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There are 28125 results for: content related to: On the Resolution of Agency Problems by Complex Financial Instruments: A Comment

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    SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION

    The Journal of Finance

    Volume 20, Issue 4, December 1965, Pages: 587–615, John Lintner

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1965.tb02930.x

  2. 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

  3. THE “RULE OF 78”

    The Journal of Finance

    Volume 31, Issue 3, June 1976, Pages: 877–888, Dick Bonker

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01930.x

  4. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2075–2112, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489

  5. Is Sound Just Noise?

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1887–1910, Joshua D. Coval and Tyler Shumway

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00393

  6. 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

  7. 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

  8. Term Structure of Interest Rates with Regime Shifts

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 1997–2043, Ravi Bansal and Hao Zhou

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00487

  9. Production and Risk Leveling in the Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1571–1595, EARL L. GRINOLS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04925.x

  10. Crossing Networks and Dealer Markets: Competition and Performance

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2071–2115, Terrence Hendershott and Haim Mendelson

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00281

  11. Heteroskedasticity in Stock Returns

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1129–1155, G. WILLIAM SCHWERT and PAUL J. SEGUIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02430.x

  12. How Does Information Quality Affect Stock Returns?

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 807–837, Pietro Veronesi

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00227

  13. 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

  14. FX Trading and Exchange Rate Dynamics

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2405–2447, Martin D. D. Evans

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00501

  15. ON THE MEASUREMENT OF OPPORTUNITY COST IN TRANSACTIONS DEMAND MODELS

    The Journal of Finance

    Volume 26, Issue 4, September 1971, Pages: 947–950, Dwayne Wrightsman and John Terninko

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1971.tb00930.x

  16. Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility

    The Journal of Finance

    Volume 57, Issue 4, August 2002, Pages: 1685–1730, Pierre Collin-Dufresne and Robert S. Goldstein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00475

  17. Legal Investor Protection and Takeovers

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1129–1165, MIKE BURKART, DENIS GROMB, HOLGER M. MUELLER and FAUSTO PANUNZI

    Version of Record online : 8 MAY 2014, DOI: 10.1111/jofi.12142

  18. Strategic Trading in a Dynamic Noisy Market

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 131–171, Dimitri Vayanos

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00321

  19. Market Imperfections, Investment Flexibility, and Default Spreads

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 165–205, Sheridan Titman, Stathis Tompaidis and Sergey Tsyplakov

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00630.x

  20. A Model of Returns and Trading in Futures Markets

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 959–988, Harrison Hong

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00233