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There are 14138 results for: content related to: Signaling and the Valuation of Unseasoned New Issues

  1. 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

  2. Incomplete Markets and Security Prices: Do Asset-Pricing Puzzles Result from Aggregation Problems?

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 123–163, Kris Jacobs

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00100

  3. An Empirical Comparison of Forward-Rate and Spot-Rate Models for Valuing Interest-Rate Options

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 269–305, Wolfgang Bühler, Marliese Uhrig-Homburg, Ulrich Walter and Thomas Weber

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00104

  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 Theory of Pyramidal Ownership and Family Business Groups

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2637–2680, HEITOR V. ALMEIDA and DANIEL WOLFENZON

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01001.x

  6. 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

  7. Pricing Options under Generalized GARCH and Stochastic Volatility Processes

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 377–402, Peter Ritchken and Rob Trevor

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00109

  8. Wall Street Occupations

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1949–1996, ULF AXELSON and PHILIP BOND

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12244

  9. Information Diversity and Complementarities in Trading and Information Acquisition

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1723–1765, ITAY GOLDSTEIN and LIYAN YANG

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12226

  10. MARKET EQUILIBRIUM IN A MULTIPERIOD STATE PREFERENCE MODEL WITH LOGARITHMIC UTILITY

    The Journal of Finance

    Volume 30, Issue 5, December 1975, Pages: 1213–1227, Alan Kraus and Robert H. Litzenberger

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01050.x

  11. 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

  12. The Stochastic Volatility of Short-Term Interest Rates: Some International Evidence

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2339–2359, Clifford A. Ball and Walter N. Torous

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00191

  13. You have free access to this content
    News Trading and Speed

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 335–382, THIERRY FOUCAULT, JOHAN HOMBERT and IOANID ROŞU

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12302

  14. You have free access to this content
    Stock Market Volatility and Learning

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 33–82, KLAUS ADAM, ALBERT MARCET and JUAN PABLO NICOLINI

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12364

  15. An Information-Based Theory of Time-Varying Liquidity

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 809–870, BRENDAN DALEY and BRETT GREEN

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12272

  16. FIRM VALUATION, CORPORATE TAXES, AND DEFAULT RISK

    The Journal of Finance

    Volume 30, Issue 5, December 1975, Pages: 1251–1264, David P. Baron

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01053.x

  17. 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

  18. Merger Negotiations with Stock Market Feedback

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1705–1745, SANDRA BETTON, B. ESPEN ECKBO, REX THOMPSON and KARIN S. THORBURN

    Version of Record online : 18 JUL 2014, DOI: 10.1111/jofi.12151

  19. International Stock Return Predictability: What Is the Role of the United States?

    The Journal of Finance

    Volume 68, Issue 4, August 2013, Pages: 1633–1662, DAVID E. RAPACH, JACK K. STRAUSS and GUOFU ZHOU

    Version of Record online : 16 JUL 2013, DOI: 10.1111/jofi.12041

  20. THE MICROECONOMICS OF INDIRECT FINANCE

    The Journal of Finance

    Volume 30, Issue 4, September 1975, Pages: 1055–1063, I. D. Mangoletsis

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01021.x