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Box spread arbitrage profits following the 1987 market crash : real or illusory?
Hemler, Michael Lee - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 1, pp. 71-90
Persistent link: https://www.econbiz.de/10001218123
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On estimating the expected rate of return in diffusion price models with application to estimating the expected return on the market
Goldenberg, David Harold - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 605-631
Persistent link: https://www.econbiz.de/10001219186
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The efficient IPO market hypothesis : theory and evidence
James, Kevin; Valenzuela, Marcela - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 7, pp. 2304-2333
Persistent link: https://www.econbiz.de/10012307565
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Monetary regimes and the relation between stock returns and inflationary expectations
Kaul, Gautam - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 307-321
Persistent link: https://www.econbiz.de/10001096424
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Herding on noise : the case of Johnson Redbooks's weekly retail sales data
Golec, Joseph - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 3, pp. 367-381
Persistent link: https://www.econbiz.de/10001230898
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Daily and intradaily tests of European put-call parity
Kamara, Avraham - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 519-539
Persistent link: https://www.econbiz.de/10001217189
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A market microstructure explanation for predictable variations in stock returns following large price changes
Park, Jinwoo - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 241-256
Persistent link: https://www.econbiz.de/10001218106
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Capital market efficiency and arbitrage efficacy
Akbas, Ferhat; Armstrong, Will J.; Sorescu, Sorin M.; … - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 2, pp. 387-413
Persistent link: https://www.econbiz.de/10011577478
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An empirical analysis of market segmentation on U.S. equity markets
Hatheway, Frank; Kwan, Amy; Zheng, Hui - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2399-2427
Persistent link: https://www.econbiz.de/10011929340
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Is there really a when-issued premium?
Ezzell, John R.; Miles, James A.; Mulherin, John Harold - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 3, pp. 611-634
Persistent link: https://www.econbiz.de/10001794046