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There are 16543 results for: content related to: Trading Mechanisms and Stock Returns: An Empirical Investigation

  1. Costly Contracting and Optimal Payout Constraints

    The Journal of Finance

    Volume 37, Issue 2, May 1982, Pages: 457–470, KOSE JOHN and AVNER KALAY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03567.x

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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

  3. The Pricing of Options with Default Risk

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 267–280, HERB JOHNSON and RENÉ STULZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02567.x

  4. 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

  5. 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

  6. ORDERING UNCERTAIN OPTIONS WITH BORROWING AND LENDING

    The Journal of Finance

    Volume 33, Issue 2, May 1978, Pages: 553–574, Haim Levy and Yoram Kroll

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb04867.x

  7. A Utility-Based Model of Common Stock Price Movements

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 67–92, ROBERT H. LITZENBERGER and EHUD I. RONN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04492.x

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. Option Valuation with Systematic Stochastic Volatility

    The Journal of Finance

    Volume 48, Issue 3, July 1993, Pages: 881–910, KAUSHIK I. AMIN and VICTOR K. NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04023.x

  17. 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

  18. 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

  19. Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1639–1664, CRAIG HIEMSTRA and JONATHAN D. JONES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04776.x

  20. Further Evidence On Investor Overreaction and Stock Market Seasonality

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 557–581, WERNER F. M. De BONDT and RICHARD H. THALER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04569.x