string(236) "select * FROM articoli_opac WHERE fonte <> 'ISI' AND fonte='ICR' AND fasc_anno_pubbl='1992' AND fasc_issn='00221082' order by level desc, fasc_key desc, NULLIF(regexp_replace(pagina_ini, E'\\D', '', 'g'), '')::int asc offset 0 limit 25" ACNP - Italian Periodicals Catalogue
Results: 1-25 | 26-50 | 51-75 | 76-89    

Articles table of contents

Results : 1-25/89
An Empirical Analysis of Illegal Insider Trading
Authors: LISA K. MEULBROEK
Journal: The Journal of finance
Citation: LISA K. MEULBROEK, An Empirical Analysis of Illegal Insider Trading, The Journal of finance, 47(05), 1992, pp. 1661
Stock Returns, Real Activity, and the Trust Question
Authors: GEORGE BITTLINGMAYER
Journal: The Journal of finance
Citation: GEORGE BITTLINGMAYER, Stock Returns, Real Activity, and the Trust Question, The Journal of finance, 47(05), 1992, pp. 1701
Simple Technical Trading Rules and the Stochastic Properties of StockReturns
Authors: WILLIAM BROCK JOSEF LAKONISHOK BLAKE LEBARON
Journal: The Journal of finance
Citation: WILLIAM BROCK et al., Simple Technical Trading Rules and the Stochastic Properties of StockReturns, The Journal of finance, 47(05), 1992, pp. 1731
Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close
Authors: MASON S. GERETY J. HAROLD MULHERIN
Journal: The Journal of finance
Citation: MASON S. GERETY et J. HAROLD MULHERIN, Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close, The Journal of finance, 47(05), 1992, pp. 1765
When Will Mean-Variance Efficient Portfolios Be Well Diversified?
Authors: RICHARD C. GREEN BURTON HOLLIFIELD
Journal: The Journal of finance
Citation: RICHARD C. GREEN et BURTON HOLLIFIELD, When Will Mean-Variance Efficient Portfolios Be Well Diversified?, The Journal of finance, 47(05), 1992, pp. 1785
Reputation and Performance Among Security Analysts
Authors: SCOTT E. STICKEL
Journal: The Journal of finance
Citation: SCOTT E. STICKEL, Reputation and Performance Among Security Analysts, The Journal of finance, 47(05), 1992, pp. 1811
Dividends and Losses
Authors: HARRY DEANGELO LINDA DEANGELO DOUGLAS J. SKINNER
Journal: The Journal of finance
Citation: HARRY DEANGELO et al., Dividends and Losses, The Journal of finance, 47(05), 1992, pp. 1837
Relationship-Specific Assets and the Pricing of Underwriter Services
Authors: CHRISTOPHER JAMES
Journal: The Journal of finance
Citation: CHRISTOPHER JAMES, Relationship-Specific Assets and the Pricing of Underwriter Services, The Journal of finance, 47(05), 1992, pp. 1865
Measuring the Agency Cost of Debt
Authors: ANTONIO S. MELLO JOHN E. PARSONS
Journal: The Journal of finance
Citation: ANTONIO S. MELLO et JOHN E. PARSONS, Measuring the Agency Cost of Debt, The Journal of finance, 47(05), 1992, pp. 1887
Insider Trading in Financial Signaling Models
Authors: MARK BAGNOLI NAVEEN KHANNA
Journal: The Journal of finance
Citation: MARK BAGNOLI et NAVEEN KHANNA, Insider Trading in Financial Signaling Models, The Journal of finance, 47(05), 1992, pp. 1905
The Intra-Industry Transfer of Information Inferred from Announcements of Corporate Security Offerings
Authors: SAMUEL H. SZEWCZYK
Journal: The Journal of finance
Citation: SAMUEL H. SZEWCZYK, The Intra-Industry Transfer of Information Inferred from Announcements of Corporate Security Offerings, The Journal of finance, 47(05), 1992, pp. 1935
Managers' Trading Around Stock Repurchases
Authors: D. SCOTT LEE WAYNE H. MIKKELSON M. MEGAN PARTCH
Journal: The Journal of finance
Citation: D. SCOTT LEE et al., Managers' Trading Around Stock Repurchases, The Journal of finance, 47(05), 1992, pp. 1947
One-Time Cash Flow Announcements and Free Cash-Flow Theory: Share Repurchases and Special Dividends
Authors: KEITH M. HOWE Jia He G. Wenchi Kao
Journal: The Journal of finance
Citation: KEITH M. HOWE et al., One-Time Cash Flow Announcements and Free Cash-Flow Theory: Share Repurchases and Special Dividends, The Journal of finance, 47(05), 1992, pp. 1963
The Persistence of Mutual Fund Performance
Authors: MARK GRINBLATT SHERIDAN TITMAN
Journal: The Journal of finance
Citation: MARK GRINBLATT et SHERIDAN TITMAN, The Persistence of Mutual Fund Performance, The Journal of finance, 47(05), 1992, pp. 1977
Stock Price Dynamics and Firm SiZe: An Empirical Investigation
Authors: YIN-WONG CHEUNG LILIAN K. NG
Journal: The Journal of finance
Citation: YIN-WONG CHEUNG et LILIAN K. NG, Stock Price Dynamics and Firm SiZe: An Empirical Investigation, The Journal of finance, 47(05), 1992, pp. 1985
Seasonalities in NYSE Bid-Ask Spreads and Stock Returns in January
Authors: ROBERT A. CLARK JOHN J. MCCONNELL MANOJ SINGH
Journal: The Journal of finance
Citation: ROBERT A. CLARK et al., Seasonalities in NYSE Bid-Ask Spreads and Stock Returns in January, The Journal of finance, 47(05), 1992, pp. 1999
Futures-Trading Activity and Stock Price Volatility
Authors: HENDRIK BESSEMBINDER PAUL J. SEGUIN
Journal: The Journal of finance
Citation: HENDRIK BESSEMBINDER et PAUL J. SEGUIN, Futures-Trading Activity and Stock Price Volatility, The Journal of finance, 47(05), 1992, pp. 2015
Additional Evidence on Integration in the Canadian Stock Market
Authors: USHA R. MITTOO
Journal: The Journal of finance
Citation: USHA R. MITTOO, Additional Evidence on Integration in the Canadian Stock Market, The Journal of finance, 47(05), 1992, pp. 2035
More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm-Specific Variables for Cross- Sectional Studies
Authors: RAMESH CHANDRA BALA V. BALACHANDRAN
Journal: The Journal of finance
Citation: RAMESH CHANDRA et BALA V. BALACHANDRAN, More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm-Specific Variables for Cross- Sectional Studies, The Journal of finance, 47(05), 1992, pp. 2055
Interest Rate Volatility and the Term Structure: A Two-Factor GeneralEquilibrium Model
Authors: FRANCIS A. LONGSTAFF EDUARDO S. SCHWARTZ
Journal: The Journal of finance
Citation: FRANCIS A. LONGSTAFF et EDUARDO S. SCHWARTZ, Interest Rate Volatility and the Term Structure: A Two-Factor GeneralEquilibrium Model, The Journal of finance, 47(04), 1992, pp. 1259
Arbitrage with Holding Costs: A Utility-Based Approach
Authors: BRUCE TUCKMAN JEAN-LUC VILA
Journal: The Journal of finance
Citation: BRUCE TUCKMAN et JEAN-LUC VILA, Arbitrage with Holding Costs: A Utility-Based Approach, The Journal of finance, 47(04), 1992, pp. 1283
Reference Variables, Factor Structure, and the Approximate Multibeta Rapresentation
Authors: HAIM REISMAN
Journal: The Journal of finance
Citation: HAIM REISMAN, Reference Variables, Factor Structure, and the Approximate Multibeta Rapresentation, The Journal of finance, 47(04), 1992, pp. 1303
Inflation and Asset Returns in a Monetary Economy
Authors: DAVID A. MARSHALL
Journal: The Journal of finance
Citation: DAVID A. MARSHALL, Inflation and Asset Returns in a Monetary Economy, The Journal of finance, 47(04), 1992, pp. 1315
Liquidation Values and Debt Capacity: A. Market Equilibrium Approach
Authors: ANDREI SHLEIFER ROBERT W. VISHNY
Journal: The Journal of finance
Citation: ANDREI SHLEIFER et ROBERT W. VISHNY, Liquidation Values and Debt Capacity: A. Market Equilibrium Approach, The Journal of finance, 47(04), 1992, pp. 1343
Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt
Authors: RAGHURAM G. RAJAN
Journal: The Journal of finance
Citation: RAGHURAM G. RAJAN, Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt, The Journal of finance, 47(04), 1992, pp. 1367
Results: 1-25 | 26-50 | 51-75 | 76-89