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There are 7177 results for: content related to: State-Level Business Cycles and Local Return Predictability

  1. The TIPS-Treasury Bond Puzzle

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2151–2197, MATTHIAS FLECKENSTEIN, FRANCIS A. LONGSTAFF and HANNO LUSTIG

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12032

  2. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1903–1948, ROBERT F. STAMBAUGH, JIANFENG YU and YU YUAN

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12286

  3. 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

  4. Anchoring on Credit Spreads

    The Journal of Finance

    Volume 70, Issue 3, June 2015, Pages: 1039–1080, CASEY DOUGAL, JOSEPH ENGELBERG, CHRISTOPHER A. PARSONS and EDWARD D. VAN WESEP

    Version of Record online : 11 MAY 2015, DOI: 10.1111/jofi.12248

  5. 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

  6. Biased Beliefs, Asset Prices, and Investment: A Structural Approach

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 325–361, AYDOĞAN ALTI and PAUL C. TETLOCK

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12089

  7. The Real Effects of Financial Markets: The Impact of Prices on Takeovers

    The Journal of Finance

    Volume 67, Issue 3, June 2012, Pages: 933–971, ALEX EDMANS, ITAY GOLDSTEIN and WEI JIANG

    Version of Record online : 21 MAY 2012, DOI: 10.1111/j.1540-6261.2012.01738.x

  8. Share Issuance and Factor Timing

    The Journal of Finance

    Volume 67, Issue 2, April 2012, Pages: 761–798, ROBIN GREENWOOD and SAMUEL G. HANSON

    Version of Record online : 27 MAR 2012, DOI: 10.1111/j.1540-6261.2012.01730.x

  9. Bayesian Alphas and Mutual Fund Persistence

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2251–2288, JEFFREY A. BUSSE and PAUL J. IRVINE

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01057.x

  10. Capital Budgeting versus Market Timing: An Evaluation Using Demographics

    The Journal of Finance

    Volume 68, Issue 1, February 2013, Pages: 237–270, STEFANO DELLAVIGNA and JOSHUA M. POLLET

    Version of Record online : 11 JAN 2013, DOI: 10.1111/j.1540-6261.2012.01799.x

  11. Managerial Behavior and the Link between Stock Mispricing and Corporate Investments: Evidence from Market-to-Book Ratio Decomposition

    Financial Review

    Volume 49, Issue 1, February 2014, Pages: 89–116, Mohammed Alzahrani and Ramesh P. Rao

    Version of Record online : 17 JAN 2014, DOI: 10.1111/fire.12027

  12. Derivative Pricing 60 Years before Black–Scholes: Evidence from the Johannesburg Stock Exchange

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 3069–3098, LYNDON MOORE and STEVE JUH

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01012.x

  13. Analyst Disagreement, Mispricing, and Liquidity

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2367–2403, RONNIE SADKA and ANNA SCHERBINA

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01278.x

  14. A Nonlinear Factor Analysis of S&P 500 Index Option Returns

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2325–2363, CHRISTOPHER S. JONES

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01059.x

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    Agency Costs and Equity Mispricing

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 1, February 2014, Pages: 89–123, Christos Pantzalis and Jung Chul Park

    Version of Record online : 12 MAR 2014, DOI: 10.1111/ajfs.12041

  16. A New Econometric Model of Index Arbitrage

    European Financial Management

    Volume 13, Issue 1, January 2007, Pages: 159–183, Nicholas Taylor

    Version of Record online : 8 JAN 2007, DOI: 10.1111/j.1468-036X.2006.00289.x

  17. Overconfidence, Arbitrage, and Equilibrium Asset Pricing

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 921–965, Kent D. Daniel, David Hirshleifer and Avanidhar Subrahmanyam

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00350

  18. Explaining Asset Mispricing Using the Resale Option and Inflation Illusion

    Real Estate Economics

    Volume 39, Issue 2, Summer 2011, Pages: 313–344, Darren K. Hayunga and Peter P. Lung

    Version of Record online : 1 MAR 2011, DOI: 10.1111/j.1540-6229.2010.00297.x

  19. An Empirical Comparison of Forward-Rate and Spot-Rate Models for Valuing Interest-Rate Options

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 269–305, Wolfgang Bühler, Marliese Uhrig-Homburg, Ulrich Walter and Thomas Weber

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00104

  20. The International Transmission of Arbitrage Information Across Futures Markets

    Journal of Business Finance & Accounting

    Volume 32, Issue 5-6, June 2005, Pages: 973–1000, Chris Bilson, Tim Brailsford and Twm Evans

    Version of Record online : 8 JUN 2005, DOI: 10.1111/j.0306-686X.2005.00619.x