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There are 2061 results for: content related to: Risk Management: Coordinating Corporate Investment and Financing Policies

  1. Implementing Option Pricing Models When Asset Returns Are Predictable

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 87–129, ANDREW W. LO and JIANG WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05168.x

  2. An Analysis of Changes in Specialist Inventories and Quotations

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1595–1628, ANANTH MADHAVAN and SEYMOUR SMIDT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05122.x

  3. 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

  4. Why Do Managers Diversify Their Firms? Agency Reconsidered

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 71–118, Rajesh K. Aggarwal and Andrew A. Samwick

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00519

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    Measuring and Testing the Impact of News on Volatility

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1749–1778, ROBERT F. ENGLE and VICTOR K. NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05127.x

  6. Portfolio Inefficiency and the Cross-section of Expected Returns

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 157–184, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05170.x

  7. Asset-pricing Puzzles and Incomplete Markets

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1803–1832, CHRIS I. TELMER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05129.x

  8. Pricing Derivatives on Financial Securities Subject to Credit Risk

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 53–85, ROBERT A. JARROW and STUART M. TURNBULL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05167.x

  9. Jump Diffusion Option Valuation in Discrete Time

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1833–1863, KAUSHIK I. AMIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05130.x

  10. Expected Returns, Time-varying Risk, and Risk Premia

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 655–679, MARTIN D. D. EVANS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05156.x

  11. Robust Financial Contracting and the Role of Venture Capitalists

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 371–402, ANAT R. ADMATI and PAUL PFLEIDERER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05146.x

  12. Backwardation in Oil Futures Markets: Theory and Empirical Evidence

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1517–1545, ROBERT H. LITZENBERGER and NIR RABINOWITZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05187.x

  13. Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 37–70, Allen M. Poteshman and Vitaly Serbin

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00518

  14. Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-induced or Statistical Illusion?

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 479–513, MERTON H. MILLER, JAYARAM MUTHUSWAMY and ROBERT E. WHALEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05149.x

  15. A New Approach to International Arbitrage Pricing

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1719–1747, RAVI BANSAL, DAVID A. HSIEH and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05126.x

  16. Information Quality, Performance Measurement, and Security Demand in Rational Expectations Economies

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 341–359, THOMAS H. NOE and BUDDHAVARAPU SAILESH RAMAMURTIE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05177.x

  17. Information Sharing in Credit Markets

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1693–1718, MARCO PAGANO and TULLIO JAPPELLI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05125.x

  18. Information Content of Insider Trading Around Corporate Announcements: The Case of Capital Expenditures

    The Journal of Finance

    Volume 45, Issue 3, July 1990, Pages: 835–855, KOSE JOHN and BANIKANTA MISHRA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05108.x

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    On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1779–1801, LAWRENCE R. GLOSTEN, RAVI JAGANNATHAN and DAVID E. RUNKLE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05128.x

  20. Pricing Options with Extendible Maturities: Analysis and Applications

    The Journal of Finance

    Volume 45, Issue 3, July 1990, Pages: 935–957, FRANCIS A. LONGSTAFF

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05113.x