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There are 10588 results for: content related to: Non-Fundamental Speculation

  1. Corporate Financial Policy and the Theory of Financial Intermediation

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 351–377, JAMES K. SEWARD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03694.x

  2. THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES

    The Journal of Finance

    Volume 24, Issue 5, December 1969, Pages: 801–824, Hans R. Stoll

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1969.tb01694.x

  3. Collective Risk Management in a Flight to Quality Episode

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2195–2230, RICARDO J. CABALLERO and ARVIND KRISHNAMURTHY

    Version of Record online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01394.x

  4. COMMON STOCK VOLATILITY EXPECTATIONS IMPLIED BY OPTION PREMIA

    The Journal of Finance

    Volume 33, Issue 1, March 1978, Pages: 129–147, Richard Schmalensee and Robert R. Trippi

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03394.x

  5. 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

  6. 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

  7. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  8. On the Predictability of Stock Returns: An Asset-Allocation Perspective

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 385–424, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02689.x

  9. 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

  10. Arbitraging Arbitrageurs

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2471–2511, MUKARRAM ATTARI, ANTONIO S. MELLO and MARTIN E. RUCKES

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00805.x

  11. 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

  12. Uncertainty, Time-Varying Fear, and Asset Prices

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1843–1889, ITAMAR DRECHSLER

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12068

  13. Marketable Incentive Contracts and Capital Structure Relevance

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 353–378, GERALD T. GARVEY

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03820.x

  14. Optimal Financial Crises

    The Journal of Finance

    Volume 53, Issue 4, August 1998, Pages: 1245–1284, Franklin Allen and Douglas Gale

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00052

  15. Leverage Choice and Credit Spreads when Managers Risk Shift

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2323–2362, MURRAY CARLSON and ALI LAZRAK

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01617.x

  16. A Lintner Model of Payout and Managerial Rents

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1761–1810, BART M. LAMBRECHT and STEWART C. MYERS

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01772.x

  17. Industry-Specific Human Capital, Idiosyncratic Risk, and the Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 68, Issue 1, February 2013, Pages: 43–84, ESTHER EILING

    Version of Record online : 11 JAN 2013, DOI: 10.1111/j.1540-6261.2012.01794.x

  18. 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

  19. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 499–547, Yacine Aït-Sahalia and Andrew W. Lo

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228

  20. 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