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There are 13474 results for: content related to: Investor Protection and Firm Liquidity

  1. Asset Price Volatility, Bubbles, and Process Switching

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 831–842, ROBERT P. FLOOD and ROBERT J. HODRICK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04551.x

  2. Regulation and Corporate Investment Policy

    The Journal of Finance

    Volume 37, Issue 2, May 1982, Pages: 289–300, MICHAEL J. BRENNAN and EDUARDO S. SCHWARTZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03551.x

  3. The Default Premium and Corporate Bond Experience

    The Journal of Finance

    Volume 42, Issue 1, March 1987, Pages: 81–97, JEROME S. FONS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02551.x

  4. THE EFFECT OF CREDIT ON TRANSACTIONS DEMAND FOR CASH

    The Journal of Finance

    Volume 25, Issue 4, September 1970, Pages: 777–781, A. S. Rama Sastry

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00551.x

  5. Merger Negotiations with Stock Market Feedback

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1705–1745, SANDRA BETTON, B. ESPEN ECKBO, REX THOMPSON and KARIN S. THORBURN

    Version of Record online : 18 JUL 2014, DOI: 10.1111/jofi.12151

  6. A Theory of the Dynamics of Security Returns around Market Closures

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1163–1211, STEVE L. SLEZAK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x

  7. Agency Costs, Risk Management, and Capital Structure

    The Journal of Finance

    Volume 53, Issue 4, August 1998, Pages: 1213–1243, Hayne E. Leland

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00051

  8. Γ-convergence: a tool to investigate physical phenomena across scales

    Mathematical Methods in the Applied Sciences

    Volume 35, Issue 14, 30 September 2012, Pages: 1613–1658, Matteo Focardi

    Version of Record online : 19 MAY 2012, DOI: 10.1002/mma.2551

  9. Growth versus Margins: Destabilizing Consequences of Giving the Stock Market What It Wants

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1025–1058, PHILIPPE AGHION and JEREMY C. STEIN

    Version of Record online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01351.x

  10. A Lintner Model of Payout and Managerial Rents

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1761–1810, BART M. LAMBRECHT and STEWART C. MYERS

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01772.x

  11. Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test?

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2073–2090, ALBERT S. KYLE and F. ALBERT WANG

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02751.x

  12. Are Stock Returns Predictable? A Test Using Markov Chains

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 239–263, GRANT MCQUEEN and STEVEN THORLEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03751.x

  13. Interest Rates, Uncertainty and the Livingston Data

    The Journal of Finance

    Volume 36, Issue 3, June 1981, Pages: 661–675, WILLIAM A. BOMBERGER and WILLIAM J. FRAZER JR.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00651.x

  14. The Efficient Use of Conditioning Information in Portfolios

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 967–982, Wayne E. Ferson and Andrew F. Siegel

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00351

  15. Comparison between constant-stress and step-stress accelerated life tests under Time Constraint

    Naval Research Logistics (NRL)

    Volume 60, Issue 7, October 2013, Pages: 541–556, David Han and H.K.T. Ng

    Version of Record online : 14 SEP 2013, DOI: 10.1002/nav.21551

  16. Partial ordering of information granulations: a further investigation

    Expert Systems

    Volume 29, Issue 1, February 2012, Pages: 3–24, Yuhua Qian, Chuangyin Dang, Jiye Liang and Weizhi Wu

    Version of Record online : 10 NOV 2010, DOI: 10.1111/j.1468-0394.2010.00551.x

  17. Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1197–1233, SCOTT JOSLIN, MARCEL PRIEBSCH and KENNETH J. SINGLETON

    Version of Record online : 8 MAY 2014, DOI: 10.1111/jofi.12131

  18. Clairvoyant embedding in one dimension

    Random Structures & Algorithms

    Volume 47, Issue 3, October 2015, Pages: 520–560, Peter Gács

    Version of Record online : 13 JUN 2014, DOI: 10.1002/rsa.20551

  19. Inventory Sharing in the Presence of Commodity Markets

    Production and Operations Management

    Seung Jae Park, Guoming Lai and Sridhar Seshadri

    Version of Record online : 26 FEB 2016, DOI: 10.1111/poms.12551

  20. Fundamentals or Noise? Evidence from the Professional Basketball Betting Market

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1193–1209, WILLIAM O. BROWN and RAYMOND D. SAUER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04751.x