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There are 26746 results for: content related to: A Theory of Capital Structure Relevance under Imperfect Information

  1. Estimation Bias Induced by Discrete Security Prices

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 841–865, CLIFFORD A. BALL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02608.x

  2. Managerial Turnover and Leverage under a Takeover Threat

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2619–2650, Walter Novaes

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00508

  3. Institutional Investors and Executive Compensation

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2351–2374, Jay C. Hartzell and Laura T. Starks

    Version of Record online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00608.x

  4. Information Content of Insider Trading Around Corporate Announcements: The Case of Capital Expenditures

    The Journal of Finance

    Volume 45, Issue 3, July 1990, Pages: 835–855, KOSE JOHN and BANIKANTA MISHRA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05108.x

  5. Moral Hazard and Optimal Subsidiary Structure for Financial Institutions

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2531–2575, CHARLES KAHN and ANDREW WINTON

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00708.x

  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. General Properties of Option Prices

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1573–1610, YAACOV Z. BERGMAN, BRUCE D. GRUNDY and ZVI WIENER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05218.x

  8. Implementing Option Pricing Models When Asset Returns Are Predictable

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 87–129, ANDREW W. LO and JIANG WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05168.x

  9. Co-Skewness and Capital Asset Pricing

    The Journal of Finance

    Volume 35, Issue 4, September 1980, Pages: 897–913, IRWIN FRIEND and RANDOLPH WESTERFIELD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb03508.x

  10. Specification Tests for Portfolio Regression Parameter Stationarity and the Implications for Empirical Research

    The Journal of Finance

    Volume 34, Issue 2, May 1979, Pages: 451–465, STANLEY J. KON and W. PATRICK LAU

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02108.x

  11. 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

  12. Equilibrium Forward Curves for Commodities

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1297–1338, Bryan R. Routledge, Duane J. Seppi and Chester S. Spatt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00248

  13. Blockholder Trading, Market Efficiency, and Managerial Myopia

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2481–2513, ALEX EDMANS

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01508.x

  14. 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

  15. Volume, Volatility, Price, and Profit When All Traders Are Above Average

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 1887–1934, Terrance Odean

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00078

  16. Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 811–833, DAVID EASLEY, NICHOLAS M. KIEFER and MAUREEN O'HARA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02708.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. Corporate Financial Policy, Information, and Market Expectations: An Empirical Investigation of Dividends

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 889–911, AHARON R. OFER and DANIEL R. SIEGEL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03918.x

  19. A MEAN-VARIANCE THEORY OF OPTIMAL CAPITAL STRUCTURE AND CORPORATE DEBT CAPACITY

    The Journal of Finance

    Volume 33, Issue 1, March 1978, Pages: 45–63, E. Han Kim

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03388.x

  20. The Capital Budgeting Process: Incentives and Information

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1139–1174, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04065.x