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There are 11416 results for: content related to: Noise Trading in Small Markets

  1. Transition Densities for Interest Rate and Other Nonlinear Diffusions

    The Journal of Finance

    Volume 54, Issue 4, August 1999, Pages: 1361–1395, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00149

  2. Strategic Trading When Agents Forecast the Forecasts of Others

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1437–1478, F. DOUGLAS FOSTER and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04075.x

  3. Market Liquidity, Investor Participation, and Managerial Autonomy: Why Do Firms Go Private?

    The Journal of Finance

    Volume 63, Issue 4, August 2008, Pages: 2013–2059, ARNOUD W. A. BOOT, RADHAKRISHNAN GOPALAN and ANJAN V. THAKOR

    Version of Record online : 19 JUL 2008, DOI: 10.1111/j.1540-6261.2008.01380.x

  4. 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

  5. ESSENTIALS OF PORTFOLIO DIVERSIFICATION STRATEGY

    The Journal of Finance

    Volume 25, Issue 5, December 1970, Pages: 1109–1121, James C. T. Mao

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00871.x

  6. 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

  7. The Optimal Pricing Policy of a Monopolistic Marketmaker in the Equity Market

    The Journal of Finance

    Volume 38, Issue 1, March 1983, Pages: 218–231, ECKART MILDENSTEIN and HAROLD SCHLEEF

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03637.x

  8. Optimal Decentralized Investment Management

    The Journal of Finance

    Volume 63, Issue 4, August 2008, Pages: 1849–1895, JULES H. Van BINSBERGEN, MICHAEL W. BRANDT and RALPH S. J. KOIJEN

    Version of Record online : 19 JUL 2008, DOI: 10.1111/j.1540-6261.2008.01376.x

  9. A MODEL OF WARRANT PRICING IN A DYNAMIC MARKET

    The Journal of Finance

    Volume 25, Issue 5, December 1970, Pages: 1041–1059, Andrew H. Y. Chen

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00867.x

  10. CAPITAL MARKET EQUILIBRIUM FOR A CLASS OF HETEROGENEOUS EXPECTATIONS IN A TWO-PARAMETER WORLD

    The Journal of Finance

    Volume 31, Issue 1, March 1976, Pages: 1–15, Nicholas J. Gonedes

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03191.x

  11. PORTFOLIO RETURNS AND THE RANDOM WALK THEORY

    The Journal of Finance

    Volume 26, Issue 1, March 1971, Pages: 11–30, Pao L. Cheng and M. King Deets

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1971.tb00585.x

  12. An Immunization Strategy is a Minimax Strategy

    The Journal of Finance

    Volume 34, Issue 2, May 1979, Pages: 389–399, G. O. BIERWAG and CHULSOON KHANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02101.x

  13. Two-Pass Tests of Asset Pricing Models with Useless Factors

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 203–235, Raymond Kan and Chu Zhang

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00102

  14. 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

  15. A Bayesian Approach to the Optimal Growth Period Problem: A Note

    The Journal of Finance

    Volume 38, Issue 1, March 1983, Pages: 237–246, ITZHAK VENEZIA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03639.x

  16. Feedback Effects and Asset Prices

    The Journal of Finance

    Volume 63, Issue 4, August 2008, Pages: 1939–1975, EMRE OZDENOREN and KATHY YUAN

    Version of Record online : 19 JUL 2008, DOI: 10.1111/j.1540-6261.2008.01378.x

  17. “q” and the Theory of Investment

    The Journal of Finance

    Volume 34, Issue 2, May 1979, Pages: 535–547, JOHN CICCOLO and GARY FROMM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02120.x

  18. Liquidity, Information, and Infrequently Traded Stocks

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1405–1436, DAVID EASLEY, NICHOLAS M. KIEFER, MAUREEN O'HARA and JOSEPH B. PAPERMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04074.x

  19. Market Orders and Market Efficiency

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 277–308, DAVID P. BROWN and ZHI MING ZHANG

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03816.x

  20. MULTI-PERIOD MEAN-VARIANCE ANALYSIS: TOWARD A GENERAL THEORY OF PORTFOLIO CHOICE

    The Journal of Finance

    Volume 26, Issue 4, September 1971, Pages: 857–884, Nils H. Hakansson

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1971.tb00924.x