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There are 18861 results for: content related to: The Issue Decision of Manager-Owners under Information Asymmetry

  1. 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

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    Stock Market Volatility and Learning

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 33–82, KLAUS ADAM, ALBERT MARCET and JUAN PABLO NICOLINI

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12364

  3. Optimal Release of Information By Firms

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1071–1094, DOUGLAS W. DIAMOND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02364.x

  4. The Analytics of Performance Measurement Using a Security Market Line

    The Journal of Finance

    Volume 40, Issue 2, June 1985, Pages: 401–416, PHILIP H. DYBVIG and STEPHEN A. ROSS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04964.x

  5. Seasoned Offerings, Imitation Costs, and the Underpricing of Initial Public Offerings

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 421–449, IVO WELCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05064.x

  6. Short Selling and Efficient Sets

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1497–1506, GORDON J. ALEXANDER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04764.x

  7. PORTFOLIO ANALYSIS UNDER UNCERTAIN MEANS, VARIANCES, AND COVARIANCES

    The Journal of Finance

    Volume 29, Issue 2, May 1974, Pages: 515–522, Christopher B. Barry

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03064.x

  8. A Test for the Number of Factors in an Approximate Factor Model

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1263–1291, GREGORY CONNOR and ROBERT A. KORAJCZYK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04754.x

  9. CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION

    The Journal of Finance

    Volume 32, Issue 5, December 1977, Pages: 1699–1715, M. J. Brennan and E. S. Schwartz

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1977.tb03364.x

  10. The Foundations of Freezeout Laws in Takeovers

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1325–1344, Yakov Amihud, Marcel Kahan and Rangarajan K. Sundaram

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00664.x

  11. Decentralized Investment Management

    The Journal of Finance

    Volume 36, Issue 2, May 1981, Pages: 217–234, W. F. SHARPE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00436.x

  12. Transactions Costs and the Theory of Portfolio Selection

    The Journal of Finance

    Volume 31, Issue 4, September 1976, Pages: 1127–1139, David Goldsmith

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01964.x

  13. Ownership Structure, Speculation, and Shareholder Intervention

    The Journal of Finance

    Volume 53, Issue 1, February 1998, Pages: 99–129, Charles Kahn and Andrew Winton

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.45483

  14. General Tests of Latent Variable Models and Mean-Variance Spanning

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 131–156, WAYNE E. FERSON, STEPHEN R. FOERSTER and DONALD B. KEIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04704.x

  15. 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

  16. Covenants and Collateral as Incentives to Monitor

    The Journal of Finance

    Volume 50, Issue 4, September 1995, Pages: 1113–1146, RAGHURAM RAJAN and ANDREW WINTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04052.x

  17. Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 201–220, WAYNE E. FERSON, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02564.x

  18. Debt-for-Equity Swaps under a Rational Expectations Equilibrium

    The Journal of Finance

    Volume 44, Issue 3, July 1989, Pages: 663–680, VIHANG R. ERRUNZA and ARTHUR F. MOREAU

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb04384.x

  19. The Capital Budgeting Process: Incentives and Information

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1139–1174, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04065.x

  20. Market Timing and Capital Structure

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 1–32, Malcolm Baker and Jeffrey Wurgler

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00414