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There are 15717 results for: content related to: Option-Implied Risk Aversion Estimates

  1. Debt, Agency Costs, and Industry Equilibrium

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1619–1643, VOJISLAV MAKSIMOVIC and JOSEF ZECHNER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04637.x

  2. 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

  3. Public Information and Coordination: Evidence from a Credit Registry Expansion

    The Journal of Finance

    Volume 66, Issue 2, April 2011, Pages: 379–412, ANDREW HERTZBERG, JOSÉ MARÍA LIBERTI and DANIEL PARAVISINI

    Version of Record online : 21 MAR 2011, DOI: 10.1111/j.1540-6261.2010.01637.x

  4. Parameters Related to Tree-Width, Zero Forcing, and Maximum Nullity of a Graph

    Journal of Graph Theory

    Volume 72, Issue 2, February 2013, Pages: 146–177, Francesco Barioli, Wayne Barrett, Shaun M. Fallat, H. Tracy Hall, Leslie Hogben, Bryan Shader, P. van den Driessche and Hein van der Holst

    Version of Record online : 18 JUN 2012, DOI: 10.1002/jgt.21637

  5. Financial Speculators' Underperformance: Learning, Self-Selection, and Endogenous Liquidity

    The Journal of Finance

    Volume 62, Issue 3, June 2007, Pages: 1313–1340, REZA MAHANI and DAN BERNHARDT

    Version of Record online : 8 MAY 2007, DOI: 10.1111/j.1540-6261.2007.01237.x

  6. Benchmark Portfolio Inefficiency and Deviations from the Security Market Line

    The Journal of Finance

    Volume 41, Issue 2, June 1986, Pages: 295–312, RICHARD C. GREEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb05037.x

  7. The Equity Premium

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 637–659, Eugene F. Fama and Kenneth R. French

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00437

  8. Rational Expectations Model of Term Premia with Some Implications for Empirical Asset Demand Equations

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 63–83, CARL E. WALSH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04937.x

  9. A Re-Examination of the Wealth Expropriation Hypothesis: The Case of Captive Finance Subsidiaries

    The Journal of Finance

    Volume 44, Issue 4, September 1989, Pages: 1039–1047, ILEEN B. MALITZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02637.x

  10. On the Matter of Parity among Financial Obligations

    The Journal of Finance

    Volume 36, Issue 1, March 1981, Pages: 97–111, WILBUR G. LEWELLEN and DOUGLAS R. EMERY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb03537.x

  11. A Simple Approach to Valuing Risky Fixed and Floating Rate Debt

    The Journal of Finance

    Volume 50, Issue 3, July 1995, Pages: 789–819, FRANCIS A. LONGSTAFF and EDUARDO S. SCHWARTZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04037.x

  12. A combinatorial characterization of smooth LTCs and applications

    Random Structures & Algorithms

    Volume 49, Issue 2, September 2016, Pages: 280–307, Eli Ben-Sasson and Michael Viderman

    Version of Record online : 19 FEB 2016, DOI: 10.1002/rsa.20637

  13. Disagreements among Shareholders over a Firm's Disclosure Policy

    The Journal of Finance

    Volume 48, Issue 2, June 1993, Pages: 747–760, OLIVER KIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04737.x

  14. BANKRUPTCY, SECURED DEBT, AND OPTIMAL CAPITAL STRUCTURE

    The Journal of Finance

    Volume 32, Issue 1, March 1977, Pages: 1–19, James H. Scott Jr.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1977.tb03237.x

  15. Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1969–1984, VASANTTILAK NAIK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05137.x

  16. 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

  17. Cross-Border Listings and Price Discovery: Evidence from U.S.-Listed Canadian Stocks

    The Journal of Finance

    Volume 58, Issue 2, April 2003, Pages: 549–575, Cheol S. Eun and Sanjiv Sabherwal

    Version of Record online : 21 MAR 2003, DOI: 10.1111/1540-6261.00537

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    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

  19. Security Design with Investor Private Information

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 2587–2632, ULF AXELSON

    Version of Record online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01287.x

  20. Leverage Choice and Credit Spreads when Managers Risk Shift

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2323–2362, MURRAY CARLSON and ALI LAZRAK

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01617.x