Search Results

There are 27229 results for: content related to: Public Information Arrival

  1. Price Discovery without Trading: Evidence from the Nasdaq Preopening

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1339–1365, Charles Cao, Eric Ghysels and Frank Hatheway

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00249

  2. Conditional Skewness in Asset Pricing Tests

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1263–1295, Campbell R. Harvey and Akhtar Siddique

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00247

  3. Holiday Trading in Futures Markets

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 307–324, FRANK J. FABOZZI, CHRISTOPHER K. MA and JAMES E. BRILEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04432.x

  4. High Stock Returns before Holidays: Existence and Evidence on Possible Causes

    The Journal of Finance

    Volume 45, Issue 5, December 1990, Pages: 1611–1626, ROBERT A. ARIEL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03731.x

  5. Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1445–1485, Kumar Venkataraman

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00375

  6. A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 711–743, STEPHEN J. BROWN and MARK I. WEINSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02498.x

  7. 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

  8. Are Analysts’ Recommendations Informative? Intraday Evidence on the Impact of Time Stamp Delays

    The Journal of Finance

    Volume 69, Issue 2, April 2014, Pages: 645–673, DANIEL BRADLEY, JONATHAN CLARKE, SUZANNE LEE and CHAYAWAT ORNTHANALAI

    Version of Record online : 17 MAR 2014, DOI: 10.1111/jofi.12107

  9. Heteroskedasticity in Stock Returns

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1129–1155, G. WILLIAM SCHWERT and PAUL J. SEGUIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02430.x

  10. A Test of the Relative Pricing Effects of Dividends and Earnings: Evidence from Simultaneous Announcements in Japan

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1199–1227, Robert M. Conroy, Kenneth M. Eades and Robert S. Harris

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00245

  11. Volume, Volatility, and New York Stock Exchange Trading Halts

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 183–214, CHARLES M. C. LEE, MARK J. READY and PAUL J. SEGUIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04425.x

  12. 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

  13. When the Underwriter Is the Market Maker: An Examination of Trading in the IPO Aftermarket

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1039–1074, Katrina Ellis, Roni Michaely and Maureen O'Hara

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00240

  14. Portfolio Rebalancing and the Turn-of-the-Year Effect

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 149–166, JAY R. RITTER and NAVIN CHOPRA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02409.x

  15. The October 1987 S&P 500 Stock-Futures Basis

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 77–99, LAWRENCE HARRIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02405.x

  16. A Characterization of the Daily and Intraday Behavior of Returns on Options

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 557–579, AAMIR M. SHEIKH and EHUD I. RONN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05152.x

  17. Measuring Mutual Fund Performance with Characteristic-Based Benchmarks

    The Journal of Finance

    Volume 52, Issue 3, July 1997, Pages: 1035–1058, KENT DANIEL, MARK GRINBLATT, SHERIDAN TITMAN and RUSS WERMERS

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02724.x

  18. Continuous-Time Methods in Finance: A Review and an Assessment

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1569–1622, Suresh M. Sundaresan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00261

  19. Interactions of Corporate Financing and Investment Decisions: A Dynamic Framework

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1253–1277, DAVID C. MAUER and ALEXANDER J. TRIANTIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02453.x

  20. Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies

    The Journal of Finance

    Volume 53, Issue 1, February 1998, Pages: 219–265, Torben G. Andersen and Tim Bollerslev

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.85732