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There are 21147 results for: content related to: Efficient Financing under Asymmetric Information

  1. 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

  2. Dynamic Asset Allocation under Inflation

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1201–1238, Michael J. Brennan and Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00459

  3. Chaos and Nonlinear Dynamics: Application to Financial Markets

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1839–1877, DAVID A. HSIEH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04646.x

  4. Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1425–1460, TONI M. WHITED

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04664.x

  5. Stock Prices and the Supply of Information

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1665–1691, MICHAEL J. BRENNAN and PATRICIA J. HUGHES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04639.x

  6. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 3–37, JOHN Y. CAMPBELL and JOHN AMMER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04700.x

  7. Range-Based Estimation of Stochastic Volatility Models

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1047–1091, Sassan Alizadeh, Michael W. Brandt and Francis X. Diebold

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00454

  8. 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

  9. Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 467–509, GEERT BEKAERT and ROBERT J. HODRICK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04399.x

  10. Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1347–1382, Hendrik Bessembinder and Michael L. Lemmon

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00463

  11. Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1479–1520, Christopher G. Lamoureux and H. Douglas Witte

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00467

  12. Seasonality and Consumption-Based Asset Pricing

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 511–552, WAYNE E. FERSON and CAMPBELL R. HARVEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04400.x

  13. 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

  14. Crowding Out and the Informativeness of Security Prices

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1475–1496, JONATHAN M. PAUL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04763.x

  15. Stock Prices, Earnings, and Expected Dividends

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 661–676, JOHN Y. CAMPBELL and ROBERT J. SHILLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04598.x

  16. 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

  17. 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

  18. The Market Reaction to Stock Splits

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1347–1370, CHRISTOPHER G. LAMOUREUX and PERCY POON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04370.x

  19. Why Hang on to Losers? Divestitures and Takeovers

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1401–1423, ARNOUD W. A. BOOT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04663.x

  20. The Effect of Business Risk on Corporate Capital Structure: Theory and Evidence

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1693–1715, JAYANT R. KALE, THOMAS H. NOE and GABRIEL G. RAMÌREZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04640.x