Search Results

There are 21420 results for: content related to: Price Limit Performance: Evidence from the Tokyo Stock Exchange

  1. High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice

    The Journal of Finance

    Volume 64, Issue 1, February 2009, Pages: 1–36, STAVROS PANAGEAS and MARK M. WESTERFIELD

    Version of Record online : 23 JAN 2009, DOI: 10.1111/j.1540-6261.2008.01427.x

  2. How Does Information Quality Affect Stock Returns?

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 807–837, Pietro Veronesi

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00227

  3. Value-Enhancing Capital Budgeting and Firm-specific Stock Return Variation

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 65–105, Art Durnev, Randall Morck and Bernard Yeung

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00627.x

  4. You have free access to this content
    Measuring and Testing the Impact of News on Volatility

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1749–1778, ROBERT F. ENGLE and VICTOR K. NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05127.x

  5. THE IMPACT OF CORPORATE GROWTH ON THE RISK OF COMMON STOCKS

    The Journal of Finance

    Volume 30, Issue 2, May 1975, Pages: 525–531, David R. Fewings

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01827.x

  6. A General Diversification Theorem: A Note

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 541–550, RICHARD D. MacMINN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02327.x

  7. Information Sales and Insider Trading with Long-Lived Information

    The Journal of Finance

    Volume 63, Issue 2, April 2008, Pages: 639–672, GIOVANNI CESPA

    Version of Record online : 1 APR 2008, DOI: 10.1111/j.1540-6261.2008.01327.x

  8. Sequential Tests of the Arbitrage Pricing Theory: A Comparison of Principal Components and Maximum Likelihood Factors

    The Journal of Finance

    Volume 45, Issue 5, December 1990, Pages: 1541–1564, RAVI SHUKLA and CHARLES TRZCINKA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03727.x

  9. 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

  10. 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

  11. A Model of Intertemporal Discount Rates in the Presence of Real and Inflationary Autocorrelations

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 1049–1070, DONALD I. BOSSHARDT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03927.x

  12. Sentiment during Recessions

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1267–1300, DIEGO GARCÍA

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12027

  13. 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

  14. PREDICTING VELOCITY: IMPLICATIONS FOR THEORY AND POLICY

    The Journal of Finance

    Volume 18, Issue 2, May 1963, Pages: 319–354, Karl Brunner and Allan H. Meltzer

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1963.tb00727.x

  15. 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

  16. 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

  17. The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske—Johnson Technique

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 827–840, T. S. HO, RICHARD C. STAPLETON and MARTI G. SUBRAHMANYAM

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04823.x

  18. 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

  19. Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 289–338, Hong Liu

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00634.x

  20. Dynamic CEO Compensation

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1603–1647, ALEX EDMANS, XAVIER GABAIX, TOMASZ SADZIK and YULIY SANNIKOV

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01768.x