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There are 20244 results for: content related to: Correlated Trading and Location

  1. Investment–Cash Flow Sensitivities: Constrained versus Unconstrained Firms

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2061–2092, NATHALIE MOYEN

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00692.x

  2. Systemic Risk and International Portfolio Choice

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2809–2834, SANJIV RANJAN DAS and RAMAN UPPAL

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00717.x

  3. 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

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00634.x

  4. Diversification as a Public Good: Community Effects in Portfolio Choice

    The Journal of Finance

    Volume 59, Issue 4, August 2004, Pages: 1677–1716, Peter M. Demarzo, Ron Kaniel and Ilan Kremer

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00676.x

  5. Bank and Nonbank Financial Intermediation

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2489–2529, PHILIP BOND

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00707.x

  6. Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing

    The Journal of Finance

    Volume 59, Issue 4, August 2004, Pages: 1743–1776, Michael J. Brennan, Ashley W. Wang and Yihong Xia

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00678.x

  7. Market Valuation and Merger Waves

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2685–2718, MATTHEW RHODES-KROPF and S. VISWANATHAN

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00713.x

  8. Risk-Neutral Parameter Shifts and Derivatives Pricing in Discrete Time

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2375–2402, MARK SCHRODER

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00702.x

  9. 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

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00627.x

  10. Are Momentum Profits Robust to Trading Costs?

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1039–1082, Robert A. Korajczyk and Ronnie Sadka

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00656.x

  11. Presidential Address, Committing to Commit: Short-term Debt When Enforcement Is Costly

    The Journal of Finance

    Volume 59, Issue 4, August 2004, Pages: 1447–1479, Douglas W. Diamond

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00669.x

  12. Bond Insurance: What Is Special About Munis?

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2253–2280, VIKRAM NANDA and RAJDEEP SINGH

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00698.x

  13. Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 999–1037, Robert M. Dammon, Chester S. Spatt and Harold H. Zhang

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00655.x

  14. How to Discount Cashflows with Time-Varying Expected Returns

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2745–2783, ANDREW ANG and JUN LIU

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00715.x

  15. Moral Hazard and Optimal Subsidiary Structure for Financial Institutions

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2531–2575, CHARLES KAHN and ANDREW WINTON

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00708.x

  16. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 227–260, Michael Johannes

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6321.2004.00632.x

  17. Informed Trading When Information Becomes Stale

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 339–390, Dan Bernhardt and Jianjun Miao

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00635.x

  18. Idiosyncratic Consumption Risk and the Cross Section of Asset Returns

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2211–2252, KRIS JACOBS and KEVIN Q. WANG

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00697.x

  19. Forecast Dispersion and the Cross Section of Expected Returns

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 1957–1978, TIMOTHY C. JOHNSON

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00688.x

  20. Intraday Patterns in the Cross-section of Stock Returns

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1369–1407, STEVEN L. HESTON, ROBERT A. KORAJCZYK and RONNIE SADKA

    Article first published online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01573.x