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Journal of financial and quantitative analysis : JFQA
The journal of fixed income
The journal of finance : the journal of the American Finance Association
111
The review of financial studies
107
Working paper / National Bureau of Economic Research, Inc.
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Journal of financial economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The financial review : the official publication of the Eastern Finance Association
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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ECONIS (ZBW)
45
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1
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
Saved in:
2
Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui
;
Savickas, Robert
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
Saved in:
3
Valuing fixed rate mortgage loans with default and prepayment options
Dunsky, Robert M.
;
Ho, Thomas S. Y.
- In:
The journal of fixed income
16
(
2007
)
4
,
pp. 7-31
Persistent link: https://www.econbiz.de/10003457011
Saved in:
4
What drives the growth of aggregate residential mortgage debt in the U.S.?
Chaudhury, Mohammed M.
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003376582
Saved in:
5
A reexamination of the causes of time-varying stock return volatilities
Zhang, Chu
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
3
,
pp. 663-684
Persistent link: https://www.econbiz.de/10008657206
Saved in:
6
The impact of investability on asset valuation
Errunza, Vihang R.
;
Ta, Hai
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1135-1163
Persistent link: https://www.econbiz.de/10011431154
Saved in:
7
Interest rate risk and the cross section of stock returns
Lioui, Abraham
;
Maio, Paulo
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
2
,
pp. 483-511
Persistent link: https://www.econbiz.de/10010487113
Saved in:
8
Bayesian analysis of stochastic betas
Jostova, Gergana
;
Philipov, Alexander
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
4
,
pp. 747-778
Persistent link: https://www.econbiz.de/10003242805
Saved in:
9
Stock market seasonals and prespecified multifactor pricing relations
Chang, Eric Chieh
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
4
,
pp. 517-533
Persistent link: https://www.econbiz.de/10001098659
Saved in:
10
Returns-chasing behavior, mutual funds and beta's death
Karceski, Jason
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
4
,
pp. 559-594
Persistent link: https://www.econbiz.de/10001724559
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