Search Results

There are 24475 results for: content related to: RESTRICTIONS ON THE RATE OF INTEREST ON DEMAND DEPOSITS AND A THEORY OF COMPENSATING BALANCES

  1. The Dynamics of Discrete Bid and Ask Quotes

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2109–2142, Joel Hasbrouck

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00183

  2. THE FISHER EFFECT: GRAPHICAL TREATMENT AND SOME ECONOMETRIC IMPLICATIONS

    The Journal of Finance

    Volume 32, Issue 3, June 1977, Pages: 719–733, W. A. Bomberger and G. E. Makinen

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1977.tb01983.x

  3. Rational Inattention and Portfolio Selection

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1999–2040, LIXIN HUANG and HONG LIU

    Version of Record online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01263.x

  4. Who Gambles in the Stock Market?

    The Journal of Finance

    Volume 64, Issue 4, August 2009, Pages: 1889–1933, ALOK KUMAR

    Version of Record online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01483.x

  5. Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 737–774, SCOTT CEDERBURG and MICHAEL S. O'DOHERTY

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12383

  6. 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

  7. 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

  8. Ambiguous Information, Portfolio Inertia, and Excess Volatility

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 2213–2247, PHILIPP KARL ILLEDITSCH

    Version of Record online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01693.x

  9. 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

  10. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 405–452, OLEG RYTCHKOV

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  11. Price Convexity and Skewness

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2521–2552, JIANGUO XU

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01283.x

  12. Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2171–2212, HUI CHEN

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01613.x

  13. Market Liquidity, Investor Participation, and Managerial Autonomy: Why Do Firms Go Private?

    The Journal of Finance

    Volume 63, Issue 4, August 2008, Pages: 2013–2059, ARNOUD W. A. BOOT, RADHAKRISHNAN GOPALAN and ANJAN V. THAKOR

    Version of Record online : 19 JUL 2008, DOI: 10.1111/j.1540-6261.2008.01380.x

  14. Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 579–629, BERNARD DUMAS, ALEXANDER KURSHEV and RAMAN UPPAL

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01444.x

  15. Efficient Recapitalization

    The Journal of Finance

    Volume 68, Issue 1, February 2013, Pages: 1–42, THOMAS PHILIPPON and PHILIPP SCHNABL

    Version of Record online : 11 JAN 2013, DOI: 10.1111/j.1540-6261.2012.01793.x

  16. Agency Conflicts and Cash: Estimates from a Dynamic Model

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 1883–1921, BORIS NIKOLOV and TONI M. WHITED

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12183

  17. Cash Flow, Consumption Risk, and the Cross-section of Stock Returns

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 923–956, ZHI DA

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01453.x

  18. A Mean-Variance Benchmark for Intertemporal Portfolio Theory

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 1–49, JOHN H. COCHRANE

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12099

  19. Dynamic CEO Compensation

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1603–1647, ALEX EDMANS, XAVIER GABAIX, TOMASZ SADZIK and YULIY SANNIKOV

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01768.x

  20. 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