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Results: 51-75/1456
Authors:
Grinblatt, Mark
Johnson, Herb
Citation: . Grinblatt, Mark et . Johnson, Herb, A put option paradox, Journal of financial and quantitative analysis , 23(1), 1988, pp. 23-26
Authors:
Joy, O. Maurice
Porter, R. Burr
Citation: Joy, O. Maurice et . Porter, R. Burr, Stochastic dominance and mutual fund performance, Journal of financial and quantitative analysis , 9(1), 1974, pp. 25-31
Authors:
White, R. W.
Lusztig, P. A.
Citation: . White, R. W. et . Lusztig, P. A., The price effects of rights offerings, Journal of financial and quantitative analysis , 15(1), 1980, pp. 25-40
Authors:
Lewis, Craig M.
Citation: . Lewis, Craig M., A multiperiod theory of corporate financial policy under taxation, Journal of financial and quantitative analysis , 25(1), 1990, pp. 25-43
Authors:
Saunders, Robert J.
Citation: . Saunders, Robert J., On the Interpretation of models explaining cross sectional differences among commercial banks, Journal of financial and quantitative analysis , 4(1), 1969, pp. 25-35
Authors:
Cao, Charles
Field, Laura Casares
Hanka, Gordon
Citation: . Cao, Charles et al., Does insider trading impair market liquidity? Evidence from ipo lockup expirations, Journal of financial and quantitative analysis , 39(1), 2004, pp. 25-46
Authors:
Haugen, Robert A.
Senbet, Lemma W.
Citation: . Haugen, Robert A. et . Senbet, Lemma W., Bankruptcy and agency costs: their significance to the theory of optimal capital structure, Journal of financial and quantitative analysis , 23(1), 1988, pp. 27-38
Authors:
Alexander, Gordon J.
Benson, P. George
Citation: . Alexander, Gordon J. et . Benson, P. George, More on beta as a random coefficient, Journal of financial and quantitative analysis , 17(1), 1982, pp. 27-36
Authors:
Malatesta, Paul H.
Citation: . Malatesta, Paul H., Measuring abnormal performance: the event parameter approach using joint generalized least squares, Journal of financial and quantitative analysis , 21(1), 1986, pp. 27-38
Authors:
John, Kose
Citation: . John, Kose, Market resolution and valuation in incomplete markets, Journal of financial and quantitative analysis , 19(1), 1984, pp. 29-44
Authors:
Ritter, Jay R.
Warr, Richard S.
Citation: . Ritter, Jay R. et . Warr, Richard S., The decline of inflation and the bull market of 1982-1999, Journal of financial and quantitative analysis , 37(1), 2002, pp. 29-61
Authors:
Jaffe, Jeffrey F.
Citation: . Jaffe, Jeffrey F., Inflation, the interest rate, and the required return on equity, Journal of financial and quantitative analysis , 20(1), 1985, pp. 29-44
Authors:
Harris, Lawrence
Citation: . Harris, Lawrence, A day-end transaction price anomaly, Journal of financial and quantitative analysis , 24(1), 1989, pp. 29-45
Authors:
Finnerty, Joseph E.
Citation: . Finnerty, Joseph E., The chicago board options exchange and market efficiency, Journal of financial and quantitative analysis , 13(1), 1978, pp. 29-38
Authors:
Lewellen, Wilbur G.
Lease, Ronald C.
Schlarbaum, Gary G.
Citation: . Lewellen, Wilbur G. et al., Investment performance and investor behavior, Journal of financial and quantitative analysis , 14(1), 1979, pp. 29-57
Authors:
Cohen, Jacob
Citation: Cohen, Jacob, Federal reserve margin requirements and the stock market, Journal of financial and quantitative analysis , 1(3), 1966, pp. 30-54
Authors:
Preston, Martin
Citation: Preston, Martin, Affluence and high household liquidity: problems and opportunities, Journal of financial and quantitative analysis , 1(1), 1966, pp. 30-53
Authors:
Meier, Robert C.
Citation: . Meier, Robert C., The application of optimum-seeking techniques to simulation studies: a preliminary evaluation, Journal of financial and quantitative analysis , 2(1), 1967, pp. 31-51
Authors:
Kryzanowski, Lawrence
To, Minh Chau
Citation: . Kryzanowski, Lawrence et . To, Minh Chau, General factor models and the structure of security returns, Journal of financial and quantitative analysis , 18(1), 1983, pp. 31-52
Authors:
Jennings, Edward H.
Citation: . Jennings, Edward H., An estimate of convertible bond premiums, Journal of financial and quantitative analysis , 9(1), 1974, pp. 33-56
Authors:
Larcker, David F.
Citation: . Larcker, David F., Short-term compensation contracts and executive expenditure decisions: the case of commercial banks, Journal of financial and quantitative analysis , 22(1), 1987, pp. 33-50
Authors:
Tinsley, P. A.
Citation: . Tinsley, P. A., Capital structure, precautionary balances, and valuation of the firm: the problem of financial risk, Journal of financial and quantitative analysis , 5(1), 1970, pp. 33-62
Authors:
Altman, Edward I.
Brenner, Menachem
Citation: . Altman, Edward I. et . Brenner, Menachem, Information effects and stock market response to signs of firm deterioration, Journal of financial and quantitative analysis , 16(1), 1981, pp. 35-51
Authors:
Levy, Robert A.
Citation: . Levy, Robert A., Measurement of investment performance, Journal of financial and quantitative analysis , 3(1), 1968, pp. 35-57
Authors:
Schink, William A.
Chiu, John S. Y.
Citation: . Schink, William A. et . Chiu, John S. Y., A simulation study of effects of multicollinearity and autocorrelation on estimates of parameters, Journal of financial and quantitative analysis , 1(2), 1966, pp. 36-67