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There are 18918 results for: content related to: Optimal Contracting and Insider Trading Restrictions

  1. 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

  2. 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

  3. 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

  4. Learning about Mutual Fund Managers

    The Journal of Finance

    Volume 71, Issue 6, December 2016, Pages: 2809–2860, DARWIN CHOI, BIGE KAHRAMAN and ABHIROOP MUKHERJEE

    Version of Record online : 10 NOV 2016, DOI: 10.1111/jofi.12405

  5. Covenants and Collateral as Incentives to Monitor

    The Journal of Finance

    Volume 50, Issue 4, September 1995, Pages: 1113–1146, RAGHURAM RAJAN and ANDREW WINTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04052.x

  6. The Maturity Rat Race

    The Journal of Finance

    Volume 68, Issue 2, April 2013, Pages: 483–521, MARKUS K. BRUNNERMEIER and MARTIN OEHMKE

    Version of Record online : 7 MAR 2013, DOI: 10.1111/jofi.12005

  7. 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

  8. Financial Contracting and Leverage Induced Over- and Under-Investment Incentives

    The Journal of Finance

    Volume 45, Issue 3, July 1990, Pages: 765–794, ELAZAR BERKOVITCH and E. HAN KIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05105.x

  9. Price Formation and Equilibrium Liquidity in Fragmented and Centralized Markets

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 157–185, BRUNO BIAIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04705.x

  10. 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

  11. The October 1987 S&P 500 Stock-Futures Basis

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 77–99, LAWRENCE HARRIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02405.x

  12. 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

  13. 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

  14. 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

  15. The Capital Budgeting Process: Incentives and Information

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1139–1174, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04065.x

  16. Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2805–2840, ANDREW W. LO and JIANG WANG

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01005.x

  17. 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

  18. Time and the Process of Security Price Adjustment

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 577–605, DAVID EASLEY and MAUREEN O'HARA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04402.x

  19. Term Structure of Interest Rates with Regime Shifts

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 1997–2043, Ravi Bansal and Hao Zhou

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00487

  20. Investing for the Long Run when Returns Are Predictable

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 225–264, Nicholas Barberis

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00205