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Security fungibility and the cost of capital : evidence from global bonds
Miller, Darius P.; Puthenpurackal, John J. - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 849-872
Persistent link: https://www.econbiz.de/10003242822
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Box spread arbitrage profits following the 1987 market crash : real or illusory?
Hemler, Michael Lee - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 1, pp. 71-90
Persistent link: https://www.econbiz.de/10001218123
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The adaptive markets hypothesis : evidence from the foreign exchange market
Neely, Christopher J.; Weller, Paul A.; Ulrich, Joshua M. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 467-488
Persistent link: https://www.econbiz.de/10003865573
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Daily and intradaily tests of European put-call parity
Kamara, Avraham - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 519-539
Persistent link: https://www.econbiz.de/10001217189
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On estimating the expected rate of return in diffusion price models with application to estimating the expected return on the market
Goldenberg, David Harold - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 605-631
Persistent link: https://www.econbiz.de/10001219186
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Treasury bond illiquidity and global equity returns
Goyenko, Ruslan; Sarkissian, Sergei - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 5/6, pp. 1227-1253
Persistent link: https://www.econbiz.de/10011338941
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The anatomy of a credit supply shock : evidence from an internal credit market
Liberti, José María; Sturgess, Jason - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 547-579
Persistent link: https://www.econbiz.de/10011929488
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Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions
Geraci, Marco Valerio; Gnabo, Jean-Yves - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1371-1390
Persistent link: https://www.econbiz.de/10011930417
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How syndicate short sales affect the informational efficiency of IPO prices and underpricing
Bartling, Björn; Park, Andreas - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 441-471
Persistent link: https://www.econbiz.de/10003990707
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FinTechs and the market for financial analysis
Grennan, Jillian; Michaely, Roni - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 6, pp. 1877-1907
Persistent link: https://www.econbiz.de/10012618496