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The pricing of volatility and jump risks in the cross-section of index option returns
Hu, Guanglian; Liu, Yuguo - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 6, pp. 2385-2411
Persistent link: https://www.econbiz.de/10013367097
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Where do shareholder gains in hedge fund activism come from? : evidence from employee pension plans
Agrawal, Anup; Lim, Yuree - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 6, pp. 2140-2176
Persistent link: https://www.econbiz.de/10013367108
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Underwriter reputation, issuer-underwriter matching, and SEO performance
Calomiris, Charles W.; Izhakian, Yehuda; Zender, Jaime … - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 6, pp. 2444-2483
Persistent link: https://www.econbiz.de/10013367119
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The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen; Uddin, Mohammed Gazi Salah; Sen, Ding; … - In: International review of financial analysis 91 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
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The information in industry-neutral self-financed trades
Barardehi, Yashar H.; Da, Zhi; Warachka, Mitch - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 2, pp. 796-829
Persistent link: https://www.econbiz.de/10014520124
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Diseconomies of scale in quantitative and fundamental investment styles
Evans, Richard; Rohleder, Martin; Tentesch, Hendrik; … - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 6, pp. 2417-2445
Persistent link: https://www.econbiz.de/10014365199
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Capital commitment and performance : the role of mutual fund charges
Gómez, Juan-Pedro; Prado, Melissa Porras; Zambrana, Rafael - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 2, pp. 727-758
Persistent link: https://www.econbiz.de/10014520122
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The puzzle of frequent and large issues of debt and equity
Huang, Rongbing; Ritter, Jay - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 1, pp. 170-206
Persistent link: https://www.econbiz.de/10012805780
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Do private equity managers have superior information on public markets?
Gredil, Oleg R. - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 1, pp. 321-358
Persistent link: https://www.econbiz.de/10012805788
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The COVID-19 pandemic and corporate dividend policy
Cejnek, Georg; Randl, Otto; Zechner, Josef - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 7, pp. 2389-2410
Persistent link: https://www.econbiz.de/10012705169