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A twist on the Monday effect in stock prices: Evidence from the U.S. and foreign stock markets
Jaffe, Jeffrey F.; Westerfield, Randolph; Ma, Christopher - In: Journal of Banking & Finance 13 (1989) 4-5, pp. 641-650
Persistent link: https://www.econbiz.de/10005201433
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Risk and the Optimal Debt Level
Jaffe, Jeffrey; Westerfield, Randolph - Rodney L. White Center for Financial Research, Wharton …
Financial economists have generally asserted that, in a world of corporate taxes and bankruptcy costs, the debt level of a firm is negatively related to its risk. Surprisingly, our paper shows that neither the face value of debt, the market value of debt, nor the ratio of market value of debt to...
Persistent link: https://www.econbiz.de/10005656981
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Risk and the Optimal Debt Level
Jaffe, Jeffrey; Westerfield, Randolph - Rodney L. White Center for Financial Research, Wharton …
Financial economists have generally asserted that, in a world of corporate taxes and bankruptcy costs, the debt level of a firm is negatively related to its risk. Surprisingly, our paper shows that neither the face value of debt, the market value of debt, nor the ratio of market value of debt to...
Persistent link: https://www.econbiz.de/10005657018
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Earnings Yields, Market Values, and Stock Returns.
Jaffe, Jeffrey; Keim, Donald B; Westerfield, Randolph - In: Journal of Finance 44 (1989) 1, pp. 135-48
Persistent link: https://www.econbiz.de/10005334501
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Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects
Jaffe, Jeffrey; Westerfield, Randolph - In: Journal of Financial and Quantitative Analysis 20 (1985) 02, pp. 261-272
Persistent link: https://www.econbiz.de/10005139069
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Is there a monthly effect in stock market returns? : Evidence from foreign countries
Jaffe, Jeffrey; Westerfield, Randolph - In: Journal of Banking & Finance 13 (1989) 2, pp. 237-244
Persistent link: https://www.econbiz.de/10005201726
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Statistical Modeling and Analysis for Robust Synthesis of Nanostructures
Dasgupta, Tirthankar; Ma, Christopher; Joseph, V. Roshan; … - In: Journal of the American Statistical Association 103 (2008) June, pp. 594-603
Persistent link: https://www.econbiz.de/10005532685
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How Diversification Reduces Risk: Some Empirical Evidence
Westerfield, Randolph W. - Rodney L. White Center for Financial Research, Wharton …
Persistent link: https://www.econbiz.de/10005656909
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Spreading between the Gold and Silver Markets: Is There a Parity?
Ma, Christopher K. - In: Journal of Futures Markets 5 (1985) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10011197046
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Testing unbiasedness in futures markets: A clarification
Hein, Scott E.; Ma, Christopher K.; MacDonald, S. Scott - In: Journal of Futures Markets 10 (1990) 5, pp. 555-562
Persistent link: https://www.econbiz.de/10011197121