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There are 136769 results for: content related to: Robust Structure Without Predictability: The “Compass Rose” Pattern of the Stock Market

  1. 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

  2. Resolving the Puzzling Intertemporal Relation between the Market Risk Premium and Conditional Market Variance: A Two-Factor Approach

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 575–603, John T. Scruggs

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.235793

  3. Corporate Debt Value, Bond Covenants, and Optimal Capital Structure

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1213–1252, HAYNE E. LELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02452.x

  4. Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns

    The Journal of Finance

    Volume 52, Issue 3, July 1997, Pages: 975–1005, TORBEN G. ANDERSEN and TIM BOLLERSLEV

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02722.x

  5. The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

    The Journal of Finance

    Volume 52, Issue 3, July 1997, Pages: 923–973, EDUARDO S. SCHWARTZ

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02721.x

  6. Options on Leveraged Equity: Theory and Empirical Tests

    The Journal of Finance

    Volume 52, Issue 3, July 1997, Pages: 1151–1180, KLAUS BJERRE TOFT and BRIAN PRUCYK

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02728.x

  7. What Type of Process Underlies Options? A Simple Robust Test

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2581–2610, Peter Carr and Liuren Wu

    Version of Record online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00616.x

  8. The October 1987 S&P 500 Stock-Futures Basis

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 77–99, LAWRENCE HARRIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02405.x

  9. Estimating the Strategic Value of Long-Term Forward Purchase Contracts Using Auction Models

    The Journal of Finance

    Volume 44, Issue 4, September 1989, Pages: 981–1010, JOHN E. PARSONS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02634.x

  10. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2075–2112, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489

  11. THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS

    The Journal of Finance

    Volume 33, Issue 4, September 1978, Pages: 1133–1151, Hans R. Stoll

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02053.x

  12. IMPUTED YIELDS OF A SINKING FUND BOND AND THE TERM STRUCTURE OF INTEREST RATES

    The Journal of Finance

    Volume 21, Issue 4, December 1966, Pages: 697–713, Frank C. Jen and James E. Wert

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1966.tb00275.x

  13. On Valuing American Call Options with the Black-Scholes European Formula

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 443–455, ROBERT GESKE and RICHARD ROLL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02319.x

  14. Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 987–1019, HAYNE E. LELAND and KLAUS BJERRE TOFT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02714.x

  15. Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1705–1765, Andrew W. Lo, Harry Mamaysky and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00265

  16. Term Structure Multiplicity and Clientele in Markets with Transactions Costs and Taxes

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 893–911, JAIME CUEVAS DERMODY and ELIEZER ZEEV PRISMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02611.x

  17. Conditional Skewness in Asset Pricing Tests

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1263–1295, Campbell R. Harvey and Akhtar Siddique

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00247

  18. Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2285–2309, Anthony W. Lynch and Pierluigi Balduzzi

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00287

  19. Miller's Irrelevance Mechanism: A Note

    The Journal of Finance

    Volume 42, Issue 1, March 1987, Pages: 169–180, VAROUJ A. AIVAZIAN and JEFFREY L. CALLEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02559.x

  20. FINANCIAL INTERMEDIARIES, CREDIT AVAILABILITY, AND AGGREGATE DEMAND

    The Journal of Finance

    Volume 21, Issue 3, September 1966, Pages: 459–478, Robert Shapiro

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1966.tb00247.x