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There are 13455 results for: content related to: Liquidity Premia and Transaction Costs

  1. Wall Street Occupations

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1949–1996, ULF AXELSON and PHILIP BOND

    Article first published online : 3 SEP 2015, DOI: 10.1111/jofi.12244

  2. 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

    Article first published online : 10 NOV 2014, DOI: 10.1111/jofi.12167

  3. The Cross-Section of Managerial Ability, Incentives, and Risk Preferences

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1051–1098, RALPH S.J. KOIJEN

    Article first published online : 8 MAY 2014, DOI: 10.1111/jofi.12140

  4. Information Diversity and Complementarities in Trading and Information Acquisition

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1723–1765, ITAY GOLDSTEIN and LIYAN YANG

    Article first published online : 23 JUL 2015, DOI: 10.1111/jofi.12226

  5. On the Design of Contingent Capital with a Market Trigger

    The Journal of Finance

    Volume 70, Issue 2, April 2015, Pages: 881–920, SURESH SUNDARESAN and ZHENYU WANG

    Article first published online : 12 MAR 2015, DOI: 10.1111/jofi.12134

  6. 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

    Article first published online : 12 NOV 2013, DOI: 10.1111/jofi.12035

  7. Uncertainty, Time-Varying Fear, and Asset Prices

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1843–1889, ITAMAR DRECHSLER

    Article first published online : 10 SEP 2013, DOI: 10.1111/jofi.12068

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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

    Article first published online : 14 JAN 2016, DOI: 10.1111/jofi.12302

  9. You have free access to this content
    Stock Market Volatility and Learning

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 33–82, KLAUS ADAM, ALBERT MARCET and JUAN PABLO NICOLINI

    Article first published online : 14 JAN 2016, DOI: 10.1111/jofi.12364

  10. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 405–452, OLEG RYTCHKOV

    Article first published online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  11. Merger Negotiations with Stock Market Feedback

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1705–1745, SANDRA BETTON, B. ESPEN ECKBO, REX THOMPSON and KARIN S. THORBURN

    Article first published online : 18 JUL 2014, DOI: 10.1111/jofi.12151

  12. The Value of Control and the Costs of Illiquidity

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1405–1455, RUI ALBUQUERQUE and ENRIQUE SCHROTH

    Article first published online : 23 JUL 2015, DOI: 10.1111/jofi.12207

  13. The Cross-Section of Credit Risk Premia and Equity Returns

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2419–2469, NILS FRIEWALD, CHRISTIAN WAGNER and JOSEF ZECHNER

    Article first published online : 10 NOV 2014, DOI: 10.1111/jofi.12143

  14. Rewarding Trading Skills without Inducing Gambling

    The Journal of Finance

    Volume 70, Issue 3, June 2015, Pages: 925–962, IGOR MAKAROV and GUILLAUME PLANTIN

    Article first published online : 11 MAY 2015, DOI: 10.1111/jofi.12257

  15. The Beauty Contest and Short-Term Trading

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2099–2154, GIOVANNI CESPA and XAVIER VIVES

    Article first published online : 3 SEP 2015, DOI: 10.1111/jofi.12279

  16. A Mean-Variance Benchmark for Intertemporal Portfolio Theory

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 1–49, JOHN H. COCHRANE

    Article first published online : 7 JAN 2014, DOI: 10.1111/jofi.12099

  17. Rational Inattention and Portfolio Selection

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1999–2040, LIXIN HUANG and HONG LIU

    Article first published online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01263.x

  18. Transparency in the Financial System: Rollover Risk and Crises

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1805–1837, MATTHIEU BOUVARD, PIERRE CHAIGNEAU and ADOLFO DE MOTTA

    Article first published online : 23 JUL 2015, DOI: 10.1111/jofi.12270

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    Mutual Fund Flows and Cross-Fund Learning within Families

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 383–424, DAVID P. BROWN and YOUCHANG WU

    Article first published online : 14 JAN 2016, DOI: 10.1111/jofi.12263

  20. The Wall Street Walk when Blockholders Compete for Flows

    The Journal of Finance

    Volume 70, Issue 6, December 2015, Pages: 2853–2896, AMIL DASGUPTA and GIORGIA PIACENTINO

    Article first published online : 12 NOV 2015, DOI: 10.1111/jofi.12308