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There are 12001 results for: content related to: Time and the Process of Security Price Adjustment

  1. The Determinants of Credit Spread Changes

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2177–2207, Pierre Collin-Dufresn, Robert S. Goldstein and J. Spencer Martin

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00402

  2. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  3. Dynamic Capital Structure Choice: Theory and Tests

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 19–40, EDWIN O. FISCHER, ROBERT HEINKEL and JOSEF ZECHNER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02402.x

  4. Seasonality and Consumption-Based Asset Pricing

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 511–552, WAYNE E. FERSON and CAMPBELL R. HARVEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04400.x

  5. Option Valuation with Systematic Stochastic Volatility

    The Journal of Finance

    Volume 48, Issue 3, July 1993, Pages: 881–910, KAUSHIK I. AMIN and VICTOR K. NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04023.x

  6. Influence Costs and Capital Structure

    The Journal of Finance

    Volume 48, Issue 3, July 1993, Pages: 975–1008, LAURIE SIMON BAGWELL and JOSEF ZECHNER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04027.x

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    News Trading and Speed

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 335–382, THIERRY FOUCAULT, JOHAN HOMBERT and IOANID ROŞU

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12302

  8. Sequential Sales, Learning, and Cascades

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 695–732, IVO WELCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04406.x

  9. Information Acquisition in Rumor-Based Bank Runs

    The Journal of Finance

    Volume 71, Issue 3, June 2016, Pages: 1113–1158, ZHIGUO HE and ASAF MANELA

    Version of Record online : 11 MAY 2016, DOI: 10.1111/jofi.12202

  10. Two-Pass Tests of Asset Pricing Models with Useless Factors

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 203–235, Raymond Kan and Chu Zhang

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00102

  11. Optimal Contracting and Insider Trading Restrictions

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 673–694, PAUL E. FISCHER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04405.x

  12. Numerical modelling of thermomechanical solids with highly conductive energetic interfaces

    International Journal for Numerical Methods in Engineering

    Volume 93, Issue 5, 3 February 2013, Pages: 551–574, A. Javili, A. McBride and P. Steinmann

    Version of Record online : 18 SEP 2012, DOI: 10.1002/nme.4402

  13. The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 553–575, RAVINDER K. BHARDWAJ and LEROY D. BROOKS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04401.x

  14. Dual Trading in Futures Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 643–671, MICHAEL J. FISHMAN and FRANCIS A. LONGSTAFF

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04404.x

  15. Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures

    The Journal of Finance

    Volume 48, Issue 3, July 1993, Pages: 911–931, ROBERT J. SHILLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04024.x

  16. Strategic Debt Service

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 531–556, PIERRE MELLA-BARRAL and WILLIAM PERRAUDIN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04812.x

  17. 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

  18. 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

  19. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04075.x

  20. 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