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Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information
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- 06 April 2009, pp. 499-518
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Behavioral Capital Asset Pricing Theory
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- 06 April 2009, pp. 323-349
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Investment Opportunities and the Market Reaction to Equity Offerings
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- 06 April 2009, pp. 159-177
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Insider Trading and the Managerial Choice among Risky Projects
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- 06 April 2009, pp. 1-14
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Econometrics of Financial Models and Market Microstructure Effects
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- 06 April 2009, pp. 519-540
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Corporate Financing Decisions and Anonymous Trading
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- 06 April 2009, pp. 351-377
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Optimal Maturity Structure with Multiple Debt Claims
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- 06 April 2009, pp. 179-197
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Tests of Conditional Asset Pricing with Time-Varying Moments and Risk Prices
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- 06 April 2009, pp. 15-29
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Analysis of the Term Structure of Implied Volatilities
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- 06 April 2009, pp. 31-56
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Leverage Constraints and the Optimal Hedging of Stock and Bond Options
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- 06 April 2009, pp. 199-222
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Mergers as a Means of Restructuring Distressed Firms: An Empirical Investigation
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- 06 April 2009, pp. 541-565
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Bubbles, Stock Returns, and Duration Dependence
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- 06 April 2009, pp. 379-401
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The Information Content of Dividend Changes: Cash Flow Signaling, Overinvestment, and Dividend Clienteles
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- 06 April 2009, pp. 567-587
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Liquidity, Taxes, and Short-Term Treasury Yields
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- 06 April 2009, pp. 403-417
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Securities Markets, Diffusion State Processes, and Arbitrage-Free Shadow Prices
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- 06 April 2009, pp. 223-239
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The Term Structure of Volatility Implied by Foreign Exchange Options
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- 06 April 2009, pp. 57-74
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Foreign Exchange Forward and Futures Prices: Are They Equal?
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- 06 April 2009, pp. 75-87
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A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques
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- 06 April 2009, pp. 419-444
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Stochastic Volatility Option Pricing
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- 06 April 2009, pp. 589-607
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Derivative Security Markets, Market Manipulation, and Option Pricing Theory
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- 06 April 2009, pp. 241-261
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