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There are 20266 results for: content related to: Characteristics of Risk and Return in Risk Arbitrage

  1. The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 553–575, RAVINDER K. BHARDWAJ and LEROY D. BROOKS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04401.x

  2. The Dog That Did Not Bark: Insider Trading and Crashes

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2429–2476, JOSE M. MARIN and JACQUES P. OLIVIER

    Version of Record online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01401.x

  3. Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 1–17, STEPHEN A. ROSS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02401.x

  4. Does the Bond Market Predict Bankruptcy Settlements?

    The Journal of Finance

    Volume 47, Issue 3, July 1992, Pages: 943–980, ALLAN C. EBERHART and RICHARD J. SWEENEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04001.x

  5. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  6. Strategic Debt Service

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 531–556, PIERRE MELLA-BARRAL and WILLIAM PERRAUDIN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04812.x

  7. 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

  8. Long-Term Market Overreaction or Biases in Computed Returns?

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 39–63, JENNIFER CONRAD and GAUTAM KAUL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04701.x

  9. Term Premia and Interest Rate Forecasts in Affine Models

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 405–443, Gregory R. Duffee

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00426

  10. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  11. Capital Structure and the Market for Corporate Control: The Defensive Role of Debt Financing

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1391–1409, RONEN ISRAEL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04622.x

  12. Family Firms

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 2167–2201, Mike Burkart, Fausto Panunzi and Andrei Shleifer

    Version of Record online : 11 SEP 2003, DOI: 10.1111/1540-6261.00601

  13. 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

  14. No Arbitrage and Arbitrage Pricing: A New Approach

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1231–1262, RAVI BANSAL and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04753.x

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    Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1143–1166, ROBERT M. DAMMON and RICHARD C. GREEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04358.x

  16. Term Structure of Interest Rates with Regime Shifts

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 1997–2043, Ravi Bansal and Hao Zhou

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00487

  17. A MODEL OF THE MARKET FOR LINES OF CREDIT

    The Journal of Finance

    Volume 33, Issue 1, March 1978, Pages: 231–244, Tim S. Campbell

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03401.x

  18. Should Derivatives Be Privileged in Bankruptcy?

    The Journal of Finance

    Volume 70, Issue 6, December 2015, Pages: 2353–2394, PATRICK BOLTON and MARTIN OEHMKE

    Version of Record online : 12 NOV 2015, DOI: 10.1111/jofi.12201

  19. Assessing Specification Errors in Stochastic Discount Factor Models

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 557–590, LARS PETER HANSEN and RAVI JAGANNATHAN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04813.x

  20. 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