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There are 12228 results for: content related to: The American Put Option and Its Critical Stock Price

  1. 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

  2. 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

  3. The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske—Johnson Technique

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 827–840, T. S. HO, RICHARD C. STAPLETON and MARTI G. SUBRAHMANYAM

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04823.x

  4. Good News, Bad News, Volatility, and Betas

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1575–1603, PHILLIP A. BRAUN, DANIEL B. NELSON and ALAIN M. SUNIER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05189.x

  5. Tax Reform and Ex-Dividend Day Behavior

    The Journal of Finance

    Volume 38, Issue 4, September 1983, Pages: 1157–1179, JOSEF LAKONISHOK and THEO VERMAELEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02289.x

  6. COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS

    The Journal of Finance

    Volume 16, Issue 1, March 1961, Pages: 8–37, William Vickrey

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1961.tb02789.x

  7. Estimating the Strategic Value of Long-Term Forward Purchase Contracts Using Auction Models

    The Journal of Finance

    Volume 44, Issue 4, September 1989, Pages: 981–1010, JOHN E. PARSONS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02634.x

  8. 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

  9. Asymmetric Information and Risky Debt Maturity Choice

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 19–37, MARK J. FLANNERY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04489.x

  10. 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

  11. Liquidity Changes Following Stock Splits

    The Journal of Finance

    Volume 34, Issue 1, March 1979, Pages: 115–141, THOMAS E. COPELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02075.x

  12. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00389

  13. Local Currency Sovereign Risk

    The Journal of Finance

    Volume 71, Issue 3, June 2016, Pages: 1027–1070, WENXIN DU and JESSE SCHREGER

    Version of Record online : 11 MAY 2016, DOI: 10.1111/jofi.12389

  14. Tax Shields, Sample-Selection Bias, and the Information Content of Conversion-Forcing Bond Calls

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1291–1324, CYNTHIA J. CAMPBELL, LOUIS H. EDERINGTON and PRASHANT VANKUDRE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04619.x

  15. More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm-Specific Variables for Cross-Sectional Studies

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 2055–2070, RAMESH CHANDRA and BALA V. BALACHANDRAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04697.x

  16. A Simple Algorithm for the Portfolio Selection Problem

    The Journal of Finance

    Volume 43, Issue 1, March 1988, Pages: 71–82, ALAN L. LEWIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02589.x

  17. Taxes and Corporate Capital Structure in an Incomplete Market

    The Journal of Finance

    Volume 35, Issue 3, June 1980, Pages: 645–659, ROBERT A. TAGGART JR.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb03489.x

  18. A VARMA Analysis of the Causal Relations Among Stock Returns, Real Output, and Nominal Interest Rates

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1375–1384, CHRISTOPHER JAMES, SERGIO KOREISHA and MEGAN PARTCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02389.x

  19. Jump Diffusion Option Valuation in Discrete Time

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1833–1863, KAUSHIK I. AMIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05130.x

  20. INTERACTIONS OF CORPORATE FINANCING AND INVESTMENT DECISIONS—IMPLICATIONS FOR CAPITAL BUDGETING

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 1–25, Stewart C. Myers

    Version of Record online : 15 JUN 1512, DOI: 10.1111/j.1540-6261.1974.tb00021.x