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There are 23077 results for: content related to: A Note on the Convergence of Binomial-Pricing and Compound-Option Models

  1. Specification Analysis of Affine Term Structure Models

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 1943–1978, Qiang Dai and Kenneth J. Singleton

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00278

  2. 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

  3. Death and Taxes: The Market for Flower Bonds

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 685–698, DAVID MAYERS and CLIFFORD W. SMITH Jr.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04578.x

  4. Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing

    The Journal of Finance

    Volume 59, Issue 4, August 2004, Pages: 1743–1776, Michael J. Brennan, Ashley W. Wang and Yihong Xia

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00678.x

  5. Feedback Effects and Asset Prices

    The Journal of Finance

    Volume 63, Issue 4, August 2008, Pages: 1939–1975, EMRE OZDENOREN and KATHY YUAN

    Version of Record online : 19 JUL 2008, DOI: 10.1111/j.1540-6261.2008.01378.x

  6. Margin Regulation and Stock Market Volatility

    The Journal of Finance

    Volume 45, Issue 1, March 1990, Pages: 3–29, DAVID A. HSIEH and MERTON H. MILLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05078.x

  7. The Corporate Propensity to Save

    The Journal of Finance

    Volume 64, Issue 4, August 2009, Pages: 1729–1766, LEIGH A. RIDDICK and TONI M. WHITED

    Version of Record online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01478.x

  8. Tax-Induced Trading of Equity Securities: Evidence from the ADR Market

    The Journal of Finance

    Volume 58, Issue 4, August 2003, Pages: 1583–1612, Sandra Renfro Callaghan and Christopher B. Barry

    Version of Record online : 15 JUL 2003, DOI: 10.1111/1540-6261.00578

  9. Market Segmentation and Cross-predictability of Returns

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1555–1580, LIOR MENZLY and OGUZHAN OZBAS

    Version of Record online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01578.x

  10. Rational IPO Waves

    The Journal of Finance

    Volume 60, Issue 4, August 2005, Pages: 1713–1757, ĽUBOŠ PÁSTOR and PIETRO VERONESI

    Version of Record online : 12 AUG 2005, DOI: 10.1111/j.1540-6261.2005.00778.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. 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

  13. 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

  14. Market Created Risk

    The Journal of Finance

    Volume 44, Issue 3, July 1989, Pages: 557–569, ALAN KRAUS and MAXWELL SMITH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb04378.x

  15. Dynamic CEO Compensation

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1603–1647, ALEX EDMANS, XAVIER GABAIX, TOMASZ SADZIK and YULIY SANNIKOV

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01768.x

  16. THE EFFECT OF LEVERAGE ON THE COST OF EQUITY CAPITAL OF ELECTRIC UTILITY FIRMS

    The Journal of Finance

    Volume 28, Issue 2, May 1973, Pages: 353–367, Alexander A. Robichek, Robert C. Higgins and Michael Kinsman

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01778.x

  17. 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

  18. The Corporate Cost of Capital and the Return on Corporate Investment

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 1939–1967, Eugene F. Fama and Kenneth R. French

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00178

  19. 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

  20. EVIDENCE ON THE “GROWTH-OPTIMUM” MODEL

    The Journal of Finance

    Volume 28, Issue 3, June 1973, Pages: 551–566, Richard Roll

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01378.x