Search Results

There are 13717 results for: content related to: Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation

  1. Carry Trades and Global Foreign Exchange Volatility

    The Journal of Finance

    Volume 67, Issue 2, April 2012, Pages: 681–718, LUKAS MENKHOFF, LUCIO SARNO, MAIK SCHMELING and ANDREAS SCHRIMPF

    Article first published online : 27 MAR 2012, DOI: 10.1111/j.1540-6261.2012.01728.x

  2. 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

  3. Corporate Governance, Idiosyncratic Risk, and Information Flow

    The Journal of Finance

    Volume 62, Issue 2, April 2007, Pages: 951–989, MIGUEL A. FERREIRA and PAUL A. LAUX

    Article first published online : 20 MAR 2007, DOI: 10.1111/j.1540-6261.2007.01228.x

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

    The Journal of Finance

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

    Article first published online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01522.x

  5. 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

    Article first published online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01527.x

  6. Stock Market Liquidity and the Business Cycle

    The Journal of Finance

    Volume 66, Issue 1, February 2011, Pages: 139–176, RANDI NÆS, JOHANNES A. SKJELTORP and BERNT ARNE ØDEGAARD

    Article first published online : 6 JAN 2011, DOI: 10.1111/j.1540-6261.2010.01628.x

  7. You have free access to this content
    Are Stocks Really Less Volatile in the Long Run?

    The Journal of Finance

    Volume 67, Issue 2, April 2012, Pages: 431–478, ĽUBOŠ PÁSTOR and ROBERT F. STAMBAUGH

    Article first published online : 27 MAR 2012, DOI: 10.1111/j.1540-6261.2012.01722.x

  8. You have free access to this content
    Information Disclosure and Corporate Governance

    The Journal of Finance

    Volume 67, Issue 1, February 2012, Pages: 195–233, BENJAMIN E. HERMALIN and MICHAEL S. WEISBACH

    Article first published online : 17 JAN 2012, DOI: 10.1111/j.1540-6261.2011.01710.x

  9. 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

  10. 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

    Article first published online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01570.x

  11. Ambiguous Information, Portfolio Inertia, and Excess Volatility

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 2213–2247, PHILIPP KARL ILLEDITSCH

    Article first published online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01693.x

  12. 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

  13. 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

  14. 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

    Article first published online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01277.x

  15. Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 3009–3063, ANDREA BURASCHI and ALEXEI JILTSOV

    Article first published online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01299.x

  16. Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 579–629, BERNARD DUMAS, ALEXANDER KURSHEV and RAMAN UPPAL

    Article first published online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01444.x

  17. Efficient Recapitalization

    The Journal of Finance

    Volume 68, Issue 1, February 2013, Pages: 1–42, THOMAS PHILIPPON and PHILIPP SCHNABL

    Article first published online : 11 JAN 2013, DOI: 10.1111/j.1540-6261.2012.01793.x

  18. Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry

    The Journal of Finance

    Volume 63, Issue 1, February 2008, Pages: 229–272, MASAHIRO WATANABE

    Article first published online : 10 JAN 2008, DOI: 10.1111/j.1540-6261.2008.01315.x

  19. Rollover Risk and Credit Risk

    The Journal of Finance

    Volume 67, Issue 2, April 2012, Pages: 391–430, ZHIGUO HE and WEI XIONG

    Article first published online : 27 MAR 2012, DOI: 10.1111/j.1540-6261.2012.01721.x

  20. Attracting Attention: Cheap Managerial Talk and Costly Market Monitoring

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1399–1436, ANDRES ALMAZAN, SANJAY BANERJI and ADOLFO DE MOTTA

    Article first published online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01361.x