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There are 20598 results for: content related to: Hedging Pressure Effects in Futures Markets

  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. 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

  3. An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression

    The Journal of Finance

    Volume 53, Issue 4, August 1998, Pages: 1285–1309, Ravi Jagannathan and Zhenyu Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00053

  4. THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS

    The Journal of Finance

    Volume 33, Issue 4, September 1978, Pages: 1133–1151, Hans R. Stoll

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02053.x

  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. Interactions of Corporate Financing and Investment Decisions: A Dynamic Framework

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1253–1277, DAVID C. MAUER and ALEXANDER J. TRIANTIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02453.x

  7. 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

  8. Does Investor Misvaluation Drive the Takeover Market?

    The Journal of Finance

    Volume 61, Issue 2, April 2006, Pages: 725–762, MING DONG, DAVID HIRSHLEIFER, SCOTT RICHARDSON and SIEW HONG TEOH

    Version of Record online : 9 MAR 2006, DOI: 10.1111/j.1540-6261.2006.00853.x

  9. 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

  10. 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

  11. 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

  12. No Arbitrage and Arbitrage Pricing: A New Approach

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1231–1262, RAVI BANSAL and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04753.x

  13. 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

  14. Cash Flow, Consumption Risk, and the Cross-section of Stock Returns

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 923–956, ZHI DA

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01453.x

  15. 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

  16. 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

  17. A Model of Returns and Trading in Futures Markets

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 959–988, Harrison Hong

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00233

  18. Portfolio Selection and Asset Pricing Models

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 179–223, Ľuboš Pástor

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00204

  19. 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

  20. Primes and Scores: An Essay on Market Imperfections

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1263–1287, ROBERT A. JARROW and MAUREEN O'HARA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02653.x