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There are 18747 results for: content related to: On Option Pricing Bounds

  1. Contagion as a Wealth Effect

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1401–1440, Albert S. Kyle and Wei Xiong

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00373

  2. Equilibrium Analysis of Portfolio Insurance

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1379–1403, SANFORD J. GROSSMAN and ZHONGQUAN ZHOU

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04073.x

  3. Time Dominance Efficiency Analysis

    The Journal of Finance

    Volume 36, Issue 5, December 1981, Pages: 1023–1033, STEINAR EKERN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb01073.x

  4. Risk-Shifting Incentives and Signalling Through Corporate Capital Structure

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 623–641, KOSE JOHN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04573.x

  5. Why Are Buyouts Levered? The Financial Structure of Private Equity Funds

    The Journal of Finance

    Volume 64, Issue 4, August 2009, Pages: 1549–1582, ULF AXELSON, PER STRÖMBERG and MICHAEL S. WEISBACH

    Version of Record online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01473.x

  6. Diagnosing Asset Pricing Models Using the Distribution of Asset Returns

    The Journal of Finance

    Volume 46, Issue 3, July 1991, Pages: 955–983, KARL N. SNOW

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03773.x

  7. Taxes, Failure Costs, and Optimal Industry Capital Structure: An Empirical Test

    The Journal of Finance

    Volume 35, Issue 1, March 1980, Pages: 99–117, DAVID FLATH and CHARLES R. KNOEBER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb03473.x

  8. Real and Nominal Efficient Sets

    The Journal of Finance

    Volume 34, Issue 1, March 1979, Pages: 93–102, STEVEN MANASTER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02073.x

  9. Monitoring and Structure of Debt Contracts

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2157–2195, Cheol Park

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  10. CRITERIA FOR PORTFOLIO BUILDING

    The Journal of Finance

    Volume 22, Issue 3, September 1967, Pages: 359–373, Henry A. Latané and Donald L. Tuttle

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1967.tb02973.x

  11. Exit as Governance: An Empirical Analysis

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2515–2547, SREEDHAR T. BHARATH, SUDARSHAN JAYARAMAN and VENKY NAGAR

    Version of Record online : 12 NOV 2013, DOI: 10.1111/jofi.12073

  12. STOCK SPLITS AND PRICE CHANGE

    The Journal of Finance

    Volume 21, Issue 4, December 1966, Pages: 675–686, Keith B. Johnson

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1966.tb00273.x

  13. INTERACTIONS OF CORPORATE FINANCING AND INVESTMENT DECISIONS—IMPLICATIONS FOR CAPITAL BUDGETING

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 1–25, Stewart C. Myers

    Version of Record online : 15 JUN 1512, DOI: 10.1111/j.1540-6261.1974.tb00021.x

  14. CAPITAL BUDGETING OF RISKY PROJECTS WITH “IMPERFECT” MARKETS FOR PHYSICAL CAPITAL

    The Journal of Finance

    Volume 29, Issue 2, May 1974, Pages: 601–613, MARCUS C. BOGUE and RICHARD ROLL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03073.x

  15. Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1591–1603, BONG-SOO LEE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04673.x

  16. 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

  17. 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

  18. Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 395–406, CHRISTIAN C. P. WOLFF

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02573.x

  19. Trading Behavior and the Unbiasedness of the Market Reaction to Dividend Announcements

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 255–279, MUKESH BAJAJ and ANAND M. VIJH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05173.x

  20. The Pricing of Commodity-Linked Bonds

    The Journal of Finance

    Volume 37, Issue 2, May 1982, Pages: 525–539, EDUARDO S. SCHWARTZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03573.x