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Arbitrage, Clientele Effects, and the Term Structure of Interest Rates
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- 06 April 2009, pp. 435-443
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Fundamentals, Factor Structure, and Multibeta Models in Large Asset Markets
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- 06 April 2009, pp. 1-10
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Currency Option Pricing with Stochastic Domestic and Foreign Interest Rates
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- 06 April 2009, pp. 139-151
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General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence
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- 06 April 2009, pp. 287-308
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The Accelerated Binomial Option Pricing Model
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- 06 April 2009, pp. 153-164
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Put-Call Parity and Expected Returns
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- 06 April 2009, pp. 445-457
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Equilibrium Factor Pricing with Heterogeneous Beliefs
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- 06 April 2009, pp. 11-22
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A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments
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- 06 April 2009, pp. 309-326
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Transaction Data Tests of S&P 100 Call Option Pricing
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- 06 April 2009, pp. 459-475
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Financial Signalling by Committing to Cash Outflows
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- 06 April 2009, pp. 165-180
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A Model of Capital Structure when Earnings Are Mean-Reverting
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- 06 April 2009, pp. 327-344
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Day-of-the-Week Effects in Financial Futures: An Analysis of GNMA, T-Bond, T-Note, and T-Bill Contracts
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- 06 April 2009, pp. 23-44
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Measuring Risk in Fixed Payment Securities: An Empirical Test of the Structured Full Rank Covariance Matrix
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- 06 April 2009, pp. 345-362
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Information Asymmetry and Equity Issues
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- 06 April 2009, pp. 181-199
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On the Computation of Continuous Time Option Prices Using Discrete Approximations
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- 06 April 2009, pp. 477-495
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The Ex-Dividend Behavior of Nonconvertible Preferred Stock Returns and Trading Volume
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- 06 April 2009, pp. 45-61
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The Call, Sinking Fund, and Term-To-Maturity Features of Corporate Bonds: An Empirical Investigation
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- 06 April 2009, pp. 201-222
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The Pricing of Exchange Rate Risk in the Stock Market
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- 06 April 2009, pp. 363-376
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Interest Rate Uncertainty and the Optimal Debt Maturity Structure
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- 06 April 2009, pp. 63-81
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An Empirical Examination of Models of Contract Choice in Initial Public Offerings
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- 06 April 2009, pp. 497-518
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