Works matching IS 00221082 AND DT 1999 AND VI 54 AND IP 1

Results: 16

The Complete Finance Companion: The Latest in Financial Principles and Practices from the World's Best Finance Schools.

Published in:

1999

By:

Barry, Christopher B.

Publication type:

Book Review

Emerging Markets: Research, Strategies and Benchmarks/ Emerging Markets Portfolios: Diversification and Hedging Strategies.

Published in:

1999

By:

Hargis, Kent

Publication type:

Book Review

Determinants of the Consumer Bankruptcy Decision.

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 1, p. 403, doi. 10.1111/0022-1082.00110

By:

Domowitz, Ian;
Sartain, Robert I.

Publication type:

Article

Pricing Options under Generalized GARCH and Stochastic Volatility Process.

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 1, p. 377, doi. 10.1111/0022-1082.00109

By:

Ritchken, Peter;
Trevor, Rob

Publication type:

Article

Optimal Risk Management Using Options.

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 1, p. 359, doi. 10.1111/0022-1082.00108

By:

Dong-Hyun Ahn;
Boudoukh, Jacob;
Richardson, Matthew;
Whitelaw, Robert F.

Publication type:

Article

How Long Do Junk Bonds Spend in Default?

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 1, p. 341, doi. 10.1111/0022-1082.00107

By:

Helwege, Jean

Publication type:

Article

Banks and Corporate Control in Japan.

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 1, p. 319, doi. 10.1111/0022-1082.00106

By:

Morck, Randall;
Nakamura, Masao

Publication type:

Article

Are Tax Effects Important in the Long-Run Fisher Relationship? Evidence from the Municipal Bond Market.

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 1, p. 307, doi. 10.1111/0022-1082.00105

By:

Crowder, William J.;
Wohar, Mark E.

Publication type:

Article

An Empirical Comparison of Forward-Rate and Spot-Rate Models for Valuing Interest-Rate Options.

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 1, p. 269, doi. 10.1111/0022-1082.00104

By:

Buhler, Wolfgang;
Uhrig-Homburg, Marliese;
Walter, Ulrich;
Weber, Thomas

Publication type:

Article

Herding among Investment Newsletters: Theory and Evidence.

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 1, p. 237, doi. 10.1111/0022-1082.00103

By:

Graham, John R.

Publication type:

Article

Two-Pass Tests of Asset Pricing Models with Useless Factors.

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 1, p. 203, doi. 10.1111/0022-1082.00102

By:

Kan, Raymond;
Chu Zhang

Publication type:

Article

Improved Methods for Tests of Long-Run Abnormal Stock Returns.

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 1, p. 165, doi. 10.1111/0022-1082.00101

By:

Lyon, John D.;
Barber, Brad M.;
Tsai, Chih-Ling

Publication type:

Article

Incomplete Markets and Security Prices: Do Asset-Pricing Puzzles Result from Aggregation Problems?

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 1, p. 123, doi. 10.1111/0022-1082.00100

By:

Jacobs, Kris

Publication type:

Article

Costs of Equity Capital and Model Mispricing.

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 1, p. 67

By:

Pastor, Lubos;
Stambaugh, Robert F.

Publication type:

Article

Payments for Order Flow on Nasdaq.

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 1, p. 35, doi. 10.1111/0022-1082.00098

By:

Kandel, Eugene;
Marx, Leslie M.

Publication type:

Article

Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks.

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 1, p. 1, doi. 10.1111/0022-1082.00097

By:

Barclay, Michael J.;
Christie, William G.;
Harris, Jeffrey H.;
Kandel, Eugene;
Schultz, Paul H.

Publication type:

Article