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There are 9958 results for: content related to: Security Analysis and Trading Patterns When Some Investors Receive Information Before Others

  1. CORPORATE FINANCIAL STRATEGIES AND MARKET MEASURES OF RISK AND RETURN

    The Journal of Finance

    Volume 28, Issue 2, May 1973, Pages: 339–351, William J. Breen and Eugene M. Lerner

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01777.x

  2. Time Variation in the Covariance between Stock Returns and Consumption Growth

    The Journal of Finance

    Volume 60, Issue 4, August 2005, Pages: 1673–1712, GREGORY R. DUFFEE

    Version of Record online : 12 AUG 2005, DOI: 10.1111/j.1540-6261.2005.00777.x

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    Investor Psychology and Security Market Under- and Overreactions

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 1839–1885, Kent Daniel, David Hirshleifer and Avanidhar Subrahmanyam

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00077

  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. 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

  6. Relative Pricing of Eurodollar Futures and Forward Contracts

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1499–1522, MARK GRINBLATT and NARASIMHAN JEGADEESH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04077.x

  7. 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

  8. Brokerage Commission Schedules

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1379–1402, MICHAEL J. BRENNAN and TARUN CHORDIA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04758.x

  9. Capital Requirements for Securities Firms

    The Journal of Finance

    Volume 50, Issue 3, July 1995, Pages: 821–851, ELROY DIMSON and PAUL MARSH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04038.x

  10. Circuit Breakers and Market Volatility: A Theoretical Perspective

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 237–254, AVANIDHAR SUBRAHMANYAM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04427.x

  11. On the Edit Distance from K2,t-Free Graphs

    Journal of Graph Theory

    Volume 77, Issue 2, September 2014, Pages: 117–143, Ryan R. Martin and Tracy McKay

    Version of Record online : 2 DEC 2013, DOI: 10.1002/jgt.21777

  12. Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 123–152, STEPHEN G. CECCHETTI, POK-SANG LAM and NELSON C. MARK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04423.x

  13. Delegated Portfolio Management and Rational Prolonged Mispricing

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 283–311, Eitan Goldman and Steve L. Slezak

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00525

  14. Crowding Out and the Informativeness of Security Prices

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1475–1496, JONATHAN M. PAUL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04763.x

  15. Liquidity Premia and Transaction Costs

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2329–2366, BONG-GYU JANG, HYENG KEUN KOO, HONG LIU and MARK LOEWENSTEIN

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01277.x

  16. Debt-for-Equity Swaps under a Rational Expectations Equilibrium

    The Journal of Finance

    Volume 44, Issue 3, July 1989, Pages: 663–680, VIHANG R. ERRUNZA and ARTHUR F. MOREAU

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb04384.x

  17. The Effect of Business Risk on Corporate Capital Structure: Theory and Evidence

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1693–1715, JAYANT R. KALE, THOMAS H. NOE and GABRIEL G. RAMÌREZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04640.x

  18. 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

  19. THE TRADE EFFECTS OF DIRECT INVESTMENT

    The Journal of Finance

    Volume 29, Issue 2, May 1974, Pages: 655–676, Michael Adler and Guy V. G. Stevens

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03077.x

  20. The Term Structure of Interest Rates in a Partially Observable Economy

    The Journal of Finance

    Volume 44, Issue 3, July 1989, Pages: 789–812, DAVID FELDMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb04391.x