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There are 21762 results for: content related to: Market Orders and Market Efficiency

  1. The Price Is (Almost) Right

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2739–2782, RANDOLPH B. COHEN, CHRISTOPHER POLK and TUOMO VUOLTEENAHO

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01516.x

  2. 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

  3. Costs of Equity Capital and Model Mispricing

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 67–121, Ľuboš Pástor and Robert F. Stambaugh

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00099

  4. Collateral, Risk Management, and the Distribution of Debt Capacity

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2293–2322, ADRIANO A. RAMPINI and S. VISWANATHAN

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01616.x

  5. Optimum Distribution-Free Tests and Further Evidence of Heteroscedasticity in the Market Model

    The Journal of Finance

    Volume 37, Issue 5, December 1982, Pages: 1247–1257, CARMELO GIACCOTTO and MUKHTAR M. ALI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03616.x

  6. 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

  7. A MEAN-VARIANCE SYNTHESIS OF CORPORATE FINANCIAL THEORY

    The Journal of Finance

    Volume 28, Issue 1, March 1973, Pages: 167–181, Mark E. Rubinstein

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01356.x

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. Anti-Diversification or Optimal Programmes for Infrequently Revised Portfolios

    The Journal of Finance

    Volume 34, Issue 2, May 1979, Pages: 505–516, M. BARRY GOLDMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02116.x

  15. 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

  16. Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2819–2870, ANDREA BURASCHI, ROBERT KOSOWSKI and WORRAWAT SRITRAKUL

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12167

  17. 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

  18. Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1609–1645, Michael W. Brandt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00162

  19. Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors?

    The Journal of Finance

    Volume 60, Issue 1, February 2005, Pages: 179–230, ANTONIOS SANGVINATSOS and JESSICA A. WACHTER

    Version of Record online : 20 JUL 2005, DOI: 10.1111/j.1540-6261.2005.00728.x

  20. COMMERCIAL BANK RESERVE MANAGEMENT IN A STOCHASTIC MODEL: IMPLICATIONS FOR MONETARY POLICY

    The Journal of Finance

    Volume 23, Issue 5, December 1968, Pages: 769–791, William Poole

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb00316.x