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There are 16626 results for: content related to: Market Imperfections, Investment Flexibility, and Default Spreads

  1. Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market

    The Journal of Finance

    Volume 66, Issue 1, February 2011, Pages: 203–240, DION BONGAERTS, FRANK DE JONG and JOOST DRIESSEN

    Version of Record online : 6 JAN 2011, DOI: 10.1111/j.1540-6261.2010.01630.x

  2. A Dynamic Theory of the Banking Firm

    The Journal of Finance

    Volume 38, Issue 1, March 1983, Pages: 127–140, MAUREEN O'HARA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03630.x

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    SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION

    The Journal of Finance

    Volume 20, Issue 4, December 1965, Pages: 587–615, John Lintner

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1965.tb02930.x

  4. Heteroskedasticity in Stock Returns

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1129–1155, G. WILLIAM SCHWERT and PAUL J. SEGUIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02430.x

  5. The Intra-Industry Effects of Going-Private Transactions

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1537–1550, MYRON B. SLOVIN, MARIE E. SUSHKA and YVETTE M. BENDECK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04630.x

  6. Positively Weighted Portfolios on the Minimum-Variance Frontier

    The Journal of Finance

    Volume 41, Issue 5, December 1986, Pages: 1051–1068, RICHARD C. GREEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb02530.x

  7. Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1891–1908, JIA HE, RAYMOND KAN, LILIAN NG and CHU ZHANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05230.x

  8. Minimal Obstructions for 1-Immersions and Hardness of 1-Planarity Testing

    Journal of Graph Theory

    Volume 72, Issue 1, January 2013, Pages: 30–71, Vladimir P. Korzhik and Bojan Mohar

    Version of Record online : 26 JUN 2012, DOI: 10.1002/jgt.21630

  9. Financing Constraints and Workplace Safety

    The Journal of Finance

    Volume 71, Issue 5, October 2016, Pages: 2017–2058, JONATHAN B. COHN and MALCOLM I. WARDLAW

    Version of Record online : 14 SEP 2016, DOI: 10.1111/jofi.12430

  10. Efficiently navigating a random Delaunay triangulation

    Random Structures & Algorithms

    Volume 49, Issue 1, August 2016, Pages: 95–136, Nicolas Broutin, Olivier Devillers and Ross Hemsley

    Version of Record online : 24 FEB 2016, DOI: 10.1002/rsa.20630

  11. Reverse Survivorship Bias

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 789–813, JUHANI T. LINNAINMAA

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12030

  12. Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 3009–3063, ANDREA BURASCHI and ALEXEI JILTSOV

    Version of Record online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01299.x

  13. An Empirical Analysis of the Pricing of Collateralized Debt Obligations

    The Journal of Finance

    Volume 63, Issue 2, April 2008, Pages: 529–563, FRANCIS A. LONGSTAFF and ARVIND RAJAN

    Version of Record online : 1 APR 2008, DOI: 10.1111/j.1540-6261.2008.01330.x

  14. SOME PORTFOLIO ADJUSTMENT THEOREMS FOR THE CASE OF NON-NEGATIVITY CONSTRAINTS ON SECURITY HOLDINGS

    The Journal of Finance

    Volume 26, Issue 3, June 1971, Pages: 763–775, M. W. Jones-Lee

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1971.tb01730.x

  15. Capital Gains, Dividend Yields, and Expected Inflation

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 447–466, Eugene A. Pilotte

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00530

  16. Jump Diffusion Option Valuation in Discrete Time

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1833–1863, KAUSHIK I. AMIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05130.x

  17. Optimal CEO Compensation with Search: Theory and Empirical Evidence

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2001–2058, MELANIE CAO and RONG WANG

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12069

  18. Wall Street Occupations

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1949–1996, ULF AXELSON and PHILIP BOND

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12244

  19. Information Diversity and Complementarities in Trading and Information Acquisition

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1723–1765, ITAY GOLDSTEIN and LIYAN YANG

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12226

  20. Judging Fund Managers by the Company They Keep

    The Journal of Finance

    Volume 60, Issue 3, June 2005, Pages: 1057–1096, RANDOLPH B. COHEN, JOSHUA D. COVAL and ĽUBOŠ PÁSTOR

    Version of Record online : 3 MAY 2005, DOI: 10.1111/j.1540-6261.2005.00756.x