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Rational Expectations and the Impact of Money upon Stock Prices
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- 06 April 2009, pp. 649-662
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An Equilibrium Model of Bond Pricing and a Test of Market Efficiency
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- 06 April 2009, pp. 301-329
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Empirical Evidence on Dividends as a Signal of Firm Value
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- 06 April 2009, pp. 471-500
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Optimal Consumption and Portfolio Strategies in a Discrete-Time Model with Summary-Dependent Preferences
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- 06 April 2009, pp. 1-14
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Capital Structure and the Financing of the Multinational Corporation: A Fractional Multiobjective Approach
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- 06 April 2009, pp. 147-178
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Skewness Preference and Portfolio Choice
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- 06 April 2009, pp. 15-25
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Discussion: Empirical Evidence on Dividends as a Signal of Firm Value
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- 06 April 2009, pp. 501-502
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The Pricing of Municipal Bonds
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- 06 April 2009, pp. 179-193
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Growth and Risk
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- 06 April 2009, pp. 331-340
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The Monetary Impact on Return Variability and Market Risk Premia
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- 06 April 2009, pp. 663-681
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Agency Theory and Stochastic Dominance
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- 06 April 2009, pp. 341-361
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More on Beta as a Random Coefficient
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- 06 April 2009, pp. 27-36
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Moral Hazard, Agency Costs, and Asset Prices in a Competitive Equilibrium
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- 06 April 2009, pp. 503-532
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On the Seasoning Process of New Bonds: Some Are More Seasoned than Others
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- 06 April 2009, pp. 195-208
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Optimal Sequential Futures Trading
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- 06 April 2009, pp. 683-695
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Tests of the Random Walk Hypothesis Against a Price-Trend Hypothesis
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- 06 April 2009, pp. 37-61
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Systematic Risk and the Firm's Experimental Strategy
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- 06 April 2009, pp. 363-389
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Further Results on the Constant Elasticity of Variance Call Option Pricing Model
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- 06 April 2009, pp. 533-554
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A More Accurate Finite Difference Approximation for the Valuation of Options
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- 06 April 2009, pp. 697-703
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The Effects of Interest-Bearing Required Reserves on Bank Portfolio Riskiness
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- 06 April 2009, pp. 209-216
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