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There are 12843 results for: content related to: Equilibrium Forward Curves for Commodities

  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. 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

  3. What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 751–784, NICHOLAS BARBERIS and WEI XIONG

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01448.x

  4. Static Hedging of Exotic Options

    The Journal of Finance

    Volume 53, Issue 3, June 1998, Pages: 1165–1190, Peter Carr, Katrina Ellis and Vishal Gupta

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00048

  5. Production and Risk Leveling in the Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1571–1595, EARL L. GRINOLS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04925.x

  6. Crossing Networks and Dealer Markets: Competition and Performance

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2071–2115, Terrence Hendershott and Haim Mendelson

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00281

  7. 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

  8. Managers, Workers, and Corporate Control

    The Journal of Finance

    Volume 60, Issue 2, April 2005, Pages: 841–868, M. PAGANO and P. F. VOLPIN

    Version of Record online : 2 MAR 2005, DOI: 10.1111/j.1540-6261.2005.00748.x

  9. The Term Structure with Semi-credible Targeting

    The Journal of Finance

    Volume 58, Issue 2, April 2003, Pages: 839–865, Heber Farnsworth and Richard Bass

    Version of Record online : 21 MAR 2003, DOI: 10.1111/1540-6261.00548

  10. 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

  11. 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

  12. General Properties of Option Prices

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1573–1610, YAACOV Z. BERGMAN, BRUCE D. GRUNDY and ZVI WIENER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05218.x

  13. 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

  14. Incomplete-Market Equilibria Solved Recursively on an Event Tree

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1897–1941, BERNARD DUMAS and ANDREW LYASOFF

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01775.x

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    SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION

    The Journal of Finance

    Volume 20, Issue 4, December 1965, Pages: 587–615, John Lintner

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1965.tb02930.x

  16. The Capital Budgeting Process: Incentives and Information

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1139–1174, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04065.x

  17. Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 851–876, Allen M. Poteshman

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00348

  18. FX Trading and Exchange Rate Dynamics

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2405–2447, Martin D. D. Evans

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00501

  19. Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility

    The Journal of Finance

    Volume 57, Issue 4, August 2002, Pages: 1685–1730, Pierre Collin-Dufresne and Robert S. Goldstein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00475

  20. 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