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There are 9407 results for: content related to: The Dynamics of Discrete Bid and Ask Quotes

  1. Uncertainty, Time-Varying Fear, and Asset Prices

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1843–1889, ITAMAR DRECHSLER

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12068

  2. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 405–452, OLEG RYTCHKOV

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  3. 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

  4. Optimal Investment, Growth Options, and Security Returns

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1553–1607, Jonathan B. Berk, Richard C. Green and Vasant Naik

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00161

  5. A Mean-Variance Benchmark for Intertemporal Portfolio Theory

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 1–49, JOHN H. COCHRANE

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12099

  6. Two-Pass Tests of Asset Pricing Models with Useless Factors

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 203–235, Raymond Kan and Chu Zhang

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00102

  7. Dynamic CEO Compensation

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1603–1647, ALEX EDMANS, XAVIER GABAIX, TOMASZ SADZIK and YULIY SANNIKOV

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01768.x

  8. Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1197–1233, SCOTT JOSLIN, MARCEL PRIEBSCH and KENNETH J. SINGLETON

    Version of Record online : 8 MAY 2014, DOI: 10.1111/jofi.12131

  9. Noisy Prices and Inference Regarding Returns

    The Journal of Finance

    Volume 68, Issue 2, April 2013, Pages: 665–714, ELENA ASPAROUHOVA, HENDRIK BESSEMBINDER and IVALINA KALCHEVA

    Version of Record online : 7 MAR 2013, DOI: 10.1111/jofi.12010

  10. Sources of Entropy in Representative Agent Models

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 51–99, DAVID BACKUS, MIKHAIL CHERNOV and STANLEY ZIN

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12090

  11. Predictive Systems: Living with Imperfect Predictors

    The Journal of Finance

    Volume 64, Issue 4, August 2009, Pages: 1583–1628, ĽUBOŠ PÁSTOR and ROBERT F. STAMBAUGH

    Version of Record online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01474.x

  12. Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 987–1035, JESSICA A. WACHTER

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12018

  13. Optimal CEO Compensation with Search: Theory and Empirical Evidence

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2001–2058, MELANIE CAO and RONG WANG

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12069

  14. Transition Densities for Interest Rate and Other Nonlinear Diffusions

    The Journal of Finance

    Volume 54, Issue 4, August 1999, Pages: 1361–1395, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00149

  15. 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

  16. Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1609–1645, Michael W. Brandt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00162

  17. 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

  18. Leverage Choice and Credit Spreads when Managers Risk Shift

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2323–2362, MURRAY CARLSON and ALI LAZRAK

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01617.x

  19. A Lintner Model of Payout and Managerial Rents

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1761–1810, BART M. LAMBRECHT and STEWART C. MYERS

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01772.x

  20. The Cross-Section of Managerial Ability, Incentives, and Risk Preferences

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1051–1098, RALPH S.J. KOIJEN

    Version of Record online : 8 MAY 2014, DOI: 10.1111/jofi.12140