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There are 18024 results for: content related to: Time-Varying World Market Integration

  1. Debt Financing under Asymmetric Information

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 633–659, GAUTAM GOSWAMI, THOMAS NOE and MICHAEL REBELLO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04798.x

  2. The World Price of Foreign Exchange Risk

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 445–479, BERNARD DUMAS and BRUNO SOLNIK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04791.x

  3. Sources of Entropy in Representative Agent Models

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 51–99, DAVID BACKUS, MIKHAIL CHERNOV and STANLEY ZIN

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12090

  4. Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 573–608, RONI MICHAELY, RICHARD H. THALER and KENT L. WOMACK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04796.x

  5. Time-Varying Expected Returns in International Bond Markets

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 481–506, ANTTI ILMANEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04792.x

  6. Informational Efficiency and Information Subsets

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 39–52, MARK LATHAM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04490.x

  7. 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

  8. Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 529–547, JOSÉ MANUEL CAMPA and P. H. KEVIN CHANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04794.x

  9. The Errors in the Variables Problem in the Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1605–1634, DONGCHEOL KIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05190.x

  10. Predicting Volatility in the Foreign Exchange Market

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 507–528, PHILIPPE JORION

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04793.x

  11. Term Premia and Interest Rate Forecasts in Affine Models

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 405–443, Gregory R. Duffee

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00426

  12. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  13. Covenants and Collateral as Incentives to Monitor

    The Journal of Finance

    Volume 50, Issue 4, September 1995, Pages: 1113–1146, RAGHURAM RAJAN and ANDREW WINTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04052.x

  14. Equilibrium Analysis of Portfolio Insurance

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1379–1403, SANFORD J. GROSSMAN and ZHONGQUAN ZHOU

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04073.x

  15. True Spreads and Equilibrium Prices

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1801–1835, Clifford A. Ball and Tarun Chordia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00390

  16. 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

  17. Strategic Debt Service

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 531–556, PIERRE MELLA-BARRAL and WILLIAM PERRAUDIN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04812.x

  18. Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1425–1460, TONI M. WHITED

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04664.x

  19. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  20. 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