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Information Dissemination and Portfolio Choice
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- 06 April 2009, pp. 1-19
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Abnormal Returns from Merger Profiles
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- 06 April 2009, pp. 149-162
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Mean-Variance Utility Functions and the Demand for Risky Assets: An Empirical Analysis Using Flexible Functional Forms
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- 01 December 2009, pp. 411-424
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Nonparametric Tests of Models of Investor Behavior
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- 06 April 2009, pp. 269-278
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The Modigliani-Miller Leverage Equation Considered in a Product Market Context
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- 01 December 2009, pp. 425-437
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On the Asset Substitution Problem
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- 06 April 2009, pp. 21-30
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Market Responses to Dividend Increases and Changes in Payout Ratios
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- 06 April 2009, pp. 163-173
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The Use of Risk and Return Models for Multiattribute Decisions with Decomposable Utilities
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- 06 April 2009, pp. 279-285
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A Mechanism for the Allocation of Corporate Investment
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- 06 April 2009, pp. 175-188
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A Reexamination of the Empirical Relationship between Investment and Financing Decisions
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- 01 December 2009, pp. 439-453
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Geometric Mean Approximations
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- 06 April 2009, pp. 287-293
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General Factor Models and the Structure of Security Returns
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- 06 April 2009, pp. 31-52
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Statistical Inference in Two-Parameter Portfolio Theory with Multiple Regression Software
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- 06 April 2009, pp. 189-197
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On Optimal Asset Abandonment and Replacement
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- 06 April 2009, pp. 295-305
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A Simplified Jump Process for Common Stock Returns
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- 06 April 2009, pp. 53-65
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On Estimates of Long-Run Rates of Return: A Note
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- 01 December 2009, pp. 455-461
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On Bond Ratings and Pension Obligations: A Note
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- 01 December 2009, pp. 463-470
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Assumption Financing and Selling Price of Single-Family Homes
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- 06 April 2009, pp. 307-317
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The Analytic Relationship between Intervaling and Nontrading Effects in Continuous Time
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- 06 April 2009, pp. 199-209
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Market Model Stationarity of Individual Public Utilities
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- 06 April 2009, pp. 67-85
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