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There are 8024 results for: content related to: Why Do Managers Diversify Their Firms? Agency Reconsidered

  1. Asset Pricing with Conditioning Information: A New Test

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 161–196, Kevin Q. Wang

    Article first published online : 12 FEB 2003, DOI: 10.1111/1540-6261.00521

  2. A Monte Carlo Method for Optimal Portfolios

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 401–446, Jérôme B. Detemple, Ren Garcia and Marcel Rindisbacher

    Article first published online : 12 FEB 2003, DOI: 10.1111/1540-6261.00529

  3. The Errors in the Variables Problem in the Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1605–1634, DONGCHEOL KIM

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05190.x

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    Measuring and Testing the Impact of News on Volatility

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1749–1778, ROBERT F. ENGLE and VICTOR K. NG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05127.x

  5. Asset Price Dynamics and Infrequent Feedback Trades

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1747–1766, PIERLUIGI BALDUZZI, GIUSEPPE BERTOLA and SILVERIO FORESI

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05196.x

  6. General Properties of Option Prices

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1573–1610, YAACOV Z. BERGMAN, BRUCE D. GRUNDY and ZVI WIENER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05218.x

  7. Implementing Option Pricing Models When Asset Returns Are Predictable

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 87–129, ANDREW W. LO and JIANG WANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05168.x

  8. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 119–159, Darrell Duffie, Lasse Heje Pedersen and Kenneth J. Singleton

    Article first published online : 12 FEB 2003, DOI: 10.1111/1540-6261.00520

  9. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  10. An Analysis of Changes in Specialist Inventories and Quotations

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1595–1628, ANANTH MADHAVAN and SEYMOUR SMIDT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05122.x

  11. Asset-pricing Puzzles and Incomplete Markets

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1803–1832, CHRIS I. TELMER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05129.x

  12. Jump Diffusion Option Valuation in Discrete Time

    The Journal of Finance

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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05130.x

  13. Anticompetitive Financial Contracting: The Design of Financial Claims

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 2109–2141, Giacinta Cestone and Lucy White

    Article first published online : 11 SEP 2003, DOI: 10.1111/1540-6261.00599

  14. Seasoned Offerings, Imitation Costs, and the Underpricing of Initial Public Offerings

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 421–449, IVO WELCH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05064.x

  15. Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 169–204, TORBEN G. ANDERSEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05206.x

  16. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb00059.x

  17. New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 283–305, KENNETH A. FROOT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05058.x

  18. Depositors' Welfare, Deposit Insurance, and Deregulation

    The Journal of Finance

    Volume 40, Issue 3, July 1985, Pages: 959–974, YUK-SHEE CHAN and KING-TIM MAK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb05024.x

  19. Robust Financial Contracting and the Role of Venture Capitalists

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 371–402, ANAT R. ADMATI and PAUL PFLEIDERER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05146.x

  20. Backwardation in Oil Futures Markets: Theory and Empirical Evidence

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1517–1545, ROBERT H. LITZENBERGER and NIR RABINOWITZ

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05187.x