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There are 14939 results for: content related to: Stock Price Movements in Response to Stock Issues under Asymmetric Information

  1. Is Information Risk a Determinant of Asset Returns?

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2185–2221, David Easley, Soeren Hvidkjaer and Maureen O'Hara

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00493

  2. THE UPWARD SLOPING IS CURVE AND THE CONTROL OF INCOME AND THE BALANCE OF PAYMENTS

    The Journal of Finance

    Volume 29, Issue 3, June 1974, Pages: 955–961, Paul Burrows

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb01493.x

  3. Momentum, Business Cycle, and Time-varying Expected Returns

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 985–1019, Tarun Chordia and Lakshmanan Shivakumar

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00449

  4. Ambiguous Information, Portfolio Inertia, and Excess Volatility

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 2213–2247, PHILIPP KARL ILLEDITSCH

    Version of Record online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01693.x

  5. Valuation of Underwriting Agreements for UK Rights Issues

    The Journal of Finance

    Volume 35, Issue 3, June 1980, Pages: 693–716, PAUL MARSH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb03493.x

  6. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  7. Informational Efficiency and Information Subsets

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 39–52, MARK LATHAM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04490.x

  8. Beating the Foreign Exchange Market

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 163–182, RICHARD J. SWEENEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04497.x

  9. The Trading Decision and Market Clearing under Transaction Price Uncertainty

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 21–42, THOMAS S. Y. HO, ROBERT A. SCHWARTZ and DAVID K. WHITCOMB

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04935.x

  10. Capital Asset Pricing Compatible with Observed Market Value Weights

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 85–103, MICHAEL J. BEST and ROBERT R. GRAUER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04938.x

  11. Stock Price Dynamics and Firm Size: An Empirical investigation

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1985–1997, YIN-WONG CHEUNG and LILIAN K. NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04693.x

  12. A Utility-Based Model of Common Stock Price Movements

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 67–92, ROBERT H. LITZENBERGER and EHUD I. RONN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04492.x

  13. Rational Expectations Model of Term Premia with Some Implications for Empirical Asset Demand Equations

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 63–83, CARL E. WALSH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04937.x

  14. Valuation of American Futures Options: Theory and Empirical Tests

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 127–150, ROBERT E. WHALEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04495.x

  15. Work Ethic, Employment Contracts, and Firm Value

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 785–821, BRUCE IAN CARLIN and SIMON GERVAIS

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01449.x

  16. The Effects of Different Taxes on Risky and Risk-free Investment and on the Cost of Capital

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 53–66, YU ZHU and IRWIN FRIEND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04491.x

  17. Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 123–152, STEPHEN G. CECCHETTI, POK-SANG LAM and NELSON C. MARK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04423.x

  18. Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 721–733, EDWIN BURMEISTER and MARJORIE B. McELROY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04603.x

  19. Term Premia and Interest Rate Forecasts in Affine Models

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 405–443, Gregory R. Duffee

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00426

  20. Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 43–61, N. BULENT GULTEKIN and RICHARD J. ROGALSKI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04936.x