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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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The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.; Feunou, Bruno; Jacobs, Kris; … - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
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Good volatility, bad volatility, and option pricing
Feunou, Bruno; Okou, Cédric - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 2, pp. 695-727
Persistent link: https://www.econbiz.de/10012138931
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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
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Portfolio concentration and the performance of individual investors
Ivković, Zoran; Sialm, Clemens; Weisbenner, Scott J. - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 613-655
Persistent link: https://www.econbiz.de/10003757789