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There are 6069 results for: content related to: OPTIMAL PORTFOLIO SELECTION WITH A SHORTFALL PROBABILITY CONSTRAINT: EVIDENCE FROM ALTERNATIVE DISTRIBUTION FUNCTIONS

  1. Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1445–1485, Kumar Venkataraman

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00375

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

    Journal of Economic Surveys

    Eero Pätäri and Timo Leivo

    Article first published online : 24 SEP 2015, DOI: 10.1111/joes.12133

  3. Price Discovery in Near- and Away-from-the-Money Option Markets

    Financial Review

    Volume 48, Issue 1, February 2013, Pages: 25–48, Thomas Rourke

    Article first published online : 19 MAR 2013, DOI: 10.1111/j.1540-6288.2012.00352.x

  4. Price Discovery and Liquidity in Basket Securities

    Financial Review

    Volume 43, Issue 2, May 2008, Pages: 219–239, Thomas Henker and Martin Martens

    Article first published online : 31 MAR 2008, DOI: 10.1111/j.1540-6288.2008.00192.x

  5. Institutional Equity Trading Costs: NYSE Versus Nasdaq

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 713–735, LOUIS K. C. CHAN and JOSEF LAKONISHOK

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04819.x

  6. THE EFFECT OF THE TRADING SYSTEM ON IPO UNDERPRICING: EVIDENCE FROM THE 1997 ORDER-HANDLING RULES

    Journal of Financial Research

    Volume 34, Issue 1, Spring 2011, Pages: 103–130, James A. Ligon and Hao-Chen Liu

    Article first published online : 18 MAR 2011, DOI: 10.1111/j.1475-6803.2010.01286.x

  7. Market Sidedness: Insights into Motives for Trade Initiation

    The Journal of Finance

    Volume 64, Issue 1, February 2009, Pages: 375–423, ASANI SARKAR and ROBERT A. SCHWARTZ

    Article first published online : 23 JAN 2009, DOI: 10.1111/j.1540-6261.2008.01437.x

  8. One Security, Many Markets: Determining the Contributions to Price Discovery

    The Journal of Finance

    Volume 50, Issue 4, September 1995, Pages: 1175–1199, JOEL HASBROUCK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04054.x

  9. Price Momentum and Trading Volume

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2017–2069, Charles M.C. Lee and Bhaskaran Swaminathan

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00280

  10. EVIDENCE REGARDING A SEGMENTED STOCK MARKET

    The Journal of Finance

    Volume 27, Issue 3, June 1972, Pages: 607–625, Frank K. Reilly

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb00987.x

  11. The Long-Run Negative Drift of Post-Listing Stock Returns

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1547–1574, BALA G. DHARAN and DAVID L. IKENBERRY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05188.x

  12. 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

  13. Emerging from Bankruptcy with When-Issued Trading

    Financial Review

    Volume 47, Issue 3, August 2012, Pages: 445–467, Raymond M. Brooks and J. Jimmy Yang

    Article first published online : 6 JUL 2012, DOI: 10.1111/j.1540-6288.2012.00336.x

  14. Supply and Demand Shifts in the Shorting Market

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2061–2096, LAUREN COHEN, KARL B. DIETHER and CHRISTOPHER J. MALLOY

    Article first published online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01269.x

  15. Merging Markets

    The Journal of Finance

    Volume 54, Issue 3, June 1999, Pages: 1083–1107, Tom Arnold, Philip Hersch, J. Harold Mulherin and Jeffry Netter

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00137

  16. The Impact of Public Information on the Stock Market

    The Journal of Finance

    Volume 49, Issue 3, July 1994, Pages: 923–950, MARK L. MITCHELL and J. HAROLD MULHERIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb00083.x

  17. Liquidity Provision and the Organizational Form of NYSE Specialist Firms

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 841–869, Jay F. Coughenour and Daniel N. Deli

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00444

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    The Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 427–465, EUGENE F. FAMA and KENNETH R. FRENCH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04398.x

  19. Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 265–295, Harrison Hong, Terence Lim and Jeremy C. Stein

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00206

  20. The Weekend and ‘Reverse’ Weekend Effects: An Analysis by Month of the Year, Week of the Month, and Industry

    Journal of Business Finance & Accounting

    Volume 30, Issue 5-6, June 2003, Pages: 863–890, Jorge Brusa, Pu Liu and Craig Schulman

    Article first published online : 9 SEP 2003, DOI: 10.1111/1468-5957.05386