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There are 14757 results for: content related to: Asset Float and Speculative Bubbles

  1. ORDERING UNCERTAIN OPTIONS WITH BORROWING AND LENDING

    The Journal of Finance

    Volume 33, Issue 2, May 1978, Pages: 553–574, Haim Levy and Yoram Kroll

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb04867.x

  2. A MODEL OF WARRANT PRICING IN A DYNAMIC MARKET

    The Journal of Finance

    Volume 25, Issue 5, December 1970, Pages: 1041–1059, Andrew H. Y. Chen

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00867.x

  3. Mental Accounting, Loss Aversion, and Individual Stock Returns

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1247–1292, Nicholas Barberis and Ming Huang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00367

  4. Pricing Derivatives on Financial Securities Subject to Credit Risk

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 53–85, ROBERT A. JARROW and STUART M. TURNBULL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05167.x

  5. SOME FURTHER INVESTIGATIONS OF DEMAND AND SUPPLY FUNCTIONS FOR MONEY

    The Journal of Finance

    Volume 19, Issue 2, May 1964, Pages: 240–283, Karl Brunner and Allan H. Meltzer

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1964.tb00767.x

  6. Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1479–1520, Christopher G. Lamoureux and H. Douglas Witte

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00467

  7. Specification Analysis of Option Pricing Models Based on Time-Changed Lévy Processes

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1405–1439, Jing-zhi Huang and Liuren Wu

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00667.x

  8. The Valuation of Sequential Exchange Opportunities

    The Journal of Finance

    Volume 43, Issue 5, December 1988, Pages: 1235–1256, PETER CARR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03967.x

  9. Costly Contracting and Optimal Payout Constraints

    The Journal of Finance

    Volume 37, Issue 2, May 1982, Pages: 457–470, KOSE JOHN and AVNER KALAY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03567.x

  10. ADMISSIBLE PORTFOLIOS FOR ALL INDIVIDUALS

    The Journal of Finance

    Volume 31, Issue 4, September 1976, Pages: 1169–1183, Vijay S. Bawa

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01967.x

  11. Components of the Bid-Ask Spread and the Statistical Properties of Transaction Prices

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1293–1307, LAWRENCE R. GLOSTEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04367.x

  12. The Simultaneity of Bank Decision-making, Market Structure, and Bank Performance

    The Journal of Finance

    Volume 34, Issue 1, March 1979, Pages: 1–18, DUANE B. GRADDY and REUBEN KYLE III

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02067.x

  13. Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange

    The Journal of Finance

    Volume 53, Issue 5, October 1998, Pages: 1623–1656, Oliver Hansch, Narayan Y. Naik and S. Viswanathan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00067

  14. THE SPECULATIVE BEHAVIOR OF MUTUAL FUNDS

    The Journal of Finance

    Volume 27, Issue 2, May 1972, Pages: 381–391, Donald G. Simonson

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb00967.x

  15. The Pricing of Options with Default Risk

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 267–280, HERB JOHNSON and RENÉ STULZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02567.x

  16. Trading Mechanisms and Stock Returns: An Empirical Investigation

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 533–553, YAKOV AMIHUD and HAIM MENDELSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04567.x

  17. Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2819–2870, ANDREA BURASCHI, ROBERT KOSOWSKI and WORRAWAT SRITRAKUL

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12167

  18. ENDOGENOUS ENDOWMENTS AND CAPITAL ASSET PRICES

    The Journal of Finance

    Volume 30, Issue 1, March 1975, Pages: 155–162, Gordon S. Roberts

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb03167.x

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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

  20. 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