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There are 15344 results for: content related to: Optimal Security Design and Dynamic Capital Structure in a Continuous-Time Agency Model

  1. Two-Pass Tests of Asset Pricing Models with Useless Factors

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 203–235, Raymond Kan and Chu Zhang

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00102

  2. Information Acquisition in Rumor-Based Bank Runs

    The Journal of Finance

    Volume 71, Issue 3, June 2016, Pages: 1113–1158, ZHIGUO HE and ASAF MANELA

    Version of Record online : 11 MAY 2016, DOI: 10.1111/jofi.12202

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    News Trading and Speed

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 335–382, THIERRY FOUCAULT, JOHAN HOMBERT and IOANID ROŞU

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12302

  4. Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2805–2840, ANDREW W. LO and JIANG WANG

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01005.x

  5. A Theory of Pyramidal Ownership and Family Business Groups

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2637–2680, HEITOR V. ALMEIDA and DANIEL WOLFENZON

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01001.x

  6. Time Dominance Efficiency Analysis

    The Journal of Finance

    Volume 36, Issue 5, December 1981, Pages: 1023–1033, STEINAR EKERN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb01073.x

  7. Pricing Options under Generalized GARCH and Stochastic Volatility Processes

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 377–402, Peter Ritchken and Rob Trevor

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00109

  8. Informed Lending and Security Design

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2137–2162, ROMAN INDERST and HOLGER M. MUELLER

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01053.x

  9. The Term Structure of Real Rates and Expected Inflation

    The Journal of Finance

    Volume 63, Issue 2, April 2008, Pages: 797–849, ANDREW ANG, GEERT BEKAERT and MIN WEI

    Version of Record online : 1 APR 2008, DOI: 10.1111/j.1540-6261.2008.01332.x

  10. 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

  11. Incomplete Markets and Security Prices: Do Asset-Pricing Puzzles Result from Aggregation Problems?

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 123–163, Kris Jacobs

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00100

  12. An Empirical Comparison of Forward-Rate and Spot-Rate Models for Valuing Interest-Rate Options

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 269–305, Wolfgang Bühler, Marliese Uhrig-Homburg, Ulrich Walter and Thomas Weber

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00104

  13. Lending Booms and Lending Standards

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2511–2546, GIOVANNI DELL'ARICCIA and ROBERT MARQUEZ

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01065.x

  14. Model Uncertainty and Option Markets with Heterogeneous Beliefs

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2841–2897, ANDREA BURASCHI and ALEXEI JILTSOV

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01006.x

  15. 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

  16. 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

  17. FIRM VALUATION, CORPORATE TAXES, AND DEFAULT RISK

    The Journal of Finance

    Volume 30, Issue 5, December 1975, Pages: 1251–1264, David P. Baron

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01053.x

  18. Stochastic Volatilities and Correlations of Bond Yields

    The Journal of Finance

    Volume 62, Issue 3, June 2007, Pages: 1491–1524, BING HAN

    Version of Record online : 8 MAY 2007, DOI: 10.1111/j.1540-6261.2007.01242.x

  19. Information Quality and Long-Run Risk: Asset Pricing Implications

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1333–1367, HENGJIE AI

    Version of Record online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01572.x

  20. Dynamic Agency and the q Theory of Investment

    The Journal of Finance

    Volume 67, Issue 6, December 2012, Pages: 2295–2340, PETER M. DEMARZO, MICHAEL J. FISHMAN, ZHIGUO HE and NENG WANG

    Version of Record online : 19 NOV 2012, DOI: 10.1111/j.1540-6261.2012.01787.x