Journal of Financial and Quantitative Analysis |
Title | Subject | Authors |
An Empirical Test of the Redistribution Effect in Pure Exchange Mergers. | Business | Eger, C.E. |
Another Look at Mutual Fund Tournaments. | Business | Busse, Jeffrey A. |
Arbitrage pricing with estimation risk. | Business | Linn, Scott C., Handa, Puneet |
Are Corporations Reducing or Taking Risks with Derivatives? | Business | Hentschel, Ludger, Kothari, S. P. |
Autoregressive conditional skewness.(Statistical Data Included) | Business | Harvey, Campbell R., Siddique, Akhtar |
Benesh, G.A. A Reexamination of the Empirical Relationship between Investment and Financial Decisions. | Business | Peterson, P.P. |
Bond Price Dynamics and Options. | Business | Ball, C.A., Torous, W.N. |
Can omitted risk factors explain the January effect? a stochastic dominance approach. | Business | |
Derivatives Performance Attribution. | Business | Rubinstein, Mark |
Dynamic asset allocation and fixed income management.(Statistical Data Included) | Business | Sorensen, Carsten |
Expectations of Real Interest Rates and Aggregate Consumation: Empirical Tests. | Business | Ferson, W.E. |
Fixed Rate Loan Commitments, Take-Down, Risk and the Dynamics of Hedging with Futures. | Business | Ho, T.S., Saunders, A. |
Foreign ownership restrictions and equity price premiums: what drives the demand for cross-border investments?(Statistical Data Included) | Business | Bailey, Warren, Chung, Y. Peter, Kang, Jun-koo |
How Stock Splits Affect Trading: A Microstructure Approach. | Business | O'Hara, Maureen, Easley, David, Saar, Gideon |
Implications of nonlinear dynamics for financial risk management. | Business | Hsieh, David A. |
Informational asymmetry and market imperfections: another solution to the equity premium puzzle.(Statistical Data Included) | Business | Zhou, Chunsheng |
IPO underpricing explanations: implications from investor application and allocation schedules.(Statistical Data Included) | Business | Walter, Terry S., Taylor, Stephen L., Lee, Phillip J. |
Mean-Variance Utility Functions and the Demand for Risky Assets: An Empirical Analysis Using Flexible Functional Forms. | Business | Aivazian, V.A., Callen, J.L., Krinskey, I., Kwan, C.C. |
Negative moments, risk aversion and stochastic dominance. | Business | Thistle, Paul D. |
No arbitrage and valuation in markets with realistic transactions costs. | Business | Prisman, Eliezer Z., Dermody, Jaime Cuevas |
On Bond Ratings and Pension Obligations: A Note. | Business | Martin, L.J., Henderson, G.V.Jr. |
One factor interest-rate models and the valuation of interest-rate derivative securities. | Business | White, Alan, Hull, John |
On Estimates of Long-Run Rates of Return: A Note. | Business | Hasbrouck, J. |
On the Estimation Risk in First-Order Stochastic Dominance: A Note. | Business | Stein, W., Pfaffenberger, R., Kumar, P.C. |
Optimality of spin-offs and allocation of debt. | Business | John, Teresa R. |
Optimal replication of options with transactions costs and trading restrictions. | Business | Uppal, Raman, Edirisinghe, Chanaka, Naik, Vasanttilak |
Price volatility, trading volume, and market depth: evidence from futures markets. | Business | Seguin, Paul J., Bessembinder, Hendrik |
Product risk, asymmetric information and trade credit. | Business | Lee, Yul W., Stowe, John D |
Record Date, When-Issued, and Ex-Date Effects in Stock Splits. | Business | Nayar, Nandkumar, Rozeff, Michael S. |
Short-sale restrictions and market reaction to short-interest announcements. | Business | Starks, Laura T., Senchak, A.J., Jr |
Strategic considerations, the pecking order hypothesis and market reactions to equity financing. | Business | Viswanath, P.V. |
Temporary components of stock prices: new univariate results. | Business | Jian Liu, Eckbo, B Espen |
The 'Dartboard' column: second-hand information and price pressure. (column in the Wall Street Journal) | Business | Barber, Brad M., Loeffler, Douglas |
The Debt-Equity Choice. | Business | Hovakimian, Armen, Titman, Sheridan, Opler, Tim |
The Modigliani-Miller Leverage Equation Considered in a Product Market Context. | Business | Hite, G.L., Alberts, W.W. |
The nature of option interactions and the valuation of investments with multiple real options. | Business | Trigeorgis, Lenos |
The risk and required return of common stock following major price innovations. | Business | Brown, Keith C., Tinic, Seha M., Harlow, V.W. |
The Role of Cash Balances in Firm Valuation. | Business | Morris, J.R. |
The role of personal taxes in corporate decisions: an emperical analysis of share repurchases and dividends.(Statistical Data Included) | Business | Lie, Erik, Lie, Heidi J. |
Warrant pricing: jump-diffusion vs black-scholes. | Business | Kremer, Joseph W., Roenfeldt, Rodney L |
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