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Reciprocally interlocking boards of directors and executive compensation
Hallock, Kevin F. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 3, pp. 331-344
Persistent link: https://www.econbiz.de/10001230901
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Beta changes around stock splits revisited
Wiggins, James B. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 4, pp. 631-640
Persistent link: https://www.econbiz.de/10001137809
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Macroeconomic forces, systematic risk, and financial variables : an empirical investigation
Young, Saul David (contributor) - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 4, pp. 559-564
Persistent link: https://www.econbiz.de/10001119155
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Robust measurement of beta risk
Chan, Louis K. C. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 2, pp. 265-282
Persistent link: https://www.econbiz.de/10001125358
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Shelf registration and the reduced due diligence argument : implications of the underwriter certification and the implicit insurance hypotheses
Blackwell, David W. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 2, pp. 245-259
Persistent link: https://www.econbiz.de/10001089781
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Stock returns and volatility
Baillie, Richard - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 2, pp. 203-214
Persistent link: https://www.econbiz.de/10001089784
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Time-varying return and risk in the corporate bond market
Chang, Eric Chieh - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 323-340
Persistent link: https://www.econbiz.de/10001096422
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Asset pricing in a generalized mean-lower partial moment framework : theory and evidence
Harlow, W. V. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 3, pp. 285-311
Persistent link: https://www.econbiz.de/10001074012
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The pricing of exchange rate risk in the stock market
Jorion, Philippe - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10001113531
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Measuring risk in fixed payment securities : an empirical test of the structured full rank covariance matrix
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 345-362
Persistent link: https://www.econbiz.de/10001113532