Search Results

There are 13211 results for: content related to: Security Issue Timing: What Do Managers Know, and When Do They Know It?

  1. Early Exercise of Put Options on Stocks

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1423–1456, KATHRYN BARRACLOUGH and ROBERT E. WHALEY

    Article first published online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01752.x

  2. What risks do corporate bond put features insure against?

    Journal of Futures Markets

    Volume 32, Issue 11, November 2012, Pages: 1060–1090, Redouane Elkamhi, Jan Ericsson and Hao Wang

    Article first published online : 6 SEP 2011, DOI: 10.1002/fut.20546

  3. Valuation of American Futures Options: Theory and Empirical Tests

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 127–150, ROBERT E. WHALEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04495.x

  4. The Joint Cross Section of Stocks and Options

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2279–2337, BYEONG-JE AN, ANDREW ANG, TURAN G. BALI and NUSRET CAKICI

    Article first published online : 12 SEP 2014, DOI: 10.1111/jofi.12181

  5. 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

  6. Minimizing the Risk of a Financial Product Using a Put Option

    Journal of Risk and Insurance

    Volume 77, Issue 4, December 2010, Pages: 767–800, Griselda Deelstra, Michèle Vanmaele and David Vyncke

    Article first published online : 15 NOV 2010, DOI: 10.1111/j.1539-6975.2010.01365.x

  7. Backwardation in Oil Futures Markets: Theory and Empirical Evidence

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1517–1545, ROBERT H. LITZENBERGER and NIR RABINOWITZ

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05187.x

  8. Short Put

    The Complete Guide to Option Strategies: Advanced and Basic Strategies on Stocks, ETFs, Indexes, and Stock Indexes

    Michael D. Mullaney, Pages: 141–157, 2011

    Published Online : 20 DEC 2011, DOI: 10.1002/9781118268278.ch10

  9. An empirical test of heuristics and biases affecting real option valuation

    Strategic Management Journal

    Volume 25, Issue 3, March 2004, Pages: 269–284, Kent D. Miller and Zur Shapira

    Article first published online : 4 NOV 2003, DOI: 10.1002/smj.374

  10. The Cost of Capital for Alternative Investments

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2185–2226, JAKUB W. JUREK and ERIK STAFFORD

    Article first published online : 3 SEP 2015, DOI: 10.1111/jofi.12269

  11. A reexamination of portfolio insurance: The use of index put options

    Journal of Futures Markets

    Volume 16, Issue 2, April 1996, Pages: 163–188, Yisong Tian

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199604)16:2<163::AID-FUT3>3.0.CO;2-I

  12. Use of Options in Portfolio Management

    Finance: Capital Markets, Financial Management, and Investment Management

    Frank J. Fabozzi, Pamela Peterson Drake, Pages: 747–774, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266984.ch21

  13. Resolving the Agency Problems of External Capital through Options

    The Journal of Finance

    Volume 36, Issue 3, June 1981, Pages: 629–647, ROBERT A. HAUGEN and LEMMA W. SENBET

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00649.x

  14. The Market Value of Corporate Votes: Theory and Evidence from Option Prices

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1235–1271, AVNER KALAY, OǦUZHAN KARAKAŞ and SHAGUN PANT

    Article first published online : 8 MAY 2014, DOI: 10.1111/jofi.12132

  15. Price-to-Earnings Ratios and Option Prices

    Journal of Futures Markets

    Volume 35, Issue 8, August 2015, Pages: 738–752, Ansley Chua, R. Jared DeLisle, Sze-Shiang Feng and Bong Soo Lee

    Article first published online : 12 JAN 2015, DOI: 10.1002/fut.21707

  16. The Pricing Effects of Interfirm Cash Tender Offers

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 965–986, SANJAI BHAGAT, JAMES A. BRICKLEY and URI LOEWENSTEIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03922.x

  17. You have free access to this content
    The Profitability of Option-Based Contrarian Strategies: An Empirical Analysis

    International Review of Finance

    Volume 15, Issue 1, March 2015, Pages: 1–26, Tafadzwa Mugwagwa, Vikash Ramiah and Imad Moosa

    Article first published online : 8 JAN 2015, DOI: 10.1111/irfi.12042

  18. The Inevitability of Marketwide Underpricing of Mortgage Default Risk

    Real Estate Economics

    Volume 34, Issue 4, Winter 2006, Pages: 479–496, Andrey Pavlov and Susan M. Wachter

    Article first published online : 16 NOV 2006, DOI: 10.1111/j.1540-6229.2006.00175.x

  19. Skewness preference, mean–variance and the demand for put options

    Managerial and Decision Economics

    Volume 20, Issue 6, September 1999, Pages: 327–342, Geoffrey Poitras and John Heaney

    Article first published online : 23 FEB 2000, DOI: 10.1002/(SICI)1099-1468(199909)20:6<327::AID-MDE948>3.0.CO;2-0

  20. On the Demand for Portfolio Insurance

    Risk Management and Insurance Review

    Volume 16, Issue 2, Fall 2013, Pages: 167–193, Andy Fodor, James S. Doran, James M. Carson and David P. Kirch

    Article first published online : 21 OCT 2013, DOI: 10.1111/rmir.12009