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There are 18334 results for: content related to: Brokerage Commission Schedules

  1. Endogenous Borrowing Constraints With Incomplete Markets

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2187–2209, HAROLD H. ZHANG

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02758.x

  2. Debt Dynamics

    The Journal of Finance

    Volume 60, Issue 3, June 2005, Pages: 1129–1165, CHRISTOPHER A. HENNESSY and TONI M. WHITED

    Version of Record online : 3 MAY 2005, DOI: 10.1111/j.1540-6261.2005.00758.x

  3. The existence of periodic solutions for nonlinear beam equations on Td by a para-differential method

    Mathematical Methods in the Applied Sciences

    Bochao Chen, Yong Li and Yixian Gao

    Version of Record online : 29 JAN 2018, DOI: 10.1002/mma.4758

  4. 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

  5. A multipolar approach to the interatomic covalent interaction energy

    Journal of Computational Chemistry

    Volume 38, Issue 11, April 30, 2017, Pages: 816–829, Evelio Francisco, Daniel Menéndez Crespo, Aurora Costales and Ángel Martín Pendás

    Version of Record online : 16 FEB 2017, DOI: 10.1002/jcc.24758

  6. Security Design

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1349–1378, ARNOUD W. A. BOOT and ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04757.x

  7. No Arbitrage and Arbitrage Pricing: A New Approach

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1231–1262, RAVI BANSAL and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04753.x

  8. Signaling and Takeover Deterrence with Stock Repurchases: Dutch Auctions versus Fixed Price Tender Offers

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1373–1402, JOHN C. PERSONS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02458.x

  9. New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 283–305, KENNETH A. FROOT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05058.x

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    Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1143–1166, ROBERT M. DAMMON and RICHARD C. GREEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04358.x

  11. Robust stability analysis of structures with uncertain parameters using mathematical programming approach

    International Journal for Numerical Methods in Engineering

    Volume 100, Issue 10, 7 December 2014, Pages: 720–745, Di Wu, Wei Gao, Sawekchai Tangaramvong and Francis Tin-Loi

    Version of Record online : 29 AUG 2014, DOI: 10.1002/nme.4758

  12. Imperfect Information and Cross-Autocorrelation among Stock Prices

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1211–1230, KALOK CHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04752.x

  13. 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

  14. REPLY

    The Journal of Finance

    Volume 26, Issue 5, December 1971, Pages: 1163–1165, A. S. Rama Sastry

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1971.tb01758.x

  15. Demand–Deposit Contracts and the Probability of Bank Runs

    The Journal of Finance

    Volume 60, Issue 3, June 2005, Pages: 1293–1327, ITAY GOLDSTEIN and ADY PAUZNER

    Version of Record online : 3 MAY 2005, DOI: 10.1111/j.1540-6261.2005.00762.x

  16. Fundamentals or Noise? Evidence from the Professional Basketball Betting Market

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1193–1209, WILLIAM O. BROWN and RAYMOND D. SAUER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04751.x

  17. 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

  18. Security Analysis and Trading Patterns When Some Investors Receive Information Before Others

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1665–1698, DAVID HIRSHLEIFER, AVANIDHAR SUBRAHMANYAM and SHERIDAN TITMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04777.x

  19. Marketable Incentive Contracts and Capital Structure Relevance

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 353–378, GERALD T. GARVEY

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03820.x

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    ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES

    The Journal of Finance

    Volume 29, Issue 2, May 1974, Pages: 449–470, Robert C. Merton

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03058.x