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There are 16679 results for: content related to: Corporate Financial Policy and the Theory of Financial Intermediation

  1. Non-Fundamental Speculation

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 553–578, VICENTE MADRIGAL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02694.x

  2. THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES

    The Journal of Finance

    Volume 24, Issue 5, December 1969, Pages: 801–824, Hans R. Stoll

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1969.tb01694.x

  3. COMMON STOCK VOLATILITY EXPECTATIONS IMPLIED BY OPTION PREMIA

    The Journal of Finance

    Volume 33, Issue 1, March 1978, Pages: 129–147, Richard Schmalensee and Robert R. Trippi

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03394.x

  4. Seasonalities in NYSE Bid-Ask Spreads and Stock Returns in January

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1999–2014, ROBERT A. CLARK, JOHN J. McCONNELL and MANOJ SINGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04694.x

  5. Collective Risk Management in a Flight to Quality Episode

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2195–2230, RICARDO J. CABALLERO and ARVIND KRISHNAMURTHY

    Version of Record online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01394.x

  6. General Equilibrium with Financial Markets: Existence, Uniqueness, and Implications for Corporate Finance

    The Journal of Finance

    Volume 34, Issue 2, May 1979, Pages: 325–339, SIMON BENNINGA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02094.x

  7. Investment Policy, Optimality, and the Mean-Variance Model

    The Journal of Finance

    Volume 34, Issue 1, March 1979, Pages: 207–232, DAVID P. BARON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02081.x

  8. Correlated Trading and Location

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2117–2144, LEI FENG and MARK S. SEASHOLES

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00694.x

  9. The Capital Budgeting Process: Incentives and Information

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1139–1174, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04065.x

  10. Motivating Management to Reveal Inside Information

    The Journal of Finance

    Volume 38, Issue 4, September 1983, Pages: 1253–1269, BRETT TRUEMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02294.x

  11. The Determination of Fair Profits for the Property-Liability Insurance Firm

    The Journal of Finance

    Volume 37, Issue 4, September 1982, Pages: 1015–1028, ALAN KRAUS and STEPHEN A. ROSS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03594.x

  12. Anticompetitive Financial Contracting: The Design of Financial Claims

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 2109–2141, Giacinta Cestone and Lucy White

    Version of Record online : 11 SEP 2003, DOI: 10.1111/1540-6261.00599

  13. 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

  14. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2075–2112, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489

  15. Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2617–2649, RAYMOND KAN, CESARE ROBOTTI and JAY SHANKEN

    Version of Record online : 12 NOV 2013, DOI: 10.1111/jofi.12035

  16. 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

  17. Capital Structure and the Informational Role of Debt

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 321–349, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03693.x

  18. 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

  19. Uncertainty, Time-Varying Fear, and Asset Prices

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1843–1889, ITAMAR DRECHSLER

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12068

  20. Marketable Incentive Contracts and Capital Structure Relevance

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 353–378, GERALD T. GARVEY

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03820.x