Narrow search
Showing 91 - 100 of 1,036
Cover Image
Day-of-the-week effects in financial futures : an analysis of GNMA, T-bond, T-note, and T-bill contracts
Tashjian, Elizabeth - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 1, pp. 23-44
Persistent link: https://www.econbiz.de/10001102371
Cover Image
Seasonality in daily bond returns
Jordan, Susan D. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 269-285
Persistent link: https://www.econbiz.de/10001106730
Cover Image
The estimation of quality-adjusted auction returns with varying transaction intervals
Taylor, William M. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 1, pp. 131-142
Persistent link: https://www.econbiz.de/10001122222
Cover Image
Target firm abnormal returns and trading volume around the initiation of change in control transactions
Sanders, Ralph W. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 1, pp. 109-129
Persistent link: https://www.econbiz.de/10001122223
Cover Image
Standard errors in event studies
Salinger, Michael A. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 1, pp. 39-53
Persistent link: https://www.econbiz.de/10001122227
Cover Image
Long-horizon mean-reverting stock prices revisited
McQueen, Grant R. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001122230
Cover Image
Robust measurement of beta risk
Chan, Louis K. C. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 2, pp. 265-282
Persistent link: https://www.econbiz.de/10001125358
Cover Image
Information and diversity of analyst opinion
Barry, Christopher Borden - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 2, pp. 169-183
Persistent link: https://www.econbiz.de/10001125363
Cover Image
The specification and power of the sign test in event study hypothesis tests using daily stock returns
Corrado, Charles Joseph - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 465-478
Persistent link: https://www.econbiz.de/10001129734
Cover Image
The robustness of risk-return nonlinearities to the normality assumption
Carroll, Carolyn A. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 419-435
Persistent link: https://www.econbiz.de/10001129743