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There are 16408 results for: content related to: Influence Costs and Capital Structure

  1. 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

  2. Ex Ante Costs of Violating Absolute Priority in Bankruptcy

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 445–460, Lucian Arye Bebchuk

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00427

  3. Circuit Breakers and Market Volatility: A Theoretical Perspective

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 237–254, AVANIDHAR SUBRAHMANYAM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04427.x

  4. 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

  5. Price Limit Performance: Evidence from the Tokyo Stock Exchange

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 885–901, KENNETH A. KIM and S. GHON RHEE

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04827.x

  6. 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

  7. Testing the CAPM with Time-Varying Risks and Returns

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1485–1505, JAMES N. BODURTHA JR. and NELSON C. MARK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04627.x

  8. 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

  9. Acquisition of Divested Assets and Shareholders' Wealth

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1261–1273, NEIL W. SICHERMAN and RICHARD H. PETTWAY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04365.x

  10. 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

  11. Top-Management Compensation and Capital Structure

    The Journal of Finance

    Volume 48, Issue 3, July 1993, Pages: 949–974, TERESA A. JOHN and KOSE JOHN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04026.x

  12. Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility

    The Journal of Finance

    Volume 57, Issue 4, August 2002, Pages: 1685–1730, Pierre Collin-Dufresne and Robert S. Goldstein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00475

  13. The Timing and Substance of Divestiture Announcements: Individual, Simultaneous and Cumulative Effects

    The Journal of Finance

    Volume 41, Issue 3, July 1986, Pages: 685–696, APRIL KLEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04532.x

  14. The Long-run Performance Following Dividend Initiations and Resumptions: Underreaction or Product of Chance?

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 871–900, Rodney D. Boehme and Sorin M. Sorescu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00445

  15. The Term Structure of Interest Rates in a Partially Observable Economy

    The Journal of Finance

    Volume 44, Issue 3, July 1989, Pages: 789–812, DAVID FELDMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb04391.x

  16. 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

  17. 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

  18. New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1603–1614, RICHARD J. ROGALSKI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04927.x

  19. Characteristics of Risk and Return in Risk Arbitrage

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2135–2175, Mark Mitchell and Todd Pulvino

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00401

  20. Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1479–1520, Christopher G. Lamoureux and H. Douglas Witte

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00467