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There are 12347 results for: content related to: Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests

  1. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  2. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x

  3. Lending Policies of Financial Intermediaries Facing Credit and Funding Risk

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 873–886, SUDHAKAR D. DESHMUKH, STUART I. GREENBAUM and GEORGE KANATAS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02507.x

  4. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02498.x

  5. Imperfect Competition among Informed Traders

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2117–2155, Kerry Back, C. Henry Cao and Gregory A. Willard

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00282

  6. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02452.x

  7. On the Predictability of Stock Returns: An Asset-Allocation Perspective

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 385–424, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02689.x

  8. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02458.x

  9. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02463.x

  10. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00248

  11. Is the Electronic Open Limit Order Book Inevitable?

    The Journal of Finance

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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02450.x

  12. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  13. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02453.x

  14. Monitoring and Structure of Debt Contracts

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2157–2195, Cheol Park

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  15. A CROSS-SECTION STUDY OF BUSINESS DEMAND FOR CASH

    The Journal of Finance

    Volume 20, Issue 3, September 1965, Pages: 423–443, Edward L. Whalen

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1965.tb02907.x

  16. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00247

  17. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02410.x

  18. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 499–547, Yacine Aït-Sahalia and Andrew W. Lo

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228

  19. Liquidity of the CBOE Equity Options

    The Journal of Finance

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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02431.x

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    SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION

    The Journal of Finance

    Volume 20, Issue 4, December 1965, Pages: 587–615, John Lintner

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1965.tb02930.x