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There are 74450 results for: content related to: Noise as Information for Illiquidity

  1. 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

  2. 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

  3. 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

    Article first published online : 10 SEP 2013, DOI: 10.1111/jofi.12056

  4. Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 987–1035, JESSICA A. WACHTER

    Article first published online : 20 MAY 2013, DOI: 10.1111/jofi.12018

  5. Optimal CEO Compensation with Search: Theory and Empirical Evidence

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2001–2058, MELANIE CAO and RONG WANG

    Article first published online : 10 SEP 2013, DOI: 10.1111/jofi.12069

  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

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

  7. State-Level Business Cycles and Local Return Predictability

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1037–1096, GEORGE M. KORNIOTIS and ALOK KUMAR

    Article first published online : 20 MAY 2013, DOI: 10.1111/jofi.12017

  8. 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

  9. Reverse Survivorship Bias

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 789–813, JUHANI T. LINNAINMAA

    Article first published online : 20 MAY 2013, DOI: 10.1111/jofi.12030

  10. International Stock Return Predictability: What Is the Role of the United States?

    The Journal of Finance

    Volume 68, Issue 4, August 2013, Pages: 1633–1662, DAVID E. RAPACH, JACK K. STRAUSS and GUOFU ZHOU

    Article first published online : 16 JUL 2013, DOI: 10.1111/jofi.12041

  11. 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

  12. Organization Capital and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 68, Issue 4, August 2013, Pages: 1365–1406, ANDREA L. EISFELDT and DIMITRIS PAPANIKOLAOU

    Article first published online : 16 JUL 2013, DOI: 10.1111/jofi.12034

  13. Duration of Executive Compensation

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2777–2817, RADHAKRISHNAN GOPALAN, TODD MILBOURN, FENGHUA SONG and ANJAN V. THAKOR

    Article first published online : 10 NOV 2014, DOI: 10.1111/jofi.12085

  14. Sentiment during Recessions

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1267–1300, DIEGO GARCÍA

    Article first published online : 20 MAY 2013, DOI: 10.1111/jofi.12027

  15. Dynamic Trading with Predictable Returns and Transaction Costs

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2309–2340, NICOLAE GÂRLEANU and LASSE HEJE PEDERSEN

    Article first published online : 12 NOV 2013, DOI: 10.1111/jofi.12080

  16. Equilibrium Subprime Lending

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 849–879, IGOR MAKAROV and GUILLAUME PLANTIN

    Article first published online : 20 MAY 2013, DOI: 10.1111/jofi.12022

  17. Time-Varying Fund Manager Skill

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1455–1484, MARCIN KACPERCZYK, STIJN VAN NIEUWERBURGH and LAURA VELDKAMP

    Article first published online : 18 JUL 2014, DOI: 10.1111/jofi.12084

  18. When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 101–137, ANDREA BURASCHI, FABIO TROJANI and ANDREA VEDOLIN

    Article first published online : 7 JAN 2014, DOI: 10.1111/jofi.12095

  19. International Asset Pricing with Recursive Preferences

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2651–2686, RICCARDO COLACITO and MARIANO M. CROCE

    Article first published online : 12 NOV 2013, DOI: 10.1111/jofi.12088

  20. Do Hostile Takeovers Stifle Innovation? Evidence from Antitakeover Legislation and Corporate Patenting

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1097–1131, JULIAN ATANASSOV

    Article first published online : 20 MAY 2013, DOI: 10.1111/jofi.12019