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There are 5951 results for: content related to: Long-Lived Private Information and Imperfect Competition

  1. Marketable Incentive Contracts and Capital Structure Relevance

    The Journal of Finance

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

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03820.x

  2. Market Orders and Market Efficiency

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 277–308, DAVID P. BROWN and ZHI MING ZHANG

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03816.x

  3. Expectations Hypotheses Tests

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1357–1394, Geert Bekaert and Robert J. Hodrick

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00371

  4. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03693.x

  5. Strategic Trading When Agents Forecast the Forecasts of Others

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1437–1478, F. DOUGLAS FOSTER and S. VISWANATHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04075.x

  6. Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 205–246, Yihong Xia

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00323

  7. A MEAN-VARIANCE THEORY OF OPTIMAL CAPITAL STRUCTURE AND CORPORATE DEBT CAPACITY

    The Journal of Finance

    Volume 33, Issue 1, March 1978, Pages: 45–63, E. Han Kim

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03388.x

  8. Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 767–788, Hee-Joon Ahn, Kee-Hong Bae and Kalok Chan

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00345

  9. Mental Accounting, Loss Aversion, and Individual Stock Returns

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1247–1292, Nicholas Barberis and Ming Huang

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00367

  10. SOME FURTHER IMPLICATIONS OF PROFIT MAXIMIZATION BY A SAVINGS AND LOAN ASSOCIATION

    The Journal of Finance

    Volume 31, Issue 5, December 1976, Pages: 1405–1426, Marcia L. Stigum

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03221.x

  11. Estimating the Volatility of Discrete Stock Prices

    The Journal of Finance

    Volume 43, Issue 2, June 1988, Pages: 451–466, D. CHINHYUNG CHO and EDWARD W. FREES

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03949.x

  12. Extreme Correlation of International Equity Markets

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 649–676, François Longin and Bruno Solnik

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00340

  13. Contagion as a Wealth Effect

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1401–1440, Albert S. Kyle and Wei Xiong

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00373

  14. Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 45–85, Klaas P. Baks, Andrew Metrick and Jessica Wachter

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00319

  15. Strategic Trading in a Dynamic Noisy Market

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 131–171, Dimitri Vayanos

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00321

  16. Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 721–742, Frans A. De Roon, Theo E. Nijman and Bas J. M. Werker

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00343

  17. Variable Selection for Portfolio Choice

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1297–1351, Yacine AÏT-SAHALI and Michael W. Brandt

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00369

  18. Option Replication in Discrete Time with Transaction Costs

    The Journal of Finance

    Volume 47, Issue 1, March 1992, Pages: 271–293, PHELIM P. BOYLE and TON VORST

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03986.x

  19. Competition and Collusion in Dealer Markets

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 245–276, PRAJIT K. DUTTA and ANANTH MADHAVAN

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03815.x

  20. THE TRADE EFFECTS OF DIRECT INVESTMENT

    The Journal of Finance

    Volume 29, Issue 2, May 1974, Pages: 655–676, Michael Adler and Guy V. G. Stevens

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03077.x