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There are 36515 results for: content related to: Capital Structure as an Optimal Contract Between Employees and Investors

  1. Managerial Turnover and Leverage under a Takeover Threat

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2619–2650, Walter Novaes

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00508

  2. Estimation Bias Induced by Discrete Security Prices

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 841–865, CLIFFORD A. BALL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02608.x

  3. Moral Hazard and Optimal Subsidiary Structure for Financial Institutions

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2531–2575, CHARLES KAHN and ANDREW WINTON

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00708.x

  4. Dynamic CEO Compensation

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1603–1647, ALEX EDMANS, XAVIER GABAIX, TOMASZ SADZIK and YULIY SANNIKOV

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01768.x

  5. Blockholder Trading, Market Efficiency, and Managerial Myopia

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2481–2513, ALEX EDMANS

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01508.x

  6. 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

  7. 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

  8. General Properties of Option Prices

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1573–1610, YAACOV Z. BERGMAN, BRUCE D. GRUNDY and ZVI WIENER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05218.x

  9. Implementing Option Pricing Models When Asset Returns Are Predictable

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 87–129, ANDREW W. LO and JIANG WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05168.x

  10. Insider Trading in Financial Signaling Models

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1905–1934, MARK BAGNOLI and NAVEEN KHANNA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04688.x

  11. Specification Tests for Portfolio Regression Parameter Stationarity and the Implications for Empirical Research

    The Journal of Finance

    Volume 34, Issue 2, May 1979, Pages: 451–465, STANLEY J. KON and W. PATRICK LAU

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02108.x

  12. Specification Analysis of Affine Term Structure Models

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 1943–1978, Qiang Dai and Kenneth J. Singleton

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00278

  13. Information Content of Insider Trading Around Corporate Announcements: The Case of Capital Expenditures

    The Journal of Finance

    Volume 45, Issue 3, July 1990, Pages: 835–855, KOSE JOHN and BANIKANTA MISHRA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05108.x

  14. Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 987–1035, JESSICA A. WACHTER

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12018

  15. 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

  16. 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

  17. 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

  18. 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

  19. Volume, Volatility, Price, and Profit When All Traders Are Above Average

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 1887–1934, Terrance Odean

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00078

  20. 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