Research Article
Information Asymmetry and the Sinking Fund Provision
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- 06 April 2009, pp. 399-416
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Warrant Pricing: Jump-Diffusion vs. Black-Scholes
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- 06 April 2009, pp. 255-272
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The Risk and Required Return of Common Stock following Major Price Innovations
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- 06 April 2009, pp. 101-116
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Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures
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- 06 April 2009, pp. 535-551
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Optimal Replication of Options with Transactions Costs and Trading Restrictions
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- 06 April 2009, pp. 117-138
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Time Varying Volatilities and Calculation of the Weighted Implied Standard Deviation
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- 06 April 2009, pp. 417-430
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The “Dartboard” Column: Second-Hand Information and Price Pressure
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- 06 April 2009, pp. 273-284
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Changes in Organizational Structure and Shareholder Wealth: The Case of Limited Partnerships
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- 06 April 2009, pp. 553-564
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Bond and Stock Market Response to Unexpected Earnings Announcements
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- 06 April 2009, pp. 565-577
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The Relation between Aggregate Insider Transactions and Stock Market Returns
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- 06 April 2009, pp. 431-437
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Product Risk, Asymmetric Information, and Trade Credit
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- 06 April 2009, pp. 285-300
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Optimality of Spin-Offs and Allocation of Debt
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- 06 April 2009, pp. 139-160
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Negative Moments, Risk Aversion, and Stochastic Dominance
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- 06 April 2009, pp. 301-311
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Front matter
JFQ volume 28 issue 1 Cover and Front matter
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- 06 April 2009, pp. f1-f4
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Research Article
A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation
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- 06 April 2009, pp. 579-594
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Front matter
JFQ volume 28 issue 3 Cover and Front matter
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- 06 April 2009, pp. f1-f4
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Back matter
JFQ volume 28 issue 3 Back matter
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- 06 April 2009, pp. b1-b3
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Front matter
JFQ volume 28 issue 4 Cover and Front matter
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- 06 April 2009, pp. f1-f7
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JFQ volume 28 issue 2 Cover and Front matter
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- 06 April 2009, pp. f1-f4
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Back matter
JFQ volume 28 issue 1 Back matter
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- Published online by Cambridge University Press:
- 06 April 2009, pp. b1-b3
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