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There are 12078 results for: content related to: Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models

  1. Chaos and Nonlinear Dynamics: Application to Financial Markets

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1839–1877, DAVID A. HSIEH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04646.x

  2. 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

  3. The Market Reaction to Stock Splits

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1347–1370, CHRISTOPHER G. LAMOUREUX and PERCY POON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04370.x

  4. On the Feasibility of Automated Market Making by a Programmed Specialist

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 1–20, NILS H. HAKANSSON, AVRAHAM BEJA and JIVENDRA KALE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04934.x

  5. Stock Returns and Real Activity: A Century of Evidence

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1237–1257, G. WILLIAM SCHWERT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02434.x

  6. Stock Prices and the Supply of Information

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1665–1691, MICHAEL J. BRENNAN and PATRICIA J. HUGHES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04639.x

  7. Debt and Input Misallocation

    The Journal of Finance

    Volume 45, Issue 3, July 1990, Pages: 795–816, MOSHE KIM and VOJISLAV MAKSIMOVIC

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05106.x

  8. 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

  9. Dynamic Asset Allocation under Inflation

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1201–1238, Michael J. Brennan and Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00459

  10. Range-Based Estimation of Stochastic Volatility Models

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1047–1091, Sassan Alizadeh, Michael W. Brandt and Francis X. Diebold

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00454

  11. Rational Expectations Model of Term Premia with Some Implications for Empirical Asset Demand Equations

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 63–83, CARL E. WALSH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04937.x

  12. Dynamic Stock Markets with Multiple Assets: An Experimental Analysis

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1811–1838, JOHN O'BRIEN and SANJAY SRIVASTAVA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04645.x

  13. 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

  14. Partial Revelation of Information in Experimental Asset Markets

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 265–295, THOMAS E. COPELAND and DANIEL FRIEDMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03752.x

  15. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 3–37, JOHN Y. CAMPBELL and JOHN AMMER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04700.x

  16. Volume for Winners and Losers: Taxation and Other Motives for Stock Trading

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 951–974, JOSEF LAKONISHOK and SEYMOUR SMIDT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04559.x

  17. An Empirical Analysis of Illegal Insider Trading

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1661–1699, LISA K. MEULBROEK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04679.x

  18. The Quality of ECN and Nasdaq Market Maker Quotes

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1285–1319, Roger D. Huang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00461

  19. The Choice of Issuance Procedure and the Cost of Competitive and Negotiated Underwriting: an Examination of the Impact of Rule 50

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 703–720, RICHARD L. SMITH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04580.x

  20. Corrections for Trading Frictions in Multivariate Returns

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1421–1434, BOB KORKIE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02663.x