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There are 18017 results for: content related to: Monitoring and Structure of Debt Contracts

  1. 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

  2. Price Convexity and Skewness

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2521–2552, JIANGUO XU

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01283.x

  3. 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

  4. 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

  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. 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

  7. Signaling and Takeover Deterrence with Stock Repurchases: Dutch Auctions versus Fixed Price Tender Offers

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1373–1402, JOHN C. PERSONS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02458.x

  8. Blockholder Trading, Market Efficiency, and Managerial Myopia

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2481–2513, ALEX EDMANS

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01508.x

  9. Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1197–1217, HAIM LEVY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02372.x

  10. 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

  11. Competition and Collusion in Dealer Markets

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 245–276, PRAJIT K. DUTTA and ANANTH MADHAVAN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03815.x

  12. Dual Trading in Futures Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 643–671, MICHAEL J. FISHMAN and FRANCIS A. LONGSTAFF

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04404.x

  13. 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

  14. Path Dependent Options: “Buy at the Low, Sell at the High”

    The Journal of Finance

    Volume 34, Issue 5, December 1979, Pages: 1111–1127, M. BARRY GOLDMAN, HOWARD B. SOSIN and MARY ANN GATTO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb00059.x

  15. 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

  16. A Test for the Number of Factors in an Approximate Factor Model

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1263–1291, GREGORY CONNOR and ROBERT A. KORAJCZYK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04754.x

  17. Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1449–1468, HAIM SHALIT and SHLOMO YITZHAKI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04917.x

  18. Entrenchment and Severance Pay in Optimal Governance Structures

    The Journal of Finance

    Volume 58, Issue 2, April 2003, Pages: 519–547, Andres Almazan and Javier Suarez

    Version of Record online : 21 MAR 2003, DOI: 10.1111/1540-6261.00536

  19. Momentum and Reversals in Equity-Index Returns During Periods of Abnormal Turnover and Return Dispersion

    The Journal of Finance

    Volume 58, Issue 4, August 2003, Pages: 1521–1556, Robert Connolly and Chris Stivers

    Version of Record online : 15 JUL 2003, DOI: 10.1111/1540-6261.00576

  20. A Monte Carlo Method for Optimal Portfolios

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 401–446, Jérôme B. Detemple, Ren Garcia and Marcel Rindisbacher

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00529