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There are 14876 results for: content related to: Futures Manipulation with “Cash Settlement”

  1. Oil Futures Prices in a Production Economy with Investment Constraints

    The Journal of Finance

    Volume 64, Issue 3, June 2009, Pages: 1345–1375, LEONID KOGAN, DMITRY LIVDAN and AMIR YARON

    Version of Record online : 20 MAY 2009, DOI: 10.1111/j.1540-6261.2009.01466.x

  2. Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1425–1460, TONI M. WHITED

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04664.x

  3. Inflation and Asset Returns in a Monetary Economy

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1315–1342, DAVID A. MARSHALL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04660.x

  4. 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

  5. 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

  6. 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

  7. Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 43–61, N. BULENT GULTEKIN and RICHARD J. ROGALSKI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04936.x

  8. Why Hang on to Losers? Divestitures and Takeovers

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1401–1423, ARNOUD W. A. BOOT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04663.x

  9. An Incentive Approach to Banking Regulation

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1523–1542, RONALD M. GIAMMARINO, TRACY R. LEWIS and DAVID E. M. SAPPINGTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04766.x

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    Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1367–1403, Bjørn Eraker

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00666.x

  11. You have free access to this content
    Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1367–1400, RAGHURAM G. RAJAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04662.x

  12. Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1461–1484, KENNETH A. FROOT, DAVID S. SCHARFSTEIN and JEREMY C. STEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04665.x

  13. Debt Management under Corporate and Personal Taxation

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1275–1291, DAVID C. MAUER and WILBUR G. LEWELLEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04366.x

  14. Learning, Asset-Pricing Tests, and Market Efficiency

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1113–1145, Jonathan Lewellen and Jay Shanken

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00456

  15. 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

  16. On Jumps in Common Stock Prices and Their Impact on Call Option Pricing

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 155–173, CLIFFORD A. BALL and WALTER N. TOROUS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04942.x

  17. 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

  18. General Tests of Latent Variable Models and Mean-Variance Spanning

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 131–156, WAYNE E. FERSON, STEPHEN R. FOERSTER and DONALD B. KEIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04704.x

  19. A General Equilibrium Model of International Portfolio Choice

    The Journal of Finance

    Volume 48, Issue 2, June 1993, Pages: 529–553, RAMAN UPPAL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04726.x

  20. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x