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There are 16534 results for: content related to: Implied Volatility Functions: Empirical Tests

  1. Monitoring and Structure of Debt Contracts

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2157–2195, Cheol Park

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  2. RESTRICTIONS ON THE RATE OF INTEREST ON DEMAND DEPOSITS AND A THEORY OF COMPENSATING BALANCES

    The Journal of Finance

    Volume 31, Issue 2, May 1976, Pages: 233–252, David Wiley Mullins Jr.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01883.x

  3. The Dynamics of Discrete Bid and Ask Quotes

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2109–2142, Joel Hasbrouck

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00183

  4. Agency Conflicts and Cash: Estimates from a Dynamic Model

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 1883–1921, BORIS NIKOLOV and TONI M. WHITED

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12183

  5. When Will Mean-Variance Efficient Portfolios Be Well Diversified?

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1785–1809, RICHARD C. GREEN and BURTON HOLLIFIELD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04683.x

  6. Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 737–774, SCOTT CEDERBURG and MICHAEL S. O'DOHERTY

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12383

  7. THE FISHER EFFECT: GRAPHICAL TREATMENT AND SOME ECONOMETRIC IMPLICATIONS

    The Journal of Finance

    Volume 32, Issue 3, June 1977, Pages: 719–733, W. A. Bomberger and G. E. Makinen

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1977.tb01983.x

  8. Corporate Control, Portfolio Choice, and the Decline of Banking

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1377–1420, GARY GORTON and RICHARD ROSEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05183.x

  9. Option Pricing and Replication with Transactions Costs

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1283–1301, HAYNE E. LELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02383.x

  10. Information Production and Capital Allocation: Decentralized versus Hierarchical Firms

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 1891–1921, Jeremy C. Stein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00483

  11. Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms

    The Journal of Finance

    Volume 45, Issue 1, March 1990, Pages: 113–136, EDWARD J. KANE and HALUK UNAL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05083.x

  12. Wall Street Occupations

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1949–1996, ULF AXELSON and PHILIP BOND

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12244

  13. Strategic Debt Service

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 531–556, PIERRE MELLA-BARRAL and WILLIAM PERRAUDIN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04812.x

  14. INTERACTIONS OF CORPORATE FINANCING AND INVESTMENT DECISIONS—IMPLICATIONS FOR CAPITAL BUDGETING

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 1–25, Stewart C. Myers

    Version of Record online : 15 JUN 1512, DOI: 10.1111/j.1540-6261.1974.tb00021.x

  15. Information Diversity and Complementarities in Trading and Information Acquisition

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1723–1765, ITAY GOLDSTEIN and LIYAN YANG

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12226

  16. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2075–2112, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489

  17. On the Design of Contingent Capital with a Market Trigger

    The Journal of Finance

    Volume 70, Issue 2, April 2015, Pages: 881–920, SURESH SUNDARESAN and ZHENYU WANG

    Version of Record online : 12 MAR 2015, DOI: 10.1111/jofi.12134

  18. Presidential Address: Investment Noise and Trends

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1415–1453, ROBERT F. STAMBAUGH

    Version of Record online : 18 JUL 2014, DOI: 10.1111/jofi.12174

  19. Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2819–2870, ANDREA BURASCHI, ROBERT KOSOWSKI and WORRAWAT SRITRAKUL

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12167

  20. Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2617–2649, RAYMOND KAN, CESARE ROBOTTI and JAY SHANKEN

    Version of Record online : 12 NOV 2013, DOI: 10.1111/jofi.12035