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There are 19900 results for: content related to: Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation

  1. Option Prices and the Underlying Asset's Return Distribution

    The Journal of Finance

    Volume 46, Issue 3, July 1991, Pages: 1045–1069, BRUCE D. GRUNDY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03776.x

  2. The Vote Is Cast: The Effect of Corporate Governance on Shareholder Value

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1943–1977, VICENTE CUÑAT, MIREIA GINE and MARIA GUADALUPE

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01776.x

  3. Internal Capital Markets in Business Groups: Evidence from the Asian Financial Crisis

    The Journal of Finance

    Volume 70, Issue 6, December 2015, Pages: 2539–2586, HEITOR ALMEIDA, CHANG-SOO KIM and HWANKI BRIAN KIM

    Version of Record online : 12 NOV 2015, DOI: 10.1111/jofi.12309

  4. Wall Street Occupations

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1949–1996, ULF AXELSON and PHILIP BOND

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12244

  5. Information Diversity and Complementarities in Trading and Information Acquisition

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1723–1765, ITAY GOLDSTEIN and LIYAN YANG

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12226

  6. 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

  7. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  8. Firm Investment and Stakeholder Choices: A Top-Down Theory of Capital Budgeting

    The Journal of Finance

    Volume 72, Issue 5, October 2017, Pages: 2179–2228, ANDRES ALMAZAN, ZHAOHUI CHEN and SHERIDAN TITMAN

    Version of Record online : 18 AUG 2017, DOI: 10.1111/jofi.12526

  9. The Downside of Asset Screening for Market Liquidity

    The Journal of Finance

    Volume 72, Issue 5, October 2017, Pages: 1937–1982, VICTORIA VANASCO

    Version of Record online : 10 JUL 2017, DOI: 10.1111/jofi.12519

  10. News Trading and Speed

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 335–382, THIERRY FOUCAULT, JOHAN HOMBERT and IOANID ROŞU

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12302

  11. Stock Market Volatility and Learning

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 33–82, KLAUS ADAM, ALBERT MARCET and JUAN PABLO NICOLINI

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12364

  12. An Information-Based Theory of Time-Varying Liquidity

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 809–870, BRENDAN DALEY and BRETT GREEN

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12272

  13. 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

  14. General Properties of Option Prices

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1573–1610, YAACOV Z. BERGMAN, BRUCE D. GRUNDY and ZVI WIENER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05218.x

  15. 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

  16. Optimal Debt and Profitability in the Trade-Off Theory

    The Journal of Finance

    ANDREW B. ABEL

    Version of Record online : 14 DEC 2017, DOI: 10.1111/jofi.12590

  17. AN OPERATIONAL APPROACH TO RISK-SCREENING

    The Journal of Finance

    Volume 28, Issue 2, May 1973, Pages: 321–337, Guy E. Noyes, Richard S. Bower and Donald R. Lessard

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01776.x

  18. Benchmarks in Search Markets

    The Journal of Finance

    Volume 72, Issue 5, October 2017, Pages: 1983–2044, DARRELL DUFFIE, PIOTR DWORCZAK and HAOXIANG ZHU

    Version of Record online : 10 JUL 2017, DOI: 10.1111/jofi.12525

  19. The Capital Budgeting Process: Incentives and Information

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1139–1174, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04065.x

  20. Misspecified Recovery

    The Journal of Finance

    Volume 71, Issue 6, December 2016, Pages: 2493–2544, JAROSLAV BOROVIČKA, LARS PETER HANSEN and JOSÉ A. SCHEINKMAN

    Version of Record online : 10 NOV 2016, DOI: 10.1111/jofi.12404