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There are 11049 results for: content related to: Order Flow, Transaction Clock, and Normality of Asset Returns

  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 Theoretical Framework for Evaluating the Impact of Universal Reserve Requirements

    The Journal of Finance

    Volume 36, Issue 4, September 1981, Pages: 825–840, CASE M. SPRENKLE and BRYAN E. STANHOUSE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb04886.x

  3. 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

  4. 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

  5. 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

  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. 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

  8. 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

  9. Strategic Trading in a Dynamic Noisy Market

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 131–171, Dimitri Vayanos

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00321

  10. 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

  11. Arbitraging Arbitrageurs

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2471–2511, MUKARRAM ATTARI, ANTONIO S. MELLO and MARTIN E. RUCKES

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00805.x

  12. Going Public without Governance: Managerial Reputation Effects

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 615–646, Armando Gomes

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00221

  13. 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

  14. The Diversification Discount: Cash Flows Versus Returns

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1693–1721, Owen A. Lamont and Christopher Polk

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00386

  15. 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

  16. 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

  17. 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

  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. 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