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Results: 1-25/195
Authors:
PRITSKER M
Citation: M. Pritsker, NONPARAMETRIC DENSITY-ESTIMATION AND TESTS OF CONTINUOUS-TIME INTEREST-RATE MODELS, The Review of financial studies, 11(3), 1998, pp. 449-487
Authors:
CONRAD J
KAUL G
Citation: J. Conrad et G. Kaul, AN ANATOMY OF TRADING STRATEGIES, The Review of financial studies, 11(3), 1998, pp. 489-519
Authors:
OROSEL GO
Citation: Go. Orosel, PARTICIPATION COSTS, TREND CHASING, AND VOLATILITY OF STOCK-PRICES, The Review of financial studies, 11(3), 1998, pp. 521-557
Authors:
KHANNA N
Citation: N. Khanna, OPTIMAL CONTRACTING WITH MORAL HAZARD AND CASCADING, The Review of financial studies, 11(3), 1998, pp. 559-596
Authors:
CARR P
Citation: P. Carr, RANDOMIZATION AND THE AMERICAN PUT, The Review of financial studies, 11(3), 1998, pp. 597-626
Authors:
JU NJ
Citation: Nj. Ju, PRICING AN AMERICAN OPTION BY APPROXIMATING ITS EARLY EXERCISE BOUNDARY AS A MULTIPIECE EXPONENTIAL FUNCTION, The Review of financial studies, 11(3), 1998, pp. 627-646
Authors:
LUO GY
Citation: Gy. Luo, MARKET-EFFICIENCY AND NATURAL-SELECTION IN A COMMODITY FUTURES MARKET, The Review of financial studies, 11(3), 1998, pp. 647-674
Authors:
LEROY SF
Citation: Sf. Leroy, MARKET-EFFICIENCY - STOCK-MARKET BEHAVIOR IN THEORY AND PRACTICE - LO,AW, The Review of financial studies, 11(3), 1998, pp. 675-678
Authors:
WILLIAMS JT
Citation: Jt. Williams, AGENCY AND BROKERAGE OF REAL ASSETS IN COMPETITIVE-EQUILIBRIUM, The Review of financial studies, 11(2), 1998, pp. 239-280
Authors:
CHALMERS JMR
Citation: Jmr. Chalmers, DEFAULT RISK CANNOT EXPLAIN THE MUNI PUZZLE - EVIDENCE FROM MUNICIPALBONDS THAT ARE SECURED BY US TREASURY OBLIGATIONS, The Review of financial studies, 11(2), 1998, pp. 281-308
Authors:
BASAK S
CUOCO D
Citation: S. Basak et D. Cuoco, AN EQUILIBRIUM-MODEL WITH RESTRICTED STOCK-MARKET PARTICIPATION, The Review of financial studies, 11(2), 1998, pp. 309-341
Authors:
KIRBY C
Citation: C. Kirby, THE RESTRICTIONS ON PREDICTABILITY IMPLIED BY RATIONAL ASSET PRICING-MODELS, The Review of financial studies, 11(2), 1998, pp. 343-382
Authors:
FLUCK Z
Citation: Z. Fluck, OPTIMAL FINANCIAL CONTRACTING - DEBT VERSUS OUTSIDE EQUITY, The Review of financial studies, 11(2), 1998, pp. 383-418
Authors:
SPIEGEL M
Citation: M. Spiegel, STOCK-PRICE VOLATILITY IN A MULTIPLE SECURITY OVERLAPPING GENERATIONSMODEL, The Review of financial studies, 11(2), 1998, pp. 419-447
Authors:
VAYANOS D
Citation: D. Vayanos, TRANSACTION COSTS AND ASSET PRICES - A DYNAMIC EQUILIBRIUM-MODEL, The Review of financial studies, 11(1), 1998, pp. 1-58
Authors:
BROADIE M
CVITANIC J
SONER HM
Citation: M. Broadie et al., OPTIMAL REPLICATION OF CONTINGENT CLAIMS UNDER PORTFOLIO CONSTRAINTS, The Review of financial studies, 11(1), 1998, pp. 59-79
Authors:
ANSHUMAN VR
KALAY A
Citation: Vr. Anshuman et A. Kalay, MARKET MAKING WITH DISCRETE PRICES, The Review of financial studies, 11(1), 1998, pp. 81-109
Authors:
CHRISTOPHERSON JA
FERSON WE
GLASSMAN DA
Citation: Ja. Christopherson et al., CONDITIONING MANAGER ALPHAS ON ECONOMIC INFORMATION - ANOTHER LOOK ATTHE PERSISTENCE OF PERFORMANCE, The Review of financial studies, 11(1), 1998, pp. 111-142
Authors:
KOSKI JL
Citation: Jl. Koski, MEASUREMENT EFFECTS AND THE VARIANCE OF RETURNS AFTER STOCK SPLITS AND STOCK DIVIDENDS, The Review of financial studies, 11(1), 1998, pp. 143-162
Authors:
REPULLO R
SUAREZ J
Citation: R. Repullo et J. Suarez, MONITORING, LIQUIDATION, AND SECURITY DESIGN, The Review of financial studies, 11(1), 1998, pp. 163-187
Authors:
CADSBY CB
FRANK M
MAKSIMOVIC V
Citation: Cb. Cadsby et al., EQUILIBRIUM DOMINANCE IN EXPERIMENTAL FINANCIAL-MARKETS, The Review of financial studies, 11(1), 1998, pp. 189-232
Authors:
TISO M
Citation: M. Tiso, THE ECONOMETRICS OF FINANCIAL-MARKETS - CAMPBELL,JY, LO,AW, MACKINLAY,AC, The Review of financial studies, 11(1), 1998, pp. 233-238
Authors:
BIAIS B
GOLLIER C
Citation: B. Biais et C. Gollier, TRADE CREDIT AND CREDIT RATIONING, The Review of financial studies, 10(4), 1997, pp. 903-937
Authors:
PERSONS JC
WARTHER VA
Citation: Jc. Persons et Va. Warther, BOOM AND BUST PATTERNS IN THE ADOPTION OF FINANCIAL INNOVATIONS, The Review of financial studies, 10(4), 1997, pp. 939-967
Authors:
BATTALIO R
GREENE J
JENNINGS R
Citation: R. Battalio et al., DO COMPETING SPECIALISTS AND PREFERENCING DEALERS AFFECT MARKET QUALITY, The Review of financial studies, 10(4), 1997, pp. 969-993