Volume 71; Issue 1

Journal of Financial Economics

Volume 71; Issue 1
1

Time-changed Lévy processes and option pricing

Peter Carr, Liuren Wu
Journal:
Journal of Financial Economics
Year:
2004
Language:
english
File:
PDF, 288 KB
english, 2004
2

The basis risk of catastrophic-loss index securities

J.David Cummins, David Lalonde, Richard D. Phillips
Journal:
Journal of Financial Economics
Year:
2004
Language:
english
File:
PDF, 292 KB
english, 2004
3

The impact of stock market information production on internal resource allocation

Eitan Goldman
Journal:
Journal of Financial Economics
Year:
2004
Language:
english
File:
PDF, 238 KB
english, 2004
4

Tax-loss trading and wash sales

Mark Grinblatt, Matti Keloharju
Journal:
Journal of Financial Economics
Year:
2004
Language:
english
File:
PDF, 305 KB
english, 2004
7

Is the IPO pricing process efficient?

Michelle Lowry, G.William Schwert
Journal:
Journal of Financial Economics
Year:
2004
Language:
english
File:
PDF, 219 KB
english, 2004
8

Editorial Board

Journal:
Journal of Financial Economics
Year:
2004
Language:
english
File:
PDF, 146 KB
english, 2004