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There are 11996 results for: content related to: Payout Policy and Tax Deferral

  1. 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

  2. Real Options, Volatility, and Stock Returns

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1499–1537, GUSTAVO GRULLON, EVGENY LYANDRES and ALEXEI ZHDANOV

    Version of Record online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01754.x

  3. 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

  4. Estimation and Evaluation of Conditional Asset Pricing Models

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 873–909, STEFAN NAGEL and KENNETH J. SINGLETON

    Version of Record online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01654.x

  5. Cost of Transacting and Expected Returns in the Nasdaq Market

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2113–2127, VENKAT R. ELESWARAPU

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02754.x

  6. INFORMATION-PRODUCTION AND CAPITAL MARKET EQUILIBRIUM

    The Journal of Finance

    Volume 30, Issue 3, June 1975, Pages: 841–864, Nicholas J. Gonedes

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01854.x

  7. Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 871–895, EHUD I. RONN and AVINASH K. VERMA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04554.x

  8. A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY

    The Journal of Finance

    Volume 31, Issue 2, May 1976, Pages: 383–402, John C. Cox and Stephen A. Ross

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01893.x

  9. Path Dependent Options: “Buy at the Low, Sell at the High”

    The Journal of Finance

    Volume 34, Issue 5, December 1979, Pages: 1111–1127, M. BARRY GOLDMAN, HOWARD B. SOSIN and MARY ANN GATTO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb00059.x

  10. Partial Revelation of Information in Experimental Asset Markets

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 265–295, THOMAS E. COPELAND and DANIEL FRIEDMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03752.x

  11. 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

  12. A Theory of Dividends Based on Tax Clienteles

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2499–2536, Franklin Allen, Antonio E. Bernardo and Ivo Welch

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00298

  13. Real Options, Product Market Competition, and Asset Returns

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 957–983, FELIPE L. AGUERREVERE

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01454.x

  14. 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

  15. Outside Equity

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1005–1037, Stewart C. Myers

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00239

  16. Range-Based Estimation of Stochastic Volatility Models

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1047–1091, Sassan Alizadeh, Michael W. Brandt and Francis X. Diebold

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00454

  17. Production and Risk Leveling in the Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1571–1595, EARL L. GRINOLS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04925.x

  18. Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1629–1666, James Claus and Jacob Thomas

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00384

  19. Dividends and Profits: Some Unsubtle Foreign Influences

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 661–689, JAMES R. HINES JR.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02698.x

  20. Dynamic Agency and the q Theory of Investment

    The Journal of Finance

    Volume 67, Issue 6, December 2012, Pages: 2295–2340, PETER M. DEMARZO, MICHAEL J. FISHMAN, ZHIGUO HE and NENG WANG

    Version of Record online : 19 NOV 2012, DOI: 10.1111/j.1540-6261.2012.01787.x