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There are 13609 results for: content related to: Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading

  1. Tails, Fears, and Risk Premia

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 2165–2211, TIM BOLLERSLEV and VIKTOR TODOROV

    Version of Record online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01695.x

  2. LINEAR PROGRAMMING AND CAPITAL BUDGETING MODELS: A NEW INTERPRETATION

    The Journal of Finance

    Volume 24, Issue 5, December 1969, Pages: 825–834, Willard T. Carleton

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1969.tb01695.x

  3. Equilibrium in a Dynamic Limit Order Market

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2149–2192, RONALD L. GOETTLER, CHRISTINE A. PARLOUR and UDAY RAJAN

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00795.x

  4. Positive Feedback Investment Strategies and Destabilizing Rational Speculation

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 379–395, J. BRADFORD DE LONG, ANDREI SHLEIFER, LAWRENCE H. SUMMERS and ROBERT J. WALDMANN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03695.x

  5. Market Structure, Internal Capital Markets, and the Boundaries of the Firm

    The Journal of Finance

    Volume 63, Issue 6, December 2008, Pages: 2703–2736, RICHMOND D. MATHEWS and DAVID T. ROBINSON

    Version of Record online : 11 NOV 2008, DOI: 10.1111/j.1540-6261.2008.01395.x

  6. INTEGRATING THE REAL AND FINANCIAL VIA THE LINKAGE OF FINANCIAL FLOW

    The Journal of Finance

    Volume 23, Issue 1, March 1968, Pages: 1–27, Jacob Cohen

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb02995.x

  7. 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

  8. When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 101–137, ANDREA BURASCHI, FABIO TROJANI and ANDREA VEDOLIN

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12095

  9. Jump-Diffusion Processes and the Term Structure of Interest Rates

    The Journal of Finance

    Volume 43, Issue 1, March 1988, Pages: 155–174, CHANG MO AHN and HOWARD E. THOMPSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02595.x

  10. A Theory of the Dynamics of Security Returns around Market Closures

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1163–1211, STEVE L. SLEZAK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x

  11. Managerial Incentives for Short-term Results

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1469–1484, M. P. NARAYANAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02395.x

  12. Equilibrium Forward Curves for Commodities

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1297–1338, Bryan R. Routledge, Duane J. Seppi and Chester S. Spatt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00248

  13. INTERACTIONS OF CORPORATE FINANCING AND INVESTMENT DECISIONS—IMPLICATIONS FOR CAPITAL BUDGETING

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 1–25, Stewart C. Myers

    Version of Record online : 15 JUN 1512, DOI: 10.1111/j.1540-6261.1974.tb00021.x

  14. 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

  15. Monitoring and Structure of Debt Contracts

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2157–2195, Cheol Park

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  16. Frailty Correlated Default

    The Journal of Finance

    Volume 64, Issue 5, October 2009, Pages: 2089–2123, DARRELL DUFFIE, ANDREAS ECKNER, GUILLAUME HOREL and LEANDRO SAITA

    Version of Record online : 28 SEP 2009, DOI: 10.1111/j.1540-6261.2009.01495.x

  17. MARKET EQUILIBRIUM AND CORPORATION FINANCE: SOME ISSUES

    The Journal of Finance

    Volume 29, Issue 4, September 1974, Pages: 1175–1188, Prem Kumar

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03095.x

  18. Continuous Maturity Diversification of Default-Free Bond Portfolios and a Generalization of Efficient Diversification

    The Journal of Finance

    Volume 39, Issue 4, September 1984, Pages: 1101–1117, W. JOHN HEANEY and PAO L. CHENG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03895.x

  19. The 52-Week High and Momentum Investing

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2145–2176, THOMAS J. GEORGE and CHUAN-YANG HWANG

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00695.x

  20. OPTIMAL SPECULATION AGAINST AN EFFICIENT MARKET

    The Journal of Finance

    Volume 31, Issue 1, March 1976, Pages: 49–61, Jeffrey F. Jaffe and Robert L. Winkler

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03195.x