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There are 12209 results for: content related to: THE IMPACT ON OPTION PRICING OF SPECIFICATION ERROR IN THE UNDERLYING STOCK PRICE RETURNS

  1. Sources of Entropy in Representative Agent Models

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 51–99, DAVID BACKUS, MIKHAIL CHERNOV and STANLEY ZIN

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12090

  2. 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

  3. 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

  4. Optimal Investment, Growth Options, and Security Returns

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1553–1607, Jonathan B. Berk, Richard C. Green and Vasant Naik

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00161

  5. 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

  6. Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 987–1035, JESSICA A. WACHTER

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12018

  7. Optimal CEO Compensation with Search: Theory and Empirical Evidence

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2001–2058, MELANIE CAO and RONG WANG

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12069

  8. Bidding into the Red: A Model of Post-Auction Bankruptcy

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 2695–2723, SIMON BOARD

    Version of Record online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01290.x

  9. Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2617–2649, RAYMOND KAN, CESARE ROBOTTI and JAY SHANKEN

    Version of Record online : 12 NOV 2013, DOI: 10.1111/jofi.12035

  10. 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

  11. 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

  12. The Cross-Section of Managerial Ability, Incentives, and Risk Preferences

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1051–1098, RALPH S.J. KOIJEN

    Version of Record online : 8 MAY 2014, DOI: 10.1111/jofi.12140

  13. Organization Capital and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 68, Issue 4, August 2013, Pages: 1365–1406, ANDREA L. EISFELDT and DIMITRIS PAPANIKOLAOU

    Version of Record online : 16 JUL 2013, DOI: 10.1111/jofi.12034

  14. Aggregate Risk and the Choice between Cash and Lines of Credit

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2059–2116, VIRAL V. ACHARYA, HEITOR ALMEIDA and MURILLO CAMPELLO

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12056

  15. 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

  16. 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

  17. Two-Pass Tests of Asset Pricing Models with Useless Factors

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 203–235, Raymond Kan and Chu Zhang

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00102

  18. 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

  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