

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1439–1471, JULES H. Van BINSBERGEN and RALPH S. J. KOIJEN

    Version of Record online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01575.x

  12. A Bayesian's Bubble

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2665–2701, C. WEI LI and HUI XUE

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01514.x

  13. Generalized Disappointment Aversion and Asset Prices

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1303–1332, BRYAN R. ROUTLEDGE and STANLEY E. ZIN

    Version of Record online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01571.x

  14. Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status

    The Journal of Finance

    Volume 65, Issue 5, October 2010, Pages: 1755–1788, NIKOLAI ROUSSANOV

    Version of Record online : 21 SEP 2010, DOI: 10.1111/j.1540-6261.2010.01593.x

  15. Blockholder Trading, Market Efficiency, and Managerial Myopia

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2481–2513, ALEX EDMANS

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01508.x

  16. A Rational Expectations Equilibrium with Informative Trading Volume

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2783–2805, JAN SCHNEIDER

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01517.x

  17. Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution

    The Journal of Finance

    Volume 64, Issue 5, October 2009, Pages: 2257–2288, NICOLAS P.B. BOLLEN and VERONIKA K. POOL

    Version of Record online : 28 SEP 2009, DOI: 10.1111/j.1540-6261.2009.01500.x

  18. Genetic Variation in Financial Decision-Making

    The Journal of Finance

    Volume 65, Issue 5, October 2010, Pages: 1725–1754, DAVID CESARINI, MAGNUS JOHANNESSON, PAUL LICHTENSTEIN, ÖRJAN SANDEWALL and BJÖRN WALLACE

    Version of Record online : 21 SEP 2010, DOI: 10.1111/j.1540-6261.2010.01592.x

  19. PORTFOLIO SELECTION

    The Journal of Finance

    Volume 7, Issue 1, March 1952, Pages: 77–91, Harry Markowitz

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1952.tb01525.x

  20. The Price Is (Almost) Right

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2739–2782, RANDOLPH B. COHEN, CHRISTOPHER POLK and TUOMO VUOLTEENAHO

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01516.x