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There are 17550 results for: content related to: Mental Accounting, Loss Aversion, and Individual Stock Returns

  1. Components of the Bid-Ask Spread and the Statistical Properties of Transaction Prices

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1293–1307, LAWRENCE R. GLOSTEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04367.x

  2. Pricing Derivatives on Financial Securities Subject to Credit Risk

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 53–85, ROBERT A. JARROW and STUART M. TURNBULL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05167.x

  3. Costly Contracting and Optimal Payout Constraints

    The Journal of Finance

    Volume 37, Issue 2, May 1982, Pages: 457–470, KOSE JOHN and AVNER KALAY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03567.x

  4. Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2819–2870, ANDREA BURASCHI, ROBERT KOSOWSKI and WORRAWAT SRITRAKUL

    Article first published online : 10 NOV 2014, DOI: 10.1111/jofi.12167

  5. Specification Analysis of Option Pricing Models Based on Time-Changed Lévy Processes

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1405–1439, Jing-zhi Huang and Liuren Wu

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00667.x

  6. The Valuation of Sequential Exchange Opportunities

    The Journal of Finance

    Volume 43, Issue 5, December 1988, Pages: 1235–1256, PETER CARR

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03967.x

  7. THE EFFECT OF BOND REFUNDING ON SHAREHOLDER WEALTH

    The Journal of Finance

    Volume 32, Issue 5, December 1977, Pages: 1738–1746, Jess B. Yawitz and James A. Anderson

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1977.tb03367.x

  8. Asset Float and Speculative Bubbles

    The Journal of Finance

    Volume 61, Issue 3, June 2006, Pages: 1073–1117, HARRISON HONG, JOSÉ SCHEINKMAN and WEI XIONG

    Article first published online : 16 MAY 2006, DOI: 10.1111/j.1540-6261.2006.00867.x

  9. Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange

    The Journal of Finance

    Volume 53, Issue 5, October 1998, Pages: 1623–1656, Oliver Hansch, Narayan Y. Naik and S. Viswanathan

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00067

  10. The Price of Correlation Risk: Evidence from Equity Options

    The Journal of Finance

    Volume 64, Issue 3, June 2009, Pages: 1377–1406, JOOST DRIESSEN, PASCAL J. MAENHOUT and GRIGORY VILKOV

    Article first published online : 20 MAY 2009, DOI: 10.1111/j.1540-6261.2009.01467.x

  11. A MODEL OF WARRANT PRICING IN A DYNAMIC MARKET

    The Journal of Finance

    Volume 25, Issue 5, December 1970, Pages: 1041–1059, Andrew H. Y. Chen

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00867.x

  12. THE SPECULATIVE BEHAVIOR OF MUTUAL FUNDS

    The Journal of Finance

    Volume 27, Issue 2, May 1972, Pages: 381–391, Donald G. Simonson

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb00967.x

  13. Do Industries Explain Momentum?

    The Journal of Finance

    Volume 54, Issue 4, August 1999, Pages: 1249–1290, Tobias J. Moskowitz and Mark Grinblatt

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00146

  14. ORDERING UNCERTAIN OPTIONS WITH BORROWING AND LENDING

    The Journal of Finance

    Volume 33, Issue 2, May 1978, Pages: 553–574, Haim Levy and Yoram Kroll

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb04867.x

  15. Taxes, Default Risk, and Yield Spreads

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1127–1140, JESS B. YAWITZ, KEVIN J. MALONEY and LOUIS H. EDERINGTON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02367.x

  16. SOME FURTHER INVESTIGATIONS OF DEMAND AND SUPPLY FUNCTIONS FOR MONEY

    The Journal of Finance

    Volume 19, Issue 2, May 1964, Pages: 240–283, Karl Brunner and Allan H. Meltzer

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1964.tb00767.x

  17. THE RELATIONSHIP OF RULES OF THUMB TO THE INTERNAL RATE OF RETURN: A RESTATEMENT AND GENERALIZATION

    The Journal of Finance

    Volume 24, Issue 3, June 1969, Pages: 479–490, Marshall Sarnat and Haim Levy

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1969.tb00367.x

  18. Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1479–1520, Christopher G. Lamoureux and H. Douglas Witte

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00467

  19. Momentum, Business Cycle, and Time-varying Expected Returns

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 985–1019, Tarun Chordia and Lakshmanan Shivakumar

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00449

  20. ENDOGENOUS ENDOWMENTS AND CAPITAL ASSET PRICES

    The Journal of Finance

    Volume 30, Issue 1, March 1975, Pages: 155–162, Gordon S. Roberts

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb03167.x