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There are 10445 results for: content related to: A GENERALIZED EARNINGS-BASED STOCK VALUATION MODEL

  1. Explaining Asset Mispricing Using the Resale Option and Inflation Illusion

    Real Estate Economics

    Volume 39, Issue 2, Summer 2011, Pages: 313–344, Darren K. Hayunga and Peter P. Lung

    Version of Record online : 1 MAR 2011, DOI: 10.1111/j.1540-6229.2010.00297.x

  2. Mispricing of index futures contracts and short sales constraints

    Journal of Futures Markets

    Volume 19, Issue 6, September 1999, Pages: 695–715, Joseph K. W. Fung and Paul Draper

    Version of Record online : 13 AUG 1999, DOI: 10.1002/(SICI)1096-9934(199909)19:6<695::AID-FUT4>3.0.CO;2-H

  3. Managerial Behavior and the Link between Stock Mispricing and Corporate Investments: Evidence from Market-to-Book Ratio Decomposition

    Financial Review

    Volume 49, Issue 1, February 2014, Pages: 89–116, Mohammed Alzahrani and Ramesh P. Rao

    Version of Record online : 17 JAN 2014, DOI: 10.1111/fire.12027

  4. The International Transmission of Arbitrage Information Across Futures Markets

    Journal of Business Finance & Accounting

    Volume 32, Issue 5-6, June 2005, Pages: 973–1000, Chris Bilson, Tim Brailsford and Twm Evans

    Version of Record online : 8 JUN 2005, DOI: 10.1111/j.0306-686X.2005.00619.x

  5. Corporate Hedging Policy and Equity Mispricing

    Financial Review

    Volume 45, Issue 3, August 2010, Pages: 803–824, J. Barry Lin, Christos Pantzalis and Jung Chul Park

    Version of Record online : 13 JUL 2010, DOI: 10.1111/j.1540-6288.2010.00272.x

  6. The Valuation of Equity Futures on the Tokyo Stock Exchange: 1920–1923

    Journal of Futures Markets

    Volume 33, Issue 7, July 2013, Pages: 601–628, Toby Daglish and Lyndon Moore

    Version of Record online : 15 MAY 2012, DOI: 10.1002/fut.21560

  7. THE RELATION BETWEEN OPTION MISPRICING AND VOLUME IN THE BLACK-SCHOLES OPTION MODEL

    Journal of Financial Research

    Volume 20, Issue 1, Spring 1997, Pages: 1–12, D. Michael Long and Dennis T. Officer

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1997.tb00233.x

  8. Short selling, unwinding, and mispricing

    Journal of Futures Markets

    Volume 18, Issue 8, December 1998, Pages: 903–923, Alexander Kempf

    Version of Record online : 12 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199812)18:8<903::AID-FUT2>3.0.CO;2-V

  9. Stock index futures arbitrage: International evidence

    Journal of Futures Markets

    Volume 10, Issue 6, December 1990, Pages: 573–603, Pradeep K. Yadav and Peter F. Pope

    Version of Record online : 25 AUG 2006, DOI: 10.1002/fut.3990100603

  10. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1903–1948, ROBERT F. STAMBAUGH, JIANFENG YU and YU YUAN

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12286

  11. The limits to stock index arbitrage: Examining S&P 500 futures and SPDRS

    Journal of Futures Markets

    Volume 28, Issue 12, December 2008, Pages: 1182–1205, Nivine Richie, Robert T. Daigler and Kimberly C. Gleason

    Version of Record online : 17 OCT 2008, DOI: 10.1002/fut.20365

  12. The Lead-Lag Relation Between Spot and Futures Markets Under Different Short-Selling Regimes

    Financial Review

    Volume 36, Issue 3, August 2001, Pages: 63–88, Li Jiang, Joseph K.W. Fung and Louis T.W. Cheng

    Version of Record online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.2001.tb00020.x

  13. Does the S&P 500 futures mispricing series exhibit nonlinear dependence across time?

    Journal of Futures Markets

    Volume 12, Issue 6, December 1992, Pages: 659–677, Ravi Vaidyanathan and Tim Krehbiel

    Version of Record online : 28 AUG 2006, DOI: 10.1002/fut.3990120606

  14. Analytical American Option Pricing: The Flat-barrier Lower Bound

    Economic Notes

    Volume 33, Issue 3, November 2004, Pages: 399–413, Alessandro Sbuelz

    Version of Record online : 13 APR 2005, DOI: 10.1111/j.0391-5026.2004.00138.x

  15. A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS

    Journal of Economic Surveys

    Eero Pätäri and Timo Leivo

    Version of Record online : 24 SEP 2015, DOI: 10.1111/joes.12133

  16. The pricing of stock index futures spreads at contract expiration

    Journal of Futures Markets

    Volume 22, Issue 5, May 2002, Pages: 451–469, Alex Frino and Michael D. McKenzie

    Version of Record online : 7 MAR 2002, DOI: 10.1002/fut.10013

  17. Analysts' Cash Flow Forecasts and the Decline of the Accruals Anomaly

    Contemporary Accounting Research

    Volume 31, Issue 4, Winter 2014, Pages: 1143–1170, Partha S. Mohanram

    Version of Record online : 9 JUN 2014, DOI: 10.1111/1911-3846.12056

  18. The Impact of Mispricing and Asymmetric Information on the Price Discount of Private Placements of Common Stock

    Financial Review

    Volume 47, Issue 4, November 2012, Pages: 665–696, Charmaine Glegg, Oneil Harris, Jeff Madura and Thanh Ngo

    Version of Record online : 13 SEP 2012, DOI: 10.1111/j.1540-6288.2012.00344.x

  19. Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market

    Journal of Futures Markets

    Volume 15, Issue 2, April 1995, Pages: 187–200, Tae H. Park and Lorne N. Switzer

    Version of Record online : 28 AUG 2006, DOI: 10.1002/fut.3990150206

  20. Short Sale Constraints and Dispersion of Opinion: Evidence from the Indian Equity Market

    Financial Review

    Volume 47, Issue 1, February 2012, Pages: 115–143, Christos I. Giannikos and Eleni Gousgounis

    Version of Record online : 4 JAN 2012, DOI: 10.1111/j.1540-6288.2011.00323.x