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Results: 1-14 |
Results: 14
AN ANALYSIS OF BIDDING IN THE JAPANESE GOVERNMENT BOND AUCTIONS
Authors: HAMAO Y JEGADEESH N
Citation: Y. Hamao et N. Jegadeesh, AN ANALYSIS OF BIDDING IN THE JAPANESE GOVERNMENT BOND AUCTIONS, The Journal of finance, 53(2), 1998, pp. 755-772
THE BEHAVIOR OF INTEREST-RATES IMPLIED BY THE TERM STRUCTURE OF EURODOLLAR FUTURES
Authors: JEGADEESH N PENNACCHI GG
Citation: N. Jegadeesh et Gg. Pennacchi, THE BEHAVIOR OF INTEREST-RATES IMPLIED BY THE TERM STRUCTURE OF EURODOLLAR FUTURES, Journal of money, credit and banking, 28(3), 1996, pp. 426-446
MOMENTUM STRATEGIES
Authors: CHAN LKC JEGADEESH N LAKONISHOK J
Citation: Lkc. Chan et al., MOMENTUM STRATEGIES, The Journal of finance, 51(5), 1996, pp. 1681-1713
RELATIVE PRICING OF EURODOLLAR FUTURES AND FORWARD CONTRACTS
Authors: GRINBLATT M JEGADEESH N
Citation: M. Grinblatt et N. Jegadeesh, RELATIVE PRICING OF EURODOLLAR FUTURES AND FORWARD CONTRACTS, The Journal of finance, 51(4), 1996, pp. 1499-1522
SHORT-HORIZON RETURN REVERSALS AND THE BID-ASK SPREAD
Authors: JEGADEESH N TITMAN S
Citation: N. Jegadeesh et S. Titman, SHORT-HORIZON RETURN REVERSALS AND THE BID-ASK SPREAD, Journal of financial intermediation, 4(2), 1995, pp. 116-132
OVERREACTION, DELAYED-REACTION, AND CONTRARIAN PROFITS
Authors: JEGADEESH N TITMAN S
Citation: N. Jegadeesh et S. Titman, OVERREACTION, DELAYED-REACTION, AND CONTRARIAN PROFITS, The Review of financial studies, 8(4), 1995, pp. 973-993
EVALUATING THE PERFORMANCE OF VALUE VERSUS GLAMOUR STOCKS - THE IMPACT OF SELECTION BIAS
Authors: CHAN LKC JEGADEESH N LAKONISHOK J
Citation: Lkc. Chan et al., EVALUATING THE PERFORMANCE OF VALUE VERSUS GLAMOUR STOCKS - THE IMPACT OF SELECTION BIAS, Journal of financial economics, 38(3), 1995, pp. 269-296
PRE-TENDER OFFER SHARE ACQUISITION STRATEGY IN TAKEOVERS
Authors: CHOWDHRY B JEGADEESH N
Citation: B. Chowdhry et N. Jegadeesh, PRE-TENDER OFFER SHARE ACQUISITION STRATEGY IN TAKEOVERS, Journal of financial and quantitative analysis, 29(1), 1994, pp. 117-129
AN EMPIRICAL-ANALYSIS OF THE PRICING OF INTEREST-RATE CAPS
Authors: JEGADEESH N
Citation: N. Jegadeesh, AN EMPIRICAL-ANALYSIS OF THE PRICING OF INTEREST-RATE CAPS, The Journal of finance, 49(3), 1994, pp. 1076-1076
INVESTMENT ANALYSIS AND THE ADJUSTMENT OF STOCK-PRICES TO COMMON INFORMATION
Authors: BRENNAN MJ JEGADEESH N SWAMINATHAN B
Citation: Mj. Brennan et al., INVESTMENT ANALYSIS AND THE ADJUSTMENT OF STOCK-PRICES TO COMMON INFORMATION, The Review of financial studies, 6(4), 1993, pp. 799-824
AN EMPIRICAL-INVESTIGATION OF IPO RETURNS AND SUBSEQUENT EQUITY OFFERINGS
Authors: JEGADEESH N WEINSTEIN M WELCH I
Citation: N. Jegadeesh et al., AN EMPIRICAL-INVESTIGATION OF IPO RETURNS AND SUBSEQUENT EQUITY OFFERINGS, Journal of financial economics, 34(2), 1993, pp. 153-175
TREASURY AUCTION BIDS AND THE SALOMON SQUEEZE
Authors: JEGADEESH N
Citation: N. Jegadeesh, TREASURY AUCTION BIDS AND THE SALOMON SQUEEZE, The Journal of finance, 48(4), 1993, pp. 1403-1419
OVERREACTION, DELAYED-REACTION, AND CONTRARIAN PROFITS
Authors: JEGADEESH N TITMAN S
Citation: N. Jegadeesh et S. Titman, OVERREACTION, DELAYED-REACTION, AND CONTRARIAN PROFITS, The Journal of finance, 48(3), 1993, pp. 1096-1096
LIQUIDITY EFFECTS OF THE INTRODUCTION OF THE S-AND-P 500 INDEX FUTURES CONTRACT ON THE UNDERLYING STOCKS
Authors: JEGADEESH N SUBRAHMANYAM A
Citation: N. Jegadeesh et A. Subrahmanyam, LIQUIDITY EFFECTS OF THE INTRODUCTION OF THE S-AND-P 500 INDEX FUTURES CONTRACT ON THE UNDERLYING STOCKS, The Journal of business, 66(2), 1993, pp. 171-187
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