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There are 13742 results for: content related to: An Empirical Analysis of the Pricing of Collateralized Debt Obligations

  1. On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations

    The Journal of Finance

    Volume 67, Issue 6, December 2012, Pages: 1983–2014, PIERRE COLLIN-DUFRESNE, ROBERT S. GOLDSTEIN and FAN YANG

    Version of Record online : 19 NOV 2012, DOI: 10.1111/j.1540-6261.2012.01779.x

  2. Bankruptcy and the Collateral Channel

    The Journal of Finance

    Volume 66, Issue 2, April 2011, Pages: 337–378, EFRAIM BENMELECH and NITTAI K. BERGMAN

    Version of Record online : 21 MAR 2011, DOI: 10.1111/j.1540-6261.2010.01636.x

  3. 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

  4. Skin in the Game and Moral Hazard

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1597–1641, GILLES CHEMLA and CHRISTOPHER A. HENNESSY

    Version of Record online : 18 JUL 2014, DOI: 10.1111/jofi.12161

  5. Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market

    The Journal of Finance

    Volume 66, Issue 1, February 2011, Pages: 203–240, DION BONGAERTS, FRANK DE JONG and JOOST DRIESSEN

    Version of Record online : 6 JAN 2011, DOI: 10.1111/j.1540-6261.2010.01630.x

  6. Financing Constraints and Workplace Safety

    The Journal of Finance

    Volume 71, Issue 5, October 2016, Pages: 2017–2058, JONATHAN B. COHN and MALCOLM I. WARDLAW

    Version of Record online : 14 SEP 2016, DOI: 10.1111/jofi.12430

  7. An Information-Based Theory of Time-Varying Liquidity

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 809–870, BRENDAN DALEY and BRETT GREEN

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12272

  8. Rewarding Trading Skills without Inducing Gambling

    The Journal of Finance

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

    Version of Record online : 11 MAY 2015, DOI: 10.1111/jofi.12257

  9. Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market

    The Journal of Finance

    Volume 62, Issue 2, April 2007, Pages: 557–595, XAVIER GABAIX, ARVIND KRISHNAMURTHY and OLIVIER VIGNERON

    Version of Record online : 20 MAR 2007, DOI: 10.1111/j.1540-6261.2007.01217.x

  10. Leverage, Moral Hazard, and Liquidity

    The Journal of Finance

    Volume 66, Issue 1, February 2011, Pages: 99–138, VIRAL V. ACHARYA and S. VISWANATHAN

    Version of Record online : 6 JAN 2011, DOI: 10.1111/j.1540-6261.2010.01627.x

  11. 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

  12. 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

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12226

  13. 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

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

    The Journal of Finance

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

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12068

  15. 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

  16. Product Market Competition, Insider Trading, and Stock Market Efficiency

    The Journal of Finance

    Volume 65, Issue 1, February 2010, Pages: 1–43, JOEL PERESS

    Version of Record online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01522.x

  17. Leverage Choice and Credit Spreads when Managers Risk Shift

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2323–2362, MURRAY CARLSON and ALI LAZRAK

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01617.x

  18. Efficiency and the Bear: Short Sales and Markets Around the World

    The Journal of Finance

    Volume 62, Issue 3, June 2007, Pages: 1029–1079, ARTURO BRIS, WILLIAM N. GOETZMANN and NING ZHU

    Version of Record online : 8 MAY 2007, DOI: 10.1111/j.1540-6261.2007.01230.x

  19. 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

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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