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There are 16233 results for: content related to: Equilibrium in a Dynamic Limit Order Market

  1. Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 579–611, MARCO PAGANO and AILSA RÖELL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02695.x

  2. Tails, Fears, and Risk Premia

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 2165–2211, TIM BOLLERSLEV and VIKTOR TODOROV

    Version of Record online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01695.x

  3. Market Structure, Internal Capital Markets, and the Boundaries of the Firm

    The Journal of Finance

    Volume 63, Issue 6, December 2008, Pages: 2703–2736, RICHMOND D. MATHEWS and DAVID T. ROBINSON

    Version of Record online : 11 NOV 2008, DOI: 10.1111/j.1540-6261.2008.01395.x

  4. 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

  5. When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 101–137, ANDREA BURASCHI, FABIO TROJANI and ANDREA VEDOLIN

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12095

  6. Arbitraging Arbitrageurs

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2471–2511, MUKARRAM ATTARI, ANTONIO S. MELLO and MARTIN E. RUCKES

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00805.x

  7. Frailty Correlated Default

    The Journal of Finance

    Volume 64, Issue 5, October 2009, Pages: 2089–2123, DARRELL DUFFIE, ANDREAS ECKNER, GUILLAUME HOREL and LEANDRO SAITA

    Version of Record online : 28 SEP 2009, DOI: 10.1111/j.1540-6261.2009.01495.x

  8. OPTIMAL SPECULATION AGAINST AN EFFICIENT MARKET

    The Journal of Finance

    Volume 31, Issue 1, March 1976, Pages: 49–61, Jeffrey F. Jaffe and Robert L. Winkler

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03195.x

  9. A Lintner Model of Payout and Managerial Rents

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1761–1810, BART M. LAMBRECHT and STEWART C. MYERS

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01772.x

  10. Informed Trading When Information Becomes Stale

    The Journal of Finance

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

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00635.x

  11. Do Credit Spreads Reflect Stationary Leverage Ratios?

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1929–1957, Pierre Collin-Dufresne and Robert S. Goldstein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00395

  12. 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

  13. Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2617–2649, RAYMOND KAN, CESARE ROBOTTI and JAY SHANKEN

    Version of Record online : 12 NOV 2013, DOI: 10.1111/jofi.12035

  14. MARKET EQUILIBRIUM AND CORPORATION FINANCE: SOME ISSUES

    The Journal of Finance

    Volume 29, Issue 4, September 1974, Pages: 1175–1188, Prem Kumar

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03095.x

  15. Continuous Maturity Diversification of Default-Free Bond Portfolios and a Generalization of Efficient Diversification

    The Journal of Finance

    Volume 39, Issue 4, September 1984, Pages: 1101–1117, W. JOHN HEANEY and PAO L. CHENG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03895.x

  16. Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 631–655, PÉTER KONDOR

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01445.x

  17. Working Orders in Limit Order Markets and Floor Exchanges

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1589–1621, KERRY BACK and SHMUEL BARUCH

    Version of Record online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01252.x

  18. 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

  19. Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital

    The Journal of Finance

    Volume 63, Issue 6, December 2008, Pages: 2859–2897, ĽUBOŠ PÁSTOR, MEENAKSHI SINHA and BHASKARAN SWAMINATHAN

    Version of Record online : 11 NOV 2008, DOI: 10.1111/j.1540-6261.2008.01415.x

  20. Equilibrium “Anomalies”

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2549–2580, Michael F. Ferguson and Richard L. Shockley

    Version of Record online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00615.x