Content
1998, Volume 2, Issue 1
- 79-105 The Variance Gamma Process and Option Pricing
by Dilip B. Madan & Peter P. Carr & Eric C. Chang
1998, Volume 1, Issue 3
- 295-306 The Role of Learning in Dynamic Portfolio Decisions
by M. J. Brennan - 307-335 Periodic Information Asymmetry and Intraday Market Behaviour: An Empirical Analysis
by Antonio Scalia - 337-359 Intraday Lead-Lag Relationships Between the Futures-, Options and Stock Market
by Frank De Jong & Monique W. M. Donders - 361-387 Diversified Portfolios in Continuous Time
by Tomas Björk & Bertil Näslund
1997, Volume 1, Issue 2
- 139-163 Monitoring, Implicit Contracting, and the Lack of Permanence of Leveraged Buyouts
by Michel A. Habib - 165-168 Comment on ‘Monitoring, Implicit Contracting, and the Lack of Permanence of Leveraged Buyouts’
by Josef Zechner - 169-191 Matching Organizational Structure with Firm Attributes: A Study of Master Limited Partnerships
by Conrad S. Ciccotello & Chris J. Muscarella - 193-196 Comment on ‘Matching Organizational Structure with Firm Attributes: A study of Master Limited Partnerships’
by Claudio Loderer - 197-233 Corporate Restructuring in Response to Performance Decline: Impact of Ownership, Governance and Lenders
by Jim Lai & Sudi Sudarsanam - 235-237 Comment on ‘Corporate Restructuring in Response to Performance Decline: Impact of Ownership, Governance and Lenders’
by Colin Mayer - 239-259 Top Management Compensation and the Structure of the Board of Directors in Commercial Banks
by Lazarus Angbazo & Ranga Narayanan - 261-264 Comment on ‘Top Management Compensation and the Structure of the Board of Directors in Commercial Banks’
by Karin S. Thorburn - 265-287 Determinants of Intercorporate Shareholdings
by Øyvind Bøhren & Øyvind Norli - 289-293 Comment on ‘Determinants of Intercorporate Shareholdings’
by B. Espen Eckbo
1997, Volume 1, Issue 1
- 1-13 A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries
by Robert C. Merton - 15-30 Is Mean-Variance Analysis Vacuous: Or was Beta Still Born?
by Robert A. Jarrow & Dilip B. Madan - 31-49 Warrants on the London Stock Exchange: Pricing Biases and Investor Confusion
by Gordon Gemmill & Dylan Thomas - 51-80 The Effect of Illegal Insider Trading on Takeover Premia
by Lisa K. Meulbroek & Carolyn Hart - 81-104 Two Closed-Form Formulas for the Futures Price in the Presence of a Quality Option
by Avi Bick - 105-130 The Dynamics of Short-Term Interest Rate Volatility Reconsidered
by Kees G. Koedijk & François G. J. A. Nissen & Peter C. Schotman & Christian C. P. Wolff
0000, Volume 15, Issue 3
- 1-1 Editorial Statistics
by Marco Pagano & Josef Zechner
0000, Volume 15, Issue 2
- 1-1 Editorial Statistics
by Marco Pagano & Josef Zechner