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There are 18850 results for: content related to: An Examination of Stock Market Return Volatility During Overnight and Intraday Periods, 1964–1989

  1. Price Formation and Equilibrium Liquidity in Fragmented and Centralized Markets

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 157–185, BRUNO BIAIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04705.x

  2. Arbitraging Arbitrageurs

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2471–2511, MUKARRAM ATTARI, ANTONIO S. MELLO and MARTIN E. RUCKES

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00805.x

  3. The Maturity Rat Race

    The Journal of Finance

    Volume 68, Issue 2, April 2013, Pages: 483–521, MARKUS K. BRUNNERMEIER and MARTIN OEHMKE

    Version of Record online : 7 MAR 2013, DOI: 10.1111/jofi.12005

  4. Financial Contracting and Leverage Induced Over- and Under-Investment Incentives

    The Journal of Finance

    Volume 45, Issue 3, July 1990, Pages: 765–794, ELAZAR BERKOVITCH and E. HAN KIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05105.x

  5. ON THE TRANSACTIONS DEMAND FOR CASH: COMMENT

    The Journal of Finance

    Volume 24, Issue 5, December 1969, Pages: 942–949, J. E. Draper and C. A. Hawkins

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1969.tb01705.x

  6. Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2805–2840, ANDREW W. LO and JIANG WANG

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01005.x

  7. Investing for the Long Run when Returns Are Predictable

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 225–264, Nicholas Barberis

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00205

  8. 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

  9. Work Ethic, Employment Contracts, and Firm Value

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 785–821, BRUCE IAN CARLIN and SIMON GERVAIS

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01449.x

  10. 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

  11. 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

  12. 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

  13. Optimal Financial Crises

    The Journal of Finance

    Volume 53, Issue 4, August 1998, Pages: 1245–1284, Franklin Allen and Douglas Gale

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00052

  14. Leverage Choice and Credit Spreads when Managers Risk Shift

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2323–2362, MURRAY CARLSON and ALI LAZRAK

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01617.x

  15. Bank and Nonbank Financial Intermediation

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2489–2529, PHILIP BOND

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00707.x

  16. A Lintner Model of Payout and Managerial Rents

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1761–1810, BART M. LAMBRECHT and STEWART C. MYERS

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01772.x

  17. A Monte Carlo Method for Optimal Portfolios

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 401–446, Jérôme B. Detemple, Ren Garcia and Marcel Rindisbacher

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00529

  18. Term Premia and Interest Rate Forecasts in Affine Models

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 405–443, Gregory R. Duffee

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00426

  19. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 405–452, OLEG RYTCHKOV

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  20. 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