Search Results

There are 15024 results for: content related to: Rumors

  1. A Multiproduct Cost Study of Savings and Loans

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 423–445, LORETTA J. MESTER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02575.x

  2. Predictive Regressions: A Present-Value Approach

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1439–1471, JULES H. Van BINSBERGEN and RALPH S. J. KOIJEN

    Version of Record online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01575.x

  3. Factor-Related and Specific Returns of Common Stocks: Serial Correlation and Market Inefficiency

    The Journal of Finance

    Volume 37, Issue 2, May 1982, Pages: 543–554, BARR ROSENBERG and ANDREW RUDD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03575.x

  4. 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

  5. Strategic Trading When Agents Forecast the Forecasts of Others

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1437–1478, F. DOUGLAS FOSTER and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04075.x

  6. Incomplete-Market Equilibria Solved Recursively on an Event Tree

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1897–1941, BERNARD DUMAS and ANDREW LYASOFF

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01775.x

  7. Liquidity Coinsurance, Moral Hazard, and Financial Contagion

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2275–2302, SANDRO BRUSCO and FABIO CASTIGLIONESI

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01275.x

  8. Monitoring and Structure of Debt Contracts

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2157–2195, Cheol Park

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  9. 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

  10. Specification Analysis of Affine Term Structure Models

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 1943–1978, Qiang Dai and Kenneth J. Singleton

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00278

  11. The Crash of ʼ87: Was It Expected? The Evidence from Options Markets

    The Journal of Finance

    Volume 46, Issue 3, July 1991, Pages: 1009–1044, DAVID S. BATES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03775.x

  12. Equilibrium Forward Curves for Commodities

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1297–1338, Bryan R. Routledge, Duane J. Seppi and Chester S. Spatt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00248

  13. 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

  14. Arbitraging Arbitrageurs

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2471–2511, MUKARRAM ATTARI, ANTONIO S. MELLO and MARTIN E. RUCKES

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00805.x

  15. 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

  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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb00059.x

  17. Uncertainty, Time-Varying Fear, and Asset Prices

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1843–1889, ITAMAR DRECHSLER

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12068

  18. A Test for the Number of Factors in an Approximate Factor Model

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1263–1291, GREGORY CONNOR and ROBERT A. KORAJCZYK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04754.x

  19. Leverage Choice and Credit Spreads when Managers Risk Shift

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2323–2362, MURRAY CARLSON and ALI LAZRAK

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01617.x

  20. 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