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There are 12810 results for: content related to: Speculative Overpricing in Asset Markets With Information Flows

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    Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1903–1948, ROBERT F. STAMBAUGH, JIANFENG YU and YU YUAN

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12286

  2. Reverse convertible bonds analyzed

    Journal of Futures Markets

    Volume 29, Issue 10, October 2009, Pages: 895–919, Marta Szymanowska, Jenke Ter Horst and Chris Veld

    Version of Record online : 27 JUL 2009, DOI: 10.1002/fut.20397

  3. Short Sale Constraints and Dispersion of Opinion: Evidence from the Indian Equity Market

    Financial Review

    Volume 47, Issue 1, February 2012, Pages: 115–143, Christos I. Giannikos and Eleni Gousgounis

    Version of Record online : 4 JAN 2012, DOI: 10.1111/j.1540-6288.2011.00323.x

  4. Should Central Banks Burst Bubbles? Some Microeconomic Issues

    The Economic Journal

    Volume 125, Issue 582, February 2015, Pages: 141–161, John R. Conlon

    Version of Record online : 1 SEP 2014, DOI: 10.1111/ecoj.12154

  5. Disentangling Psychological Sources of Overpricing in Anticommons Dilemmas: Strategic Incentives, Endowment Effects, and Interdependence of Outcomes

    Journal of Behavioral Decision Making

    Volume 28, Issue 3, July 2015, Pages: 224–238, Andreas Glöckner, Stephan Tontrup and Stefan Bechtold

    Version of Record online : 27 SEP 2014, DOI: 10.1002/bdm.1839

  6. Are Derivative Warrants Overpriced?

    Journal of Futures Markets

    Volume 32, Issue 12, December 2012, Pages: 1144–1170, Joseph K. W. Fung and Ted Z. X. Zeng

    Version of Record online : 16 AUG 2012, DOI: 10.1002/fut.21578

  7. THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS

    Mathematical Finance

    Volume 25, Issue 2, April 2015, Pages: 311–338, Robert Jarrow, Philip Protter and Sergio Pulido

    Version of Record online : 2 NOV 2012, DOI: 10.1111/mafi.12013

  8. Does Accounting Conservatism Reduce Overpricing Caused by Short Sales Constraints?

    Contemporary Accounting Research

    Accepted manuscript online: 16 DEC 2017, Christina Mashruwala and Shamin Mashruwala

    DOI: 10.1111/1911-3846.12390

  9. Empirical Tests of the Pricing of Nikkei Put Warrants

    Financial Review

    Volume 30, Issue 2, May 1995, Pages: 211–241, Jason Z. Wei

    Version of Record online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1995.tb00831.x

  10. TRANSFER-PRICING BY MULTINATIONAL MANUFACTURING FIRMS

    Oxford Bulletin of Economics and Statistics

    Volume 35, Issue 3, August 1973, Pages: 173–195, SANJAYA LALL

    Version of Record online : 1 MAY 2009, DOI: 10.1111/j.1468-0084.1973.mp35003001.x

  11. Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix

    Econometrica

    Volume 81, Issue 5, September 2013, Pages: 1805–1849, Ulrich K. Müller

    Version of Record online : 18 SEP 2013, DOI: 10.3982/ECTA9097

  12. EVALUATING THE CONCESSIONALITY OF TIED AID

    The Manchester School

    Volume 64, Issue 2, June 1996, Pages: 208–226, OLIVER MORRISSEY and HOWARD WHITE

    Version of Record online : 21 APR 2008, DOI: 10.1111/j.1467-9957.1996.tb00481.x

  13. Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models

    Econometrica

    Volume 80, Issue 2, March 2012, Pages: 821–861, Christian Francq and Jean-Michel Zakoïan

    Version of Record online : 16 MAR 2012, DOI: 10.3982/ECTA9405

  14. Technology search investments: evolutionary, option reasoning, and option pricing approaches

    Strategic Management Journal

    Volume 25, Issue 5, May 2004, Pages: 473–485, Kent D. Miller and Andaç T. Arikan

    Version of Record online : 25 MAR 2004, DOI: 10.1002/smj.392

  15. A Spectrum of Weighted Compromise Aggregation Operators: A Generalization of Weighted Uninorm Operator

    International Journal of Intelligent Systems

    Volume 30, Issue 12, December 2015, Pages: 1185–1226, Xudong Luo, Qiaoting Zhong and Ho-fung Leung

    Version of Record online : 22 MAY 2015, DOI: 10.1002/int.21742

  16. An empirical analysis of arbitrage opportunities in the treasury bill futures market

    Journal of Futures Markets

    Volume 5, Issue 3, Autumn (Fall) 1985, Pages: 407–424, Shantaram P. Hegde and Ben Branch

    Version of Record online : 4 OCT 2006, DOI: 10.1002/fut.3990050310

  17. Early unwindings and rollovers of stock index futures arbitrage programs: Analysis and implications for predicting expiration day effects

    Journal of Futures Markets

    Volume 9, Issue 2, April 1989, Pages: 101–111, John J. Merrick Jr.

    Version of Record online : 25 AUG 2006, DOI: 10.1002/fut.3990090203

  18. Strategic Supply Function Competition With Private Information

    Econometrica

    Volume 79, Issue 6, November 2011, Pages: 1919–1966, Xavier Vives

    Version of Record online : 22 NOV 2011, DOI: 10.3982/ECTA8126

  19. Hedging mispriced options

    Journal of Futures Markets

    Volume 7, Issue 2, April 1987, Pages: 147–156, Avner Wolf, Mark Castelino and Jack Clark Francis

    Version of Record online : 18 SEP 2006, DOI: 10.1002/fut.3990070205

  20. CHANGING VOLATILITY AND THE PRICING OF OPTIONS ON STOCK INDEX FUTURES

    Journal of Financial Research

    Volume 8, Issue 4, Winter 1985, Pages: 265–274, Hun Y. Park and R. Stephen Sears

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1985.tb00411.x