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There are 20483 results for: content related to: An Analysis of Intertemporal Pricing for Forward Foreign Exchange Contracts

  1. It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans

    The Journal of Finance

    Volume 71, Issue 4, August 2016, Pages: 1779–1812, VERONIKA K. POOL, CLEMENS SIALM and IRINA STEFANESCU

    Version of Record online : 13 JUL 2016, DOI: 10.1111/jofi.12411

  2. Positive Prices in CAPM

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 791–808, LARS TYGE NIELSEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04411.x

  3. THE EURO-DOLLAR MULTIPLIER

    The Journal of Finance

    Volume 28, Issue 4, September 1973, Pages: 867–874, Boyden E. Lee

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01411.x

  4. Term Structure Multiplicity and Clientele in Markets with Transactions Costs and Taxes

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 893–911, JAIME CUEVAS DERMODY and ELIEZER ZEEV PRISMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02611.x

  5. 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

  6. THE COST OF CAPITAL AND THE STRUCTURE OF THE FIRM

    The Journal of Finance

    Volume 25, Issue 1, March 1970, Pages: 35–46, Douglas Vickers

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00411.x

  7. On Viable Diffusion Price Processes of the Market Portfolio

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 673–689, AVI BICK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03711.x

  8. 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

  9. The Stock Market Valuation of Research and Development Expenditures

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2431–2456, Louis K. C. Chan, Josef Lakonishok and Theodore Sougiannis

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00411

  10. 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

  11. International Portfolio Choice and Corporation Finance: A Synthesis

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 925–984, MICHAEL ADLER and BERNARD DUMAS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02511.x

  12. 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

  13. 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

  14. 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

  15. The Behavior of Eurocurrency Returns Across Different Holding Periods and Monetary Regimes

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1211–1236, KAREN K. LEWIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02433.x

  16. An Econometric Model of the Term Structure of Interest-Rate Swap Yields

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1287–1321, DARRELL DUFFIE and KENNETH J. SINGLETON

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01111.x

  17. The Cost of Debt

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2089–2136, JULES H. Van BINSBERGEN, JOHN R. GRAHAM and JIE YANG

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01611.x

  18. 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

  19. 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

  20. Delayed Reaction to Good News and the Cross-Autocorrelation of Portfolio Returns

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 889–919, GRANT MCQUEEN, MICHAEL PINEGAR and STEVEN THORLEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02711.x