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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
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The international crash of October 1987 : causality tests
Malliaris, Anastasios G. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 353-364
Persistent link: https://www.econbiz.de/10001129747
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A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10001160594
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Ownership studies : the data source does matter
Anderson, Ronald C. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 3, pp. 311-329
Persistent link: https://www.econbiz.de/10001230904
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Multivariate tests of asset pricing : the comparative power of alternative statistics
Affleck-Graves, John F. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 2, pp. 163-185
Persistent link: https://www.econbiz.de/10001089822
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Testing the unbiased forward rate hypothesis : evidence on unit roots, co-integration, and stochastic coefficients
Barnhart, Scott W. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 245-267
Persistent link: https://www.econbiz.de/10001106732
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A performance interpretation of multivariate tests of asset set intersection, spanning, and mean-variance efficiency
Jobson, J. D. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 185-204
Persistent link: https://www.econbiz.de/10001067239
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On the computation of continuous time option prices using discrete approximations
Amin, Kaushik I. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 4, pp. 477-495
Persistent link: https://www.econbiz.de/10001119164
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International diversification with large- and small-cap stocks
Eun, Cheol S.; Huang, Wei; Lai, Sandy - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 489-524
Persistent link: https://www.econbiz.de/10003729143
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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