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There are 14430 results for: content related to: Is the Electronic Open Limit Order Book Inevitable?

  1. Econometric Models and Current Interest Rates: How Well Do They Predict Future Rates?

    The Journal of Finance

    Volume 34, Issue 4, September 1979, Pages: 975–986, J. WALTER ELLIOTT and JEROME R. BAIER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb03450.x

  2. The WACC Fallacy: The Real Effects of Using a Unique Discount Rate

    The Journal of Finance

    Volume 70, Issue 3, June 2015, Pages: 1253–1285, PHILIPP KRÜGER, AUGUSTIN LANDIER and DAVID THESMAR

    Version of Record online : 11 MAY 2015, DOI: 10.1111/jofi.12250

  3. Corporate Debt Value, Bond Covenants, and Optimal Capital Structure

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1213–1252, HAYNE E. LELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02452.x

  4. SOME ASPECTS OF THE PERFORMANCE OF NON-CONVERTIBLE PREFERRED STOCKS

    The Journal of Finance

    Volume 28, Issue 5, December 1973, Pages: 1187–1201, John S. Bildersee

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01450.x

  5. A Theory of the Dynamics of Security Returns around Market Closures

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1163–1211, STEVE L. SLEZAK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x

  6. Overconfidence, Arbitrage, and Equilibrium Asset Pricing

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 921–965, Kent D. Daniel, David Hirshleifer and Avanidhar Subrahmanyam

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00350

  7. MARKET EQUILIBRIUM IN A MULTIPERIOD STATE PREFERENCE MODEL WITH LOGARITHMIC UTILITY

    The Journal of Finance

    Volume 30, Issue 5, December 1975, Pages: 1213–1227, Alan Kraus and Robert H. Litzenberger

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01050.x

  8. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 405–452, OLEG RYTCHKOV

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  9. Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 115–134, HANS R. STOLL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02407.x

  10. Adaptive designs with arbitrary dependence structure

    Biometrical Journal

    Volume 56, Issue 1, January 2014, Pages: 86–106, Rene Schmidt, Andreas Faldum, Olaf Witt and Joachim Gerß

    Version of Record online : 11 NOV 2013, DOI: 10.1002/bimj.201200234

  11. Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 209–237, JOHN H. COCHRANE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03750.x

  12. 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

  13. Changes in Expected Security Returns, Risk, and the Level of Interest Rates

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1191–1217, WAYNE E. FERSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02650.x

  14. 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

  15. The Behavior of Eurocurrency Returns Across Different Holding Periods and Monetary Regimes

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1211–1236, KAREN K. LEWIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02433.x

  16. Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1279–1304, NEIL D. PEARSON and TONG-SHENG SUN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02454.x

  17. A Model of Returns and Trading in Futures Markets

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 959–988, Harrison Hong

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00233

  18. Trading Volume and Transaction Costs in Specialist Markets

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1489–1505, THOMAS J. GEORGE, GAUTAM KAUL and M. NIMALENDRAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02463.x

  19. Equilibrium Forward Curves for Commodities

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1297–1338, Bryan R. Routledge, Duane J. Seppi and Chester S. Spatt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00248

  20. Municipal Debt and Marginal Tax Rates: Is There a Tax Premium in Asset Prices?

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 721–751, FRANCIS A. LONGSTAFF

    Version of Record online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01650.x