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There are 95610 results for: content related to: Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy

  1. Dynamic Capital Structure Choice: Theory and Tests

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 19–40, EDWIN O. FISCHER, ROBERT HEINKEL and JOSEF ZECHNER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02402.x

  2. Term Structure Movements and Pricing Interest Rate Contingent Claims

    The Journal of Finance

    Volume 41, Issue 5, December 1986, Pages: 1011–1029, THOMAS S. Y. HO and SANG-BIN LEE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb02528.x

  3. An Exact Bond Option Formula

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 205–209, FARSHID JAMSHIDIAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02413.x

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    The Pricing of Options on Assets with Stochastic Volatilities

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 281–300, JOHN HULL and ALAN WHITE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02568.x

  5. A Theory of Trading Volume

    The Journal of Finance

    Volume 41, Issue 5, December 1986, Pages: 1069–1087, JONATHAN M. KARPOFF

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb02531.x

  6. Efficient Analytic Approximation of American Option Values

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 301–320, GIOVANNI BARONE-ADESI and ROBERT E. WHALEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02569.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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04565.x

  8. Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 115–134, HANS R. STOLL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02407.x

  9. The Determinants of Systematic Risk: A Synthesis

    Financial Review

    Volume 24, Issue 2, May 1989, Pages: 157–181, Carolyn M. Callahan and Rosanne M. Mohr

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1989.tb00337.x

  10. Leverage and Dividend Irrelevancy Under Corporate and Personal Taxation

    The Journal of Finance

    Volume 35, Issue 2, May 1980, Pages: 453–464, HARRY DeANGELO and RONALD W. MASULIS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02176.x

  11. On the Optimal Hedge of a Nontraded Cash Position

    The Journal of Finance

    Volume 43, Issue 1, March 1988, Pages: 143–153, MICHAEL ADLER and JÉRÔME B. DETEMPLE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02594.x

  12. Time-Dependent Variance and the Pricing of Bond Options

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1113–1128, STEPHEN M. SCHAEFER and EDUARDO S. SCHWARTZ

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04356.x

  13. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04553.x

  14. Computing the Constant Elasticity of Variance Option Pricing Formula

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 211–219, MARK SCHRODER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02414.x

  15. Valuation of American Futures Options: Theory and Empirical Tests

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 127–150, ROBERT E. WHALEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04495.x

  16. The Pricing Effects of Interfirm Cash Tender Offers

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 965–986, SANJAI BHAGAT, JAMES A. BRICKLEY and URI LOEWENSTEIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03922.x

  17. Estimation Bias Induced by Discrete Security Prices

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 841–865, CLIFFORD A. BALL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02608.x

  18. DISCUSSION

    The Journal of Finance

    Volume 35, Issue 2, May 1980, Pages: 595–596,

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02191.x

  19. Regulation, Regulatory Lag, and the Use of Futures Markets

    The Journal of Finance

    Volume 38, Issue 2, May 1983, Pages: 405–418, ROBERT W. KOLB, ROGER A. MORIN and GERALD D. GAY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02246.x

  20. Jump-Diffusion Processes and the Term Structure of Interest Rates

    The Journal of Finance

    Volume 43, Issue 1, March 1988, Pages: 155–174, CHANG MO AHN and HOWARD E. THOMPSON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02595.x