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There are 35745 results for: content related to: Earnings and Dividend Announcements: Is There a Corroboration Effect?

  1. COMMON STOCK VOLATILITY EXPECTATIONS IMPLIED BY OPTION PREMIA

    The Journal of Finance

    Volume 33, Issue 1, March 1978, Pages: 129–147, Richard Schmalensee and Robert R. Trippi

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03394.x

  2. 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

  3. Strategic and Financial Bidders in Takeover Auctions

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2513–2555, ALEXANDER  S. GORBENKO and ANDREY MALENKO

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12194

  4. Non-Fundamental Speculation

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 553–578, VICENTE MADRIGAL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02694.x

  5. 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

  6. General Equilibrium with Financial Markets: Existence, Uniqueness, and Implications for Corporate Finance

    The Journal of Finance

    Volume 34, Issue 2, May 1979, Pages: 325–339, SIMON BENNINGA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02094.x

  7. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  8. The Macroeconomics of Shadow Banking

    The Journal of Finance

    ALAN MOREIRA and ALEXI SAVOV

    Version of Record online : 28 AUG 2017, DOI: 10.1111/jofi.12540

  9. 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

  10. Income Insurance and the Equilibrium Term Structure of Equity

    The Journal of Finance

    ROBERTO MARFÈ

    Version of Record online : 5 JUN 2017, DOI: 10.1111/jofi.12508

  11. Efficient Signalling with Dividends and Investments

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 321–343, RAMASASTRY AMBARISH, KOSE JOHN and JOSEPH WILLIAMS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02570.x

  12. 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

  13. Stock Valuation and Learning about Profitability

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 1749–1789, Ľuboš Pástor and Veronesi Pietro

    Version of Record online : 11 SEP 2003, DOI: 10.1111/1540-6261.00587

  14. 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

  15. 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

  16. 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

  17. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 499–547, Yacine Aït-Sahalia and Andrew W. Lo

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228

  18. Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 205–246, Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00323

  19. Taxes, Inflation and Corporate Financial Policy

    The Journal of Finance

    Volume 39, Issue 1, March 1984, Pages: 105–126, LAWRENCE D. SCHALL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03863.x

  20. Mental Accounting, Loss Aversion, and Individual Stock Returns

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1247–1292, Nicholas Barberis and Ming Huang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00367