Switching to a poor business activity: optimal capital structure, agency costs and covenant rules Jean-Paul DécampsBertrand Djembissi Research Article 01 August 2006 Pages: 389 - 409
Industry and time specific deviations from fundamental values in a random coefficient model Leonardo BecchettiRoberto RocciGiovanni Trovato Research Article 15 July 2006 Pages: 257 - 276
Habit formation and the equity–premium puzzle: a skeptical view Stefano G. AthanasoulisOren Sussman Research Article 01 July 2006 Pages: 193 - 212
A Forecasting Model for Stock Market Diversity Francesco AudrinoRobert FernholzRoberto G. Ferretti Research Article 10 June 2006 Pages: 213 - 240
Endogenous Information Acquisition with Cournot Competition Martin Dierker Research Article 18 May 2006 Pages: 369 - 395
Common Shocks and Relative Compensation Michael MagillMartine Quinzii Research Article 11 May 2006 Pages: 407 - 420
Generalised Rational Bias in Financial Forecasts George A. Christodoulakis Research Article 04 May 2006 Pages: 397 - 405
Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model M. A. H. DempsterI. V. EvstigneevM. I. Taksar Research Article 22 April 2006 Pages: 327 - 355
New No-arbitrage Conditions and the Term Structure of Interest Rate Futures Kristian R. MiltersenJ. Aase NielsenKlaus Sandmann OriginalPaper 25 March 2006 Pages: 303 - 325
Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change Jörg R. OsterriederThorsten Rheinländer Research Article 09 March 2006 Pages: 287 - 301
Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia Min Fan Research Article 09 March 2006 Pages: 259 - 285
The Discounted Economic Stock of Money with VAR Forecasting William A. BarnettJohn W. KeatingUnja Chae Research Article 22 February 2006 Pages: 229 - 258
The Use of Debt to Prevent Short-Term Managerial Exploitation Anil AryaJonathan Glover Research Article 11 January 2006 Pages: 357 - 368
Consistency conditions for affine term structure models Sergei LevendorskiĬ OriginalPaper 04 January 2006 Pages: 207 - 224
Convertibility risk: the precautionary demand for foreign currency in a crisis Stanley W. BlackCharis ChristofidesAlex Mourmouras Research Article 24 December 2005 Pages: 141 - 165
A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets Xun LiZhenyu Wu Research Article 23 December 2005 Pages: 179 - 205
Do lack of transparency and enforcement undermine international risk-sharing? Elizabeth AsieduYi JinAnne P. Villamil Research Article 02 December 2005 Pages: 123 - 140
The modified mixture of distributions model: a revisit Wai Mun FongWing Keung Wong Research Article 19 November 2005 Pages: 167 - 178
The implied liquidity premium for equities Robert FernholzIoannis Karatzas Research Article 18 November 2005 Pages: 87 - 99
Stochastic equilibria for economies under uncertainty with intertemporal substitution V. Filipe Martins-da-RochaFrank Riedel Research Article 09 November 2005 Pages: 101 - 122
A Time Series Analysis of Financial Fragility in the UK Banking System Charles A. E. GoodhartPojanart SunirandDimitrios P. Tsomocos Research Article 09 November 2005 Pages: 1 - 21
Hedging decisions with price and output uncertainty Moawia Alghalith Finance Note 08 November 2005 Pages: 225 - 227
Stock options and capital structure Richard D. MacMinnFrank H. Page Jr. Research Article 08 November 2005 Pages: 39 - 50
Risk measure pricing and hedging in incomplete markets Mingxin Xu Research Article 18 October 2005 Pages: 51 - 71
A characterization of the distributions that imply existence of linear equilibria in the Kyle-model Georg NöldekeThomas Tröger Research Article 11 October 2005 Pages: 73 - 85
The non-neutrality of debt in investment timing: a new NPV rule Tarun Sabarwal OriginalPaper Pages: 433 - 445
Option pricing and Esscher transform under regime switching Robert J. ElliottLeunglung ChanTak Kuen Siu OriginalPaper Pages: 423 - 432
Informational asymmetries and a multiplier effect on price correlation and trading Marcelo Pinheiro OriginalPaper Pages: 395 - 421
Analyst estimation revision clusters and corporate events, Part II Mark BagnoliStanley LevineSusan G. Watts OriginalPaper Pages: 379 - 393
Race to the top or bottom? Corporate governance, freedom of reincorporation and competition in law Zsuzsanna FluckColin Mayer OriginalPaper Pages: 349 - 378
Should short-term speculators be taxed, or subsidised? Alexander Gümbel OriginalPaper Pages: 327 - 348
Completion time structures of stock price movements Asger LundeAllan Timmermann OriginalPaper Pages: 293 - 326
American options: the EPV pricing model Svetlana BoyarchenkoSergei Levendorskii OriginalPaper Pages: 267 - 292
Analyst estimation revision clusters and corporate events, Part I Mark BagnoliStanley LevineSusan G. Watts OriginalPaper Pages: 245 - 265
A risk assessment model for banks Charles A.E. GoodhartPojanart SunirandDimitrios P. Tsomocos OriginalPaper Pages: 197 - 224
The inescapable need for fractal tools in finance Benoit B. Mandelbrot OriginalPaper Pages: 193 - 195
Relative arbitrage in volatility-stabilized markets Robert FernholzIoannis Karatzas OriginalPaper Pages: 149 - 177
Determinants of stock market volatility and risk premia Mordecai KurzHehui JinMaurizio Motolese OriginalPaper Pages: 109 - 147
On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market Martin BarnerFrancesco FeriCharles R. Plott OriginalPaper Pages: 73 - 107
Shaking the tree: an agency-theoretic model of asset pricing Jamsheed ShorishStephen E. Spear OriginalPaper Pages: 51 - 72
Junior must pay: pricing the implicit put in privatizing Social Security G. M. ConstantinidesJ. B. DonaldsonR. Mehra OriginalPaper Pages: 1 - 34