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There are 6083 results for: content related to: Potential Competition And Actual Competition In Equity Options

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    A Simple Model of Capital Market Equilibrium with Incomplete Information

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 483–510, ROBERT C. MERTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04565.x

  2. 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

  3. 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

  4. Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 601–619, BRUCE N. LEHMANN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04571.x

  5. 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

  6. Asset Price Volatility, Bubbles, and Process Switching

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 831–842, ROBERT P. FLOOD and ROBERT J. HODRICK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04551.x

  7. Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 639–656, KENNETH D. WEST

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04596.x

  8. Risk-Shifting Incentives and Signalling Through Corporate Capital Structure

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 623–641, KOSE JOHN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04573.x

  9. Trading Mechanisms and Stock Returns: An Empirical Investigation

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 533–553, YAKOV AMIHUD and HAIM MENDELSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04567.x

  10. Learning, Asset-Pricing Tests, and Market Efficiency

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1113–1145, Jonathan Lewellen and Jay Shanken

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00456

  11. Asset Pricing and Expected Inflation

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 209–223, RENÉ M. STULZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04500.x

  12. Optimal Portfolio Choice Under Incomplete Information

    The Journal of Finance

    Volume 41, Issue 3, July 1986, Pages: 733–746, GERARD GENNOTTE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04538.x

  13. The Pricing of Futures and Options Contracts on the Value Line Index

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 843–855, T. HANAN EYTAN and GIORA HARPAZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04552.x

  14. IPO Market Cycles: Bubbles or Sequential Learning?

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1171–1200, Michelle Lowry and G. William Schwert

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00458

  15. A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 897–914, CHEOL S. EUN and S. JANAKIRAMANAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04555.x

  16. Growth Opportunities and Risk-Taking by Financial Intermediaries

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 583–599, RICHARD J. HERRING and PRASHANT VANKUDRE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04570.x

  17. Callable Bonds: A Risk-Reducing Signalling Mechanism

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 935–949, EDWARD HENRY ROBBINS and JOHN D. SCHATZBERG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04558.x

  18. Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 871–895, EHUD I. RONN and AVINASH K. VERMA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04554.x

  19. The Effect of Sequential Information Arrival on Asset Prices: An Experimental Study

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 763–797, THOMAS E. COPELAND and DANIEL FRIEDMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04585.x

  20. Futures Options and the Volatility of Futures Prices

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 857–870, CLIFFORD A. BALL and WALTER N. TOROUS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04553.x