Search Results

There are 23900 results for: content related to: THE VALUATION OF AMERICAN PUT OPTIONS

  1. Debt-for-Equity Swaps under a Rational Expectations Equilibrium

    The Journal of Finance

    Volume 44, Issue 3, July 1989, Pages: 663–680, VIHANG R. ERRUNZA and ARTHUR F. MOREAU

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb04384.x

  2. How Target Shareholders Benefit from Value-Reducing Defensive Strategies in Takeovers

    The Journal of Finance

    Volume 45, Issue 1, March 1990, Pages: 137–156, ELAZAR BERKOVITCH and NAVEEN KHANNA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05084.x

  3. Estimation Risk and Simple Rules for Optimal Portfolio Selection

    The Journal of Finance

    Volume 38, Issue 4, September 1983, Pages: 1087–1093, SON-NAN CHEN and STEPHEN J. BROWN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02284.x

  4. A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2143–2184, Harrison Hong and Jeremy C. Stein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00184

  5. Reputation and Performance Among Security Analysts

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1811–1836, SCOTT E. STICKEL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04684.x

  6. THE DEMAND FOR MONEY AND PRICE EXPECTATIONS IN AUSTRALIA

    The Journal of Finance

    Volume 32, Issue 3, June 1977, Pages: 735–748, T. J. Valentine

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1977.tb01984.x

  7. A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates

    The Journal of Finance

    Volume 36, Issue 4, September 1981, Pages: 769–799, JOHN C. COX, JONATHAN E. INGERSOLL JR. and STEPHEN A. ROSS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb04884.x

  8. Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1629–1666, James Claus and Jacob Thomas

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00384

  9. COMPONENTS OF INVESTMENT PERFORMANCE

    The Journal of Finance

    Volume 27, Issue 3, June 1972, Pages: 551–567, Eugene F. Fama

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb00984.x

  10. 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

  11. Stochastic Portfolio Theory and Stock Market Equilibrium

    The Journal of Finance

    Volume 37, Issue 2, May 1982, Pages: 615–624, ROBERT FERNHOLZ and BRIAN SHAY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03584.x

  12. 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

  13. Is Fairly Priced Deposit Insurance Possible?

    The Journal of Finance

    Volume 47, Issue 1, March 1992, Pages: 227–245, YUK-SHEE CHAN, STUART I. GREENBAUM and ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03984.x

  14. Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 289–338, Hong Liu

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00634.x

  15. MULTI-PERIOD MEAN-VARIANCE ANALYSIS: TOWARD A GENERAL THEORY OF PORTFOLIO CHOICE

    The Journal of Finance

    Volume 26, Issue 4, September 1971, Pages: 857–884, Nils H. Hakansson

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1971.tb00924.x

  16. Predictive Systems: Living with Imperfect Predictors

    The Journal of Finance

    Volume 64, Issue 4, August 2009, Pages: 1583–1628, ĽUBOŠ PÁSTOR and ROBERT F. STAMBAUGH

    Version of Record online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01474.x

  17. Seasoned Offerings, Imitation Costs, and the Underpricing of Initial Public Offerings

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 421–449, IVO WELCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05064.x

  18. Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1425–1460, TONI M. WHITED

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04664.x

  19. 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

  20. 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