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There are 3037088 results for: content related to: Components of the Bid-Ask Spread and the Statistical Properties of Transaction Prices

  1. HIGH YIELDS: THE SPREAD ON GERMAN INTEREST RATES

    The Economic Journal

    Volume 107, Issue 443, July 1997, Pages: 956–985, Carlo A. Favero, Francesco Giavazzi and Luigi Spaventa

    Article first published online : 27 JAN 2012, DOI: 10.1111/j.1468-0297.1997.tb00002.x

  2. Future Long-Horizon Performance Measurement Conditional on Past Survival

    International Review of Finance

    Volume 4, Issue 1-2, March 2003, Pages: 29–48, Philip Gray and Mark Whittaker

    Article first published online : 15 JUL 2005, DOI: 10.1111/j.1369-412X.2003.00042.x

  3. Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999

    International Journal of Finance & Economics

    Volume 8, Issue 3, July 2003, Pages: 255–276, Hans-Joachim Voth

    Article first published online : 7 JUL 2003, DOI: 10.1002/ijfe.210

  4. The Effect of Investment Horizons on Risk, Return and End-of-Period Wealth for Major Asset Classes in Canada

    Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

    Volume 23, Issue 2, June 2006, Pages: 138–152, Lakshman Alles and George Athanassakos

    Article first published online : 8 APR 2009, DOI: 10.1111/j.1936-4490.2006.tb00686.x

  5. The Stability of UK Risk Measures and The Problem of Thin Trading

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 753–783, E. DIMSON and P. R. MARSH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02500.x

  6. Temporal Aggregation and the Continuous-Time Capital Asset Pricing Model

    The Journal of Finance

    Volume 44, Issue 4, September 1989, Pages: 871–887, FRANCIS A. LONGSTAFF

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02628.x

  7. EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION

    Mathematical Finance

    Volume 22, Issue 3, July 2012, Pages: 538–568, Jin E. Zhang, Huimin Zhao and Eric C. Chang

    Article first published online : 5 DEC 2010, DOI: 10.1111/j.1467-9965.2010.00468.x

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    On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1779–1801, LAWRENCE R. GLOSTEN, RAVI JAGANNATHAN and DAVID E. RUNKLE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05128.x

  9. The Purchasing Power of Money and Nominal Interest Rates: A Re-Examination

    The Journal of Finance

    Volume 43, Issue 5, December 1988, Pages: 1113–1125, DILIP K. SHOME, STEPHEN D. SMITH and JOHN M. PINKERTON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03959.x

  10. Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 169–204, TORBEN G. ANDERSEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05206.x

  11. Real Estate for the Long Term: The Effect of Return Predictability on Long-Horizon Allocations

    Real Estate Economics

    Volume 37, Issue 1, Spring 2009, Pages: 117–153, Gregory H. MacKinnon and Ashraf Al Zaman

    Article first published online : 19 FEB 2009, DOI: 10.1111/j.1540-6229.2009.00237.x

  12. Valuation of Underwriting Agreements for UK Rights Issues

    The Journal of Finance

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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb03493.x

  13. A VARMA Analysis of the Causal Relations Among Stock Returns, Real Output, and Nominal Interest Rates

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1375–1384, CHRISTOPHER JAMES, SERGIO KOREISHA and MEGAN PARTCH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02389.x

  14. Do Investors Learn? Evidence from a Gold Market Anomaly

    Financial Review

    Volume 32, Issue 3, August 1997, Pages: 501–525, Grant McQueen and Steven Thorley

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1997.tb00436.x

  15. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05168.x

  16. A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures

    Mathematical Finance

    Volume 7, Issue 2, April 1997, Pages: 119–125, Klaus Sandmann and Dieter Sondermann

    Article first published online : 5 JAN 2002, DOI: 10.1111/1467-9965.00027

  17. The Effect of Decimalization on Trade Size and Adverse Selection Costs

    Journal of Business Finance & Accounting

    Volume 32, Issue 5-6, June 2005, Pages: 1063–1081, Sugato Chakravarty, Bonnie F. Van Ness and Robert A. Van Ness

    Article first published online : 8 JUN 2005, DOI: 10.1111/j.0306-686X.2005.00622.x

  18. More Methods That Make Little Difference In Event Studies

    Journal of Business Finance & Accounting

    Volume 15, Issue 1, March 1988, Pages: 77–86, Joel E. Thompson

    Article first published online : 7 DEC 2006, DOI: 10.1111/j.1468-5957.1988.tb00121.x

  19. Economic Significance of Predictable Variations in Stock Index Returns

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1177–1189, WILLIAM BREEN, LAWRENCE R. GLOSTEN and RAVI JAGANNATHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02649.x

  20. Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1345–1357, FREDERIC S. MISHKIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04911.x