This article presents a mean-variance model of the risk-averse firm under price uncertainty and examines the impact of uncertainty on the firm's production decision.It then develops a geometric method for comparative-statics analysis.

This study uses the Market Model to assess the risk of securities in a thinner stock market, the Brussels Stock Exchange (Belgium) and compares the results to similar findings in French and U.S. stock exchanges.

This paper examines the implications of microstructure theory for empirical research on stock price behavior

A review of the challenges faced by business schools and how to deal with them.

Provides approximation formulas for calculating the yield-to-maturity of a bond.

A review and interpretation of stock market anomalies in their effect on the pricing of equity.

The paper examines and explains why estimates of systematic risk (beta coefficient) shift the time-interval used to measure returns changes

This paper provides evidence that corporate working capital decisions are affected by the industry/sector in which firms belong

The paper presents a measure of the intertemporal cross correlation between two time series and reports evidence of the presence of intertemporal cross dependence between the returns of NYSE stocks and those of the SP 500, showing that frequently traded stocks behave differently from stocks with...

In this comment to a paper by Levhari and Levy published in this journal on February 1977 we provide evidence that shows that their conclusion does not hold if one applies the model to a large sample of common stocks.