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There are 21546 results for: content related to: Liquidity of the CBOE Equity Options

  1. Speculative Betas

    The Journal of Finance

    Volume 71, Issue 5, October 2016, Pages: 2095–2144, HARRISON HONG and DAVID A. SRAER

    Version of Record online : 14 SEP 2016, DOI: 10.1111/jofi.12431

  2. INTERACTIONS IN CORPORATE FINANCING AND INVESTMENT DECISIONS—IMPLICATIONS FOR CAPITAL BUDGETING: A FURTHER COMMENT

    The Journal of Finance

    Volume 33, Issue 5, December 1978, Pages: 1447–1453, D. J. Ashton and D. R. Atkins

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03431.x

  3. A Theory of Trading Volume

    The Journal of Finance

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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb02531.x

  4. Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1197–1233, SCOTT JOSLIN, MARCEL PRIEBSCH and KENNETH J. SINGLETON

    Version of Record online : 8 MAY 2014, DOI: 10.1111/jofi.12131

  5. The Interrelation of Stock and Options Market Trading-Volume Data

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 949–964, JOSEPH H. ANTHONY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02614.x

  6. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228

  7. Trading Volume and Cross-Autocorrelations in Stock Returns

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 913–935, Tarun Chordia and Bhaskaran Swaminathan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00231

  8. Testing for a Flat Spectrum on Efficient Market Price Data

    The Journal of Finance

    Volume 34, Issue 3, June 1979, Pages: 645–658, PETER D. PRAETZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02131.x

  9. INTERACTIONS OF CORPORATE FINANCING AND INVESTMENT DECISIONS—IMPLICATIONS FOR CAPITAL BUDGETING

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 1–25, Stewart C. Myers

    Version of Record online : 15 JUN 1512, DOI: 10.1111/j.1540-6261.1974.tb00021.x

  10. Risk Premia and Variance Bounds

    The Journal of Finance

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

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  11. Monitoring and Structure of Debt Contracts

    The Journal of Finance

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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  12. The Effect of Options on Stock Prices: 1973 to 1995

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 487–514, Sorin M. Sorescu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00214

  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. Option Volume and Stock Prices: Evidence on Where Informed Traders Trade

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 431–465, David Easley, Maureen O'Hara and P.S. Srinivas

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.194060

  15. Identification of Maximal Affine Term Structure Models

    The Journal of Finance

    Volume 63, Issue 2, April 2008, Pages: 743–795, PIERRE COLLIN-DUFRESNE, ROBERT S. GOLDSTEIN and CHRISTOPHER S. JONES

    Version of Record online : 1 APR 2008, DOI: 10.1111/j.1540-6261.2008.01331.x

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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

  17. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00282

  18. Some Empirical Tests of the Theory of Arbitrage Pricing

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1393–1414, NAI-FU CHEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03831.x

  19. 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

  20. Estimation Bias Induced by Discrete Security Prices

    The Journal of Finance

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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02608.x