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There are 21601 results for: content related to: After-Hours Stock Prices and Post-Crash Hangovers

  1. A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1973–2002, RICHARD STANTON

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02748.x

  2. Managers, Workers, and Corporate Control

    The Journal of Finance

    Volume 60, Issue 2, April 2005, Pages: 841–868, M. PAGANO and P. F. VOLPIN

    Version of Record online : 2 MAR 2005, DOI: 10.1111/j.1540-6261.2005.00748.x

  3. 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

  4. The Errors in the Variables Problem in the Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1605–1634, DONGCHEOL KIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05190.x

  5. The Term Structure with Semi-credible Targeting

    The Journal of Finance

    Volume 58, Issue 2, April 2003, Pages: 839–865, Heber Farnsworth and Richard Bass

    Version of Record online : 21 MAR 2003, DOI: 10.1111/1540-6261.00548

  6. Anchoring on Credit Spreads

    The Journal of Finance

    Volume 70, Issue 3, June 2015, Pages: 1039–1080, CASEY DOUGAL, JOSEPH ENGELBERG, CHRISTOPHER A. PARSONS and EDWARD D. VAN WESEP

    Version of Record online : 11 MAY 2015, DOI: 10.1111/jofi.12248

  7. Conflicts of Interest and Market Illiquidity in Bankruptcy Auctions: Theory and Tests

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2641–2692, Per Strömberg

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00302

  8. 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

  9. What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 751–784, NICHOLAS BARBERIS and WEI XIONG

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01448.x

  10. Static Hedging of Exotic Options

    The Journal of Finance

    Volume 53, Issue 3, June 1998, Pages: 1165–1190, Peter Carr, Katrina Ellis and Vishal Gupta

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00048

  11. Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 851–876, Allen M. Poteshman

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00348

  12. Perquisites, Risk, and Capital Structure

    The Journal of Finance

    Volume 42, Issue 1, March 1987, Pages: 29–48, JOSEPH WILLIAMS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02548.x

  13. Shareholder Preferences and Dividend Policy

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 993–1018, MICHAEL J. BRENNAN and ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02424.x

  14. Portfolio Selection and Asset Pricing Models

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 179–223, Ľuboš Pástor

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00204

  15. An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression

    The Journal of Finance

    Volume 53, Issue 4, August 1998, Pages: 1285–1309, Ravi Jagannathan and Zhenyu Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00053

  16. 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

  17. A Proof of the Existence of “Consensus Beliefs”

    The Journal of Finance

    Volume 34, Issue 4, September 1979, Pages: 957–963, ROBERT E. VERRECCHIA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb03448.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. Conditioning Variables and the Cross Section of Stock Returns

    The Journal of Finance

    Volume 54, Issue 4, August 1999, Pages: 1325–1360, Wayne E. Ferson and Campbell R. Harvey

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00148

  20. A Test for the Number of Factors in an Approximate Factor Model

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1263–1291, GREGORY CONNOR and ROBERT A. KORAJCZYK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04754.x