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There are 9743 results for: content related to: The October 1987 S&P 500 Stock-Futures Basis

  1. A Theory of the Dynamics of Security Returns around Market Closures

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1163–1211, STEVE L. SLEZAK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x

  2. Equilibrium Forward Curves for Commodities

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1297–1338, Bryan R. Routledge, Duane J. Seppi and Chester S. Spatt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00248

  3. Corporate Debt Value, Bond Covenants, and Optimal Capital Structure

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1213–1252, HAYNE E. LELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02452.x

  4. Signaling and Takeover Deterrence with Stock Repurchases: Dutch Auctions versus Fixed Price Tender Offers

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1373–1402, JOHN C. PERSONS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02458.x

  5. Is the Electronic Open Limit Order Book Inevitable?

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1127–1161, LAWRENCE R. GLOSTEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02450.x

  6. Conditional Skewness in Asset Pricing Tests

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1263–1295, Campbell R. Harvey and Akhtar Siddique

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00247

  7. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02407.x

  8. Preemptive Bidding and the Role of the Medium of Exchange in Acquisitions

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 41–57, MICHAEL J. FISHMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02403.x

  9. Heteroskedasticity in Stock Returns

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1129–1155, G. WILLIAM SCHWERT and PAUL J. SEGUIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02430.x

  10. Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1279–1304, NEIL D. PEARSON and TONG-SHENG SUN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02454.x

  11. Trading Volume and Transaction Costs in Specialist Markets

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1489–1505, THOMAS J. GEORGE, GAUTAM KAUL and M. NIMALENDRAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02463.x

  12. Interactions of Corporate Financing and Investment Decisions: A Dynamic Framework

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1253–1277, DAVID C. MAUER and ALEXANDER J. TRIANTIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02453.x

  13. 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

  14. A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 711–743, STEPHEN J. BROWN and MARK I. WEINSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02498.x

  15. Common Stochastic Trends in a System of Exchange Rates

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 167–181, RICHARD T. BAILLIE and TIM BOLLERSLEV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02410.x

  16. Liquidity of the CBOE Equity Options

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1157–1179, ANAND M. VIJH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02431.x

  17. Equity Issues and Stock Price Dynamics

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1019–1043, DEBORAH J. LUCAS and ROBERT L. McDONALD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02425.x

  18. Volume and Autocovariances in Short-Horizon Individual Security Returns

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1305–1329, JENNIFER S. CONRAD, ALLAUDEEN HAMEED and CATHY NIDEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02455.x

  19. Shareholder Preferences and Dividend Policy

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 993–1018, MICHAEL J. BRENNAN and ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02424.x

  20. Tax-Induced Intertemporal Restrictions on Security Returns

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1347–1371, PETER BOSSAERTS and ROBERT M. DAMMON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02457.x