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There are 14515 results for: content related to: Intermediated Investment Management

  1. Aggregate Risk and the Choice between Cash and Lines of Credit

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2059–2116, VIRAL V. ACHARYA, HEITOR ALMEIDA and MURILLO CAMPELLO

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12056

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    Do Tests of Capital Structure Theory Mean What They Say?

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1747–1787, ILYA A. STREBULAEV

    Version of Record online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01256.x

  3. Stock Returns in Mergers and Acquisitions

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1213–1252, DIRK HACKBARTH and ERWAN MORELLEC

    Version of Record online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01356.x

  4. Are Momentum Profits Robust to Trading Costs?

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1039–1082, Robert A. Korajczyk and Ronnie Sadka

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00656.x

  5. 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

  6. 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

  7. LDC Debt: Forgiveness, Indexation, and Investment Incentives

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1335–1350, KENNETH A. FROOT, DAVID S. SCHARFSTEIN and JEREMY C. STEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02656.x

  8. A MEAN-VARIANCE SYNTHESIS OF CORPORATE FINANCIAL THEORY

    The Journal of Finance

    Volume 28, Issue 1, March 1973, Pages: 167–181, Mark E. Rubinstein

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01356.x

  9. 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

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    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

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12364

  12. Corporate Governance and Capital Structure Dynamics

    The Journal of Finance

    Volume 67, Issue 3, June 2012, Pages: 803–848, ERWAN MORELLEC, BORIS NIKOLOV and NORMAN SCHÜRHOFF

    Version of Record online : 21 MAY 2012, DOI: 10.1111/j.1540-6261.2012.01735.x

  13. 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

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    Are Stocks Really Less Volatile in the Long Run?

    The Journal of Finance

    Volume 67, Issue 2, April 2012, Pages: 431–478, ĽUBOŠ PÁSTOR and ROBERT F. STAMBAUGH

    Version of Record online : 27 MAR 2012, DOI: 10.1111/j.1540-6261.2012.01722.x

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    Information Disclosure and Corporate Governance

    The Journal of Finance

    Volume 67, Issue 1, February 2012, Pages: 195–233, BENJAMIN E. HERMALIN and MICHAEL S. WEISBACH

    Version of Record online : 17 JAN 2012, DOI: 10.1111/j.1540-6261.2011.01710.x

  16. High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice

    The Journal of Finance

    Volume 64, Issue 1, February 2009, Pages: 1–36, STAVROS PANAGEAS and MARK M. WESTERFIELD

    Version of Record online : 23 JAN 2009, DOI: 10.1111/j.1540-6261.2008.01427.x

  17. Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 579–629, BERNARD DUMAS, ALEXANDER KURSHEV and RAMAN UPPAL

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01444.x

  18. 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

  19. 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

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12143

  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