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There are 25872 results for: content related to: Estimating the Volatility of Discrete Stock Prices

  1. Transition Densities for Interest Rate and Other Nonlinear Diffusions

    The Journal of Finance

    Volume 54, Issue 4, August 1999, Pages: 1361–1395, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00149

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    Empirical Performance of Alternative Option Pricing Models

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2003–2049, Gurdip Bakshi, Charles Cao and Zhiwu Chen

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02749.x

  3. Debt, Dividend Policy, Taxes, Inflation and Market Valuation

    The Journal of Finance

    Volume 37, Issue 2, May 1982, Pages: 255–273, FRANCO MODIGLIANI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03549.x

  4. Excessive Dollar Debt: Financial Development and Underinsurance

    The Journal of Finance

    Volume 58, Issue 2, April 2003, Pages: 867–893, Ricardo J. Caballero and Arvind Krishnamurthy

    Version of Record online : 21 MAR 2003, DOI: 10.1111/1540-6261.00549

  5. A Monte Carlo Method for Optimal Portfolios

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 401–446, Jérôme B. Detemple, Ren Garcia and Marcel Rindisbacher

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00529

  6. Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-induced or Statistical Illusion?

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 479–513, MERTON H. MILLER, JAYARAM MUTHUSWAMY and ROBERT E. WHALEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05149.x

  7. Resolving the Agency Problems of External Capital through Options

    The Journal of Finance

    Volume 36, Issue 3, June 1981, Pages: 629–647, ROBERT A. HAUGEN and LEMMA W. SENBET

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00649.x

  8. A Model of Dynamic Takeover Behavior

    The Journal of Finance

    Volume 41, Issue 2, June 1986, Pages: 465–480, RONALD M. GIAMMARINO and ROBERT L. HEINKEL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb05049.x

  9. Momentum, Business Cycle, and Time-varying Expected Returns

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 985–1019, Tarun Chordia and Lakshmanan Shivakumar

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00449

  10. 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

  11. Work Ethic, Employment Contracts, and Firm Value

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 785–821, BRUCE IAN CARLIN and SIMON GERVAIS

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01449.x

  12. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  13. A NOTE ON THE MARKET MODEL AND THE TWO-PARAMETER MODEL

    The Journal of Finance

    Volume 28, Issue 5, December 1973, Pages: 1181–1185, Eugene F. Fama

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01449.x

  14. Measuring the Information Content of Stock Trades

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 179–207, JOEL HASBROUCK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03749.x

  15. Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence

    The Journal of Finance

    Volume 60, Issue 2, April 2005, Pages: 869–904, FRANCISCO GOMES and ALEXANDER MICHAELIDES

    Version of Record online : 2 MAR 2005, DOI: 10.1111/j.1540-6261.2005.00749.x

  16. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02649.x

  17. Costs of Equity Capital and Model Mispricing

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 67–121, Ľuboš Pástor and Robert F. Stambaugh

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00099

  18. A Mean-Variance Benchmark for Intertemporal Portfolio Theory

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 1–49, JOHN H. COCHRANE

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12099

  19. OPTIMAL INVESTMENT AND FINANCING PATTERNS FOR A FIRM SUBJECT TO REGULATION WITH A LAG

    The Journal of Finance

    Volume 32, Issue 5, December 1977, Pages: 1485–1500, Edwin J. Elton and Martin J. Gruber

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1977.tb03349.x

  20. Optimal CEO Compensation with Search: Theory and Empirical Evidence

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2001–2058, MELANIE CAO and RONG WANG

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12069