User profiles for Gerald R. Jensen

Gerald Jensen

Economic Index Associates
Verified email at economicindexassociates.com
Cited by 5680

Simultaneous determination of insider ownership, debt, and dividend policies

GR Jensen, DP Solberg, TS Zorn - Journal of Financial and …, 1992 - cambridge.org
We examine the determinants of cross-sectional differences in insider ownership, debt, and
dividend policies. These policies are related not only directly, but also indirectly, through …

Business conditions, monetary policy, and expected security returns

GR Jensen, JM Mercer, RR Johnson - Journal of Financial Economics, 1996 - Elsevier
We examine the evidence that expected security returns can be forecasted by the term premium,
default premium, and dividend yield, in light of recent findings that similar security return …

Discount rate changes and security returns in the US, 1962–1991

GR Jensen, RR Johnson - Journal of Banking & Finance, 1995 - Elsevier
It is well-known that financial markets respond quickly to announcements of changes in the
discount rate. We extend previous research and ask whether rate changes provide …

Efficient use of commodity futures in diversified portfolios

GR Jensen, RR Johnson… - Journal of Futures Markets …, 2000 - Wiley Online Library
We provide evidence on the role of commodity futures in portfolios comprised of stocks,
bonds, T‐bills, and real estate. Over the period investigated (1973–1997), Markowitz …

Monetary environments and international stock returns

CM Conover, GR Jensen, RR Johnson - Journal of Banking & Finance, 1999 - Elsevier
Previous research documents that US stock returns are related to the US monetary environment.
The focus of this paper is to determine whether stock returns in foreign markets are …

Tactical asset allocation and commodity futures

GR Jensen, RR Johnson… - Journal of Portfolio …, 2002 - search.proquest.com
The purpose of this analysis is to present new evidence on the benefits of tactically allocating
commodity futures to otherwise diversified portfolios. The study contributes in three …

New evidence on size and price-to-book effects in stock returns

GR Jensen, RR Johnson, JM Mercer - Financial Analysts Journal, 1997 - Taylor & Francis
Firm size and price-to-book-value ratio are prominent measures in explaining cross-sectional
stock returns. Historically, average returns on shares of small-capitalization firms and low …

Is now the time to add commodities to your portfolio?

CM Conover, GR Jensen, RR Johnson… - The Journal of …, 2010 - pm-research.com
With the recent increase in equity volatility, commodity investments have garnered significant
attention from investors. Previous research has found substantial benefits associated with …

The dynamics of corporate dividend reductions

GR Jensen, JM Johnson - Financial Management, 1995 - JSTOR
The claim that dividend payments serve as signals to market participants is widely accepted.
However, recent evidence has increased the uncertainty regarding the information …

Monetary policy and the cross‐section of expected stock returns

GR Jensen, JM Mercer - Journal of Financial Research, 2002 - Wiley Online Library
Ample evidence shows that size and book‐to‐market equity explain significant cross‐sectional
variation in stock returns, whereas beta explains little or none of the variation. Recent …