Results : 1-25/38
Authors:
Werner F. M. De Bondt
Mary M. Bange
Citation: Werner F. M. De Bondt et Mary M. Bange, Inflation Forecast Errors and Time Variation in Term Premia, Journal of financial and quantitative analysis, 27(04), 1992, pp. 479
Authors:
Craig M. Lewis
James S. Schallheim
Citation: Craig M. Lewis et James S. Schallheim, Are Debt and Leases Substitutes?, Journal of financial and quantitative analysis, 27(04), 1992, pp. 497
Authors:
Michael J. Best
Robert R. Grauer
Citation: Michael J. Best et Robert R. Grauer, Positively Weighted Minimum-Variance Portfolios and the Structure of Asset Expected Returns, Journal of financial and quantitative analysis, 27(04), 1992, pp. 513
Authors:
Hamid Mehran
Citation: Hamid Mehran, Executive Incentive Plans, Corporate Control, and Capital Structure, Journal of financial and quantitative analysis, 27(04), 1992, pp. 539
Authors:
Raman Kumar
Parvez R. Sopariwala
Citation: Raman Kumar et Parvez R. Sopariwala, The Effect of Adoption of Long-Term Performance Plans on Stock Pricesand Accounting Numbers, Journal of financial and quantitative analysis, 27(04), 1992, pp. 561
Authors:
Brent W. Ambrose
William L. Megginson
Citation: Brent W. Ambrose et William L. Megginson, The Role of Asset Structure, Ownership Structure, and Takeover Defenses in Determining Acquisition Likelihood, Journal of financial and quantitative analysis, 27(04), 1992, pp. 575
Authors:
Edward A. Dyl
Edwin D. Maberly
Citation: Edward A. Dyl et Edwin D. Maberly, Odd-Lot Transactions around the Turn of the Year and the January Effect, Journal of financial and quantitative analysis, 27(04), 1992, pp. 591
Authors:
Arthur Warga
Citation: Arthur Warga, Bond Returns, Liquidity, and Missing Data, Journal of financial and quantitative analysis, 27(04), 1992, pp. 605
Authors:
David Feldman
Citation: David Feldman, Logarithmic Preferences, Myopic Decisions, and Incomplete Information.., Journal of financial and quantitative analysis, 27(04), 1992, pp. 619
Authors:
James B. Wiggins
Citation: James B. Wiggins, Beta Changes around Stock Splits Revisited, Journal of financial and quantitative analysis, 27(04), 1992, pp. 631
Authors:
Robert A. Jarrow
Citation: Robert A. Jarrow, Market Manipulation, Bubbles, Corners, and Short Squeezes, Journal of financial and quantitative analysis, 27(03), 1992, pp. 311
Authors:
Narasimhan Jegadeesh
Citation: Narasimhan Jegadeesh, Does Market Risk Really Explain the Size Effect?, Journal of financial and quantitative analysis, 27(03), 1992, pp. 337
Authors:
A. G. Malliaris
Jorge L. Urrutia
Citation: A. G. Malliaris et Jorge L. Urrutia, The International Crash of October 1987: Causality Tests, Journal of financial and quantitative analysis, 27(03), 1992, pp. 353
Authors:
George Bulkley
Ian Tonks
Citation: George Bulkley et Ian Tonks, Trading Rules and Excess Volatility, Journal of financial and quantitative analysis, 27(03), 1992, pp. 365
Authors:
Lawrence Kryzanowski
Hao Zhang
Citation: Lawrence Kryzanowski et Hao Zhang, The Contrarian Investment Strategy Does Not Work in Canadian Markets, Journal of financial and quantitative analysis, 27(03), 1992, pp. 383
Authors:
Robert A. Korajczyk
Deborah J. Lucas
Robert L. McDonald
Citation: Robert A. Korajczyk et al., Equity Issues with Time-Varying Asymmetric Information, Journal of financial and quantitative analysis, 27(03), 1992, pp. 397
Authors:
Carolyn Carroll
Paul D. Thistle
K. C. John Wei
Citation: Carolyn Carroll et al., The Robustness of Risk-Return Nonlinearities to the NormalityAssumption, Journal of financial and quantitative analysis, 27(03), 1992, pp. 419
Authors:
Steve Swidler
J. David Diltz
Citation: Steve Swidler et J. David Diltz, Implied Volatilities and Transaction Costs, Journal of financial and quantitative analysis, 27(03), 1992, pp. 437
Authors:
Michael G. Bradley
Stephen A. Lumpkin
Citation: Michael G. Bradley et Stephen A. Lumpkin, The Treasury Yield Curve as a Cointegrated System, Journal of financial and quantitative analysis, 27(03), 1992, pp. 449
Authors:
Charles J. Corrado
Terry L. Zivney
Citation: Charles J. Corrado et Terry L. Zivney, The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns, Journal of financial and quantitative analysis, 27(03), 1992, pp. 465
Authors:
Sandra J. Grossman
Jean-Luc Vila
Citation: Sandra J. Grossman et Jean-Luc Vila, Optimal Dynamic Trading with Leverage Constraints, Journal of financial and quantitative analysis, 27(02), 1992, pp. 151
Authors:
Christopher B. Barry
Robert H. Jennings
Citation: Christopher B. Barry et Robert H. Jennings, Information and Diversity of Analyst Opinion, Journal of financial and quantitative analysis, 27(02), 1992, pp. 169
Authors:
David Easley
Maureen O'Hara
Citation: David Easley et Maureen O'Hara, Adverse Selection and Large Trade Volume: The Implications for MarketEfficiency, Journal of financial and quantitative analysis, 27(02), 1992, pp. 185
Authors:
David C. Porter
Citation: David C. Porter, The Probability of a Trade at the Ask: An Examination of Interday andIntraday Behavior, Journal of financial and quantitative analysis, 27(02), 1992, pp. 209
Authors:
David C. Shimko
Citation: David C. Shimko, The Valuation of Multiple Claim Insurance Contracts, Journal of financial and quantitative analysis, 27(02), 1992, pp. 229