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Shareholder-initiated class action lawsuits : shareholder wealth effects and industry spillovers
Gande, Amar; Lewis, Craig M. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 823-850
Persistent link: https://www.econbiz.de/10003901180
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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong; Xia, Yihong - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 41-80
Persistent link: https://www.econbiz.de/10003434453
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Forecasting volatility using long memory and comovements : an application to option valuation under SFAS 123R
Jiang, George J.; Tian, Yisong Sam - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 503-533
Persistent link: https://www.econbiz.de/10003990715
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Margins and hedge fund contagion
Dudley, Evan; Nimalendran, Mahendrarajah - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1227-1257
Persistent link: https://www.econbiz.de/10009424127
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Using 10-K text to gauge financial constraints
Bodnaruk, Andrij; Loughran, Tim; McDonald, Bill - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 4, pp. 623-646
Persistent link: https://www.econbiz.de/10011431008
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Anticipating the 2007-2008 financial crisis : who knew what and when did they know it?
Adebambo, Biljana; Brockman, Paul; Yan, Xuemin Sterling - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 4, pp. 647-669
Persistent link: https://www.econbiz.de/10011431010
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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
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Religion and stock price crash risk
Callen, Jeffrey L.; Fang, Xiaohua - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 1/2, pp. 169-195
Persistent link: https://www.econbiz.de/10011348002
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Once burned, twice shy : money market fund responses to a systemic liquidity shock
Strahan, Philip E.; Tanyeri, Başak - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 1/2, pp. 119-144
Persistent link: https://www.econbiz.de/10011348004
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Predictable dynamics in higher-order risk-neutral moments : evidence from the S&P 500 options
Neumann, Michael; Skiadopoulos, George - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 3, pp. 947-977
Persistent link: https://www.econbiz.de/10010201777