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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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Common factors and local factors : implications for term structures and exchange rates
Ahn, Dong-Hyun - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 69-102
Persistent link: https://www.econbiz.de/10001988559
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Price leadership in the spot foreign exchange market
Sapp, Stephen G. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 3, pp. 425-448
Persistent link: https://www.econbiz.de/10001705072
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FX trading and exchange rate dynamics
Evans, Martin D. D. - In: The journal of finance : the journal of the American … 57 (2002) 6, pp. 2405-2447
Persistent link: https://www.econbiz.de/10001721527
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Expectations hypotheses tests
Bekaert, Geert; Hodrick, Robert J. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1357-1394
Persistent link: https://www.econbiz.de/10001662221
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Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
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Capital investment, innovative capacity, and stock returns
Kumar, Praveen; Li, Dongmei - In: The journal of finance : the journal of the American … 71 (2016) 5, pp. 2059-2094
Persistent link: https://www.econbiz.de/10011561953
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The dark side of executive compensation duration : evidence from mergers and acquisitions
Li, Zhi; Peng, Qiyuan - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 8, pp. 2963-2997
Persistent link: https://www.econbiz.de/10012705202
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CEO narcissism and the takeover process : from private initiation to deal completion
Aktas, Nihat; De Bodt, Eric; Bollaert, Helen; Roll, Richard - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 1, pp. 113-137
Persistent link: https://www.econbiz.de/10011577540
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Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM
De Giorgi, Enrico; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525-546
Persistent link: https://www.econbiz.de/10003729147