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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of economic perspectives : EP ; a journal of the American Economic Association"
~isPartOf:"The journal of law & economics"
~isPartOf:"Working papers on finance"
~subject:"Capital market returns"
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Journal of financial and quantitative analysis : JFQA
The journal of economic perspectives : EP ; a journal of the American Economic Association
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1
A synthesis of two factor estimation methods
Connor, Gregory
;
Korajczyk, Robert A.
;
Uhlaner, Robert T.
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 825-842
Persistent link: https://www.econbiz.de/10011431039
Saved in:
2
Informational content of options trading on acquirer announcement return
Chan, Konan
;
Ge, Li
;
Lin, Tse-Chun
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1057-1082
Persistent link: https://www.econbiz.de/10011431148
Saved in:
3
Inside debt and mergers and acquisitions
Phan, Hieu V.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1365-1401
Persistent link: https://www.econbiz.de/10011338935
Saved in:
4
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
Saved in:
5
Communicating private information to the equity market before a dividend cut : an empirical analysis
Chemmanur, Thomas J.
;
Tian, Xuan
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1167-1199
Persistent link: https://www.econbiz.de/10011338943
Saved in:
6
A model-free measure of aggregate idiosyncratic volatility and the prediction of market returns
Garcia, René
;
Mantilla-Garcia, Daniel
;
Martellini, Lionel
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1133-1165
Persistent link: https://www.econbiz.de/10011338944
Saved in:
7
The sources of risk spillovers among US REITs : financial characteristics and regional proximity
Adams, Zeno
;
Füss, Roland
;
Schindler, Felix
-
2013
-
This version: June 2013
Persistent link: https://www.econbiz.de/10010407017
Saved in:
8
Volume and volatility in a common-factor mixture of distributions model
He, Xiaojun
;
Velu, Raja P.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10010407917
Saved in:
9
Deviations from norms and informed trading
Kumar, Alok
;
Page, Jeremy K.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
4
,
pp. 1005-1037
Persistent link: https://www.econbiz.de/10010486524
Saved in:
10
Aggregate earnings and market returns : international evidence
He, Wen
;
Hu, Maggie
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
4
,
pp. 879-901
Persistent link: https://www.econbiz.de/10010486540
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