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There are 13745 results for: content related to: The Cost of Short-Selling Liquid Securities

  1. A Search-Based Theory of the On-the-Run Phenomenon

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1361–1398, DIMITRI VAYANOS and PIERRE-OLIVIER WEILL

    Version of Record online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01360.x

  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

  3. Should Derivatives Be Privileged in Bankruptcy?

    The Journal of Finance

    Volume 70, Issue 6, December 2015, Pages: 2353–2394, PATRICK BOLTON and MARTIN OEHMKE

    Version of Record online : 12 NOV 2015, DOI: 10.1111/jofi.12201

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

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

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  12. 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

    Version of Record online : 18 JUL 2014, DOI: 10.1111/jofi.12151

  13. 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

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12207

  14. The Labor Market for Directors and Externalities in Corporate Governance

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 775–808, DORON LEVIT and NADYA MALENKO

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12287

  15. Liquidity Premia and Transaction Costs

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2329–2366, BONG-GYU JANG, HYENG KEUN KOO, HONG LIU and MARK LOEWENSTEIN

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01277.x

  16. Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 3009–3063, ANDREA BURASCHI and ALEXEI JILTSOV

    Version of Record online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01299.x

  17. Misspecified Recovery

    The Journal of Finance

    Volume 71, Issue 6, December 2016, Pages: 2493–2544, JAROSLAV BOROVIČKA, LARS PETER HANSEN and JOSÉ A. SCHEINKMAN

    Version of Record online : 10 NOV 2016, DOI: 10.1111/jofi.12404

  18. A Model of Financialization of Commodities

    The Journal of Finance

    Volume 71, Issue 4, August 2016, Pages: 1511–1556, SULEYMAN BASAK and ANNA PAVLOVA

    Version of Record online : 13 JUL 2016, DOI: 10.1111/jofi.12408

  19. Linear-Rational Term Structure Models

    The Journal of Finance

    Volume 72, Issue 2, April 2017, Pages: 655–704, DAMIR FILIPOVIĆ, MARTIN LARSSON and ANDERS B. TROLLE

    Version of Record online : 21 MAR 2017, DOI: 10.1111/jofi.12488

  20. Internal Capital Markets in Business Groups: Evidence from the Asian Financial Crisis

    The Journal of Finance

    Volume 70, Issue 6, December 2015, Pages: 2539–2586, HEITOR ALMEIDA, CHANG-SOO KIM and HWANKI BRIAN KIM

    Version of Record online : 12 NOV 2015, DOI: 10.1111/jofi.12309