Search Results

There are 14755 results for: content related to: Order Flow, Transaction Clock, and Normality of Asset Returns

  1. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00282

  2. Around and Around: The Expectations Hypothesis

    The Journal of Finance

    Volume 53, Issue 1, February 1998, Pages: 365–383, Mark Fisher and Christian Gilles

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.145490

  3. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00278

  4. Optimal Investment, Growth Options, and Security Returns

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1553–1607, Jonathan B. Berk, Richard C. Green and Vasant Naik

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00161

  5. Investor Reaction to Salient News in Closed-End Country Funds

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 673–699, Peter Klibanoff, Owen Lamont and Thierry A. Wizman

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.265570

  6. Corporate Reorganizations and Non-Cash Auctions

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1807–1854, Matthew Rhodes-Kropf and S. Viswanathan

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00269

  7. Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 205–246, Yihong Xia

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00323

  8. How Does Information Quality Affect Stock Returns?

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 807–837, Pietro Veronesi

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00227

  9. A Model of Returns and Trading in Futures Markets

    The Journal of Finance

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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00233

  10. On the Term Structure of Default Premia in the Swap and LIBOR Markets

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 1095–1115, Pierre Collin-Dufresne and Bruno Solnik

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00357

  11. When the Underwriter Is the Market Maker: An Examination of Trading in the IPO Aftermarket

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1039–1074, Katrina Ellis, Roni Michaely and Maureen O'Hara

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00240

  12. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00048

  13. Counterparty Risk and the Pricing of Defaultable Securities

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1765–1799, Robert A. Jarrow and Fan Yu

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00389

  14. Real Rates, Expected Inflation, and Inflation Risk Premia

    The Journal of Finance

    Volume 53, Issue 1, February 1998, Pages: 187–218, Martin D. D. Evans

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.75591

  15. Survival Bias and the Equity Premium Puzzle

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 1981–1995, Haitao Li and Yuewu Xu

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00486

  16. An Empirical Comparison of Forward-Rate and Spot-Rate Models for Valuing Interest-Rate Options

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 269–305, Wolfgang Bühler, Marliese Uhrig-Homburg, Ulrich Walter and Thomas Weber

    Article first published online : 6 MAY 2003, DOI: 10.1111/0022-1082.00104

  17. Pricing Options under Generalized GARCH and Stochastic Volatility Processes

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 377–402, Peter Ritchken and Rob Trevor

    Article first published online : 6 MAY 2003, DOI: 10.1111/0022-1082.00109

  18. Do Credit Spreads Reflect Stationary Leverage Ratios?

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1929–1957, Pierre Collin-Dufresne and Robert S. Goldstein

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00395

  19. What is the Intrinsic Value of the Dow?

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1693–1741, Charles M. C. Lee, James Myers and Bhaskaran Swaminathan

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00164

  20. The American Put Option and Its Critical Stock Price

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2333–2356, David S. Bunch and Herb Johnson

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00289