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There are 21187 results for: content related to: Is the Short Rate Drift Actually Nonlinear?

  1. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  2. Estimation Bias Induced by Discrete Security Prices

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 841–865, CLIFFORD A. BALL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02608.x

  3. Managerial Turnover and Leverage under a Takeover Threat

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2619–2650, Walter Novaes

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00508

  4. The People in Your Neighborhood: Social Interactions and Mutual Fund Portfolios

    The Journal of Finance

    Volume 70, Issue 6, December 2015, Pages: 2679–2732, VERONIKA K. POOL, NOAH STOFFMAN and SCOTT E. YONKER

    Version of Record online : 12 NOV 2015, DOI: 10.1111/jofi.12208

  5. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  6. 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

  7. A Model of Financialization of Commodities

    The Journal of Finance

    Volume 71, Issue 4, August 2016, Pages: 1511–1556, SULEYMAN BASAK and ANNA PAVLOVA

    Version of Record online : 13 JUL 2016, DOI: 10.1111/jofi.12408

  8. On the Predictability of Stock Returns: An Asset-Allocation Perspective

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 385–424, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02689.x

  9. Specification Tests for Portfolio Regression Parameter Stationarity and the Implications for Empirical Research

    The Journal of Finance

    Volume 34, Issue 2, May 1979, Pages: 451–465, STANLEY J. KON and W. PATRICK LAU

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02108.x

  10. Specification Analysis of Affine Term Structure Models

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 1943–1978, Qiang Dai and Kenneth J. Singleton

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00278

  11. A Theory of the Dynamics of Security Returns around Market Closures

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1163–1211, STEVE L. SLEZAK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x

  12. The Wall Street Walk when Blockholders Compete for Flows

    The Journal of Finance

    Volume 70, Issue 6, December 2015, Pages: 2853–2896, AMIL DASGUPTA and GIORGIA PIACENTINO

    Version of Record online : 12 NOV 2015, DOI: 10.1111/jofi.12308

  13. Equilibrium Forward Curves for Commodities

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1297–1338, Bryan R. Routledge, Duane J. Seppi and Chester S. Spatt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00248

  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. A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 711–743, STEPHEN J. BROWN and MARK I. WEINSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02498.x

  16. Resolving the Puzzling Intertemporal Relation between the Market Risk Premium and Conditional Market Variance: A Two-Factor Approach

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 575–603, John T. Scruggs

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.235793

  17. 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

  18. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 499–547, Yacine Aït-Sahalia and Andrew W. Lo

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228

  19. Imperfect Competition among Informed Traders

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2117–2155, Kerry Back, C. Henry Cao and Gregory A. Willard

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00282

  20. Corporate Debt Value, Bond Covenants, and Optimal Capital Structure

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1213–1252, HAYNE E. LELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02452.x