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Stock returns, implied volatility innovations, and the asymmetric volatility phenomenon
Dennis, Patrick; Mayhew, Stewart; Stivers, Christopher T. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 381-406
Persistent link: https://www.econbiz.de/10003331899
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Stock market performance and the term structure of credit spreads
Demchuk, Andriy; Gibson, Rajna - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 4, pp. 863-887
Persistent link: https://www.econbiz.de/10003402931
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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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Skin in the game : operating growth, firm performance, and future stock returns
Cao, Sean Shun; Wang, Zhe; Yeung, P. Eric - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 7, pp. 2559-2590
Persistent link: https://www.econbiz.de/10013428934
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A multifactor explanation of post-earnings announcement drift
Kim, Dongcheol; Kim, Myung-sun - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 383-398
Persistent link: https://www.econbiz.de/10001766876
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A reexamination of firm size, book-to-market, and earnings price in the cross-section of expected stock returns
Kim, Dongcheol - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 4, pp. 463-489
Persistent link: https://www.econbiz.de/10001234460
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The dynamics of stock index and stock index futures returns
Stoll, Hans R. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 441-468
Persistent link: https://www.econbiz.de/10001098664
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Is there news in the prime rate?
Slovin, Myron B. - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 4, pp. 633-646
Persistent link: https://www.econbiz.de/10001175112
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Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
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Information costs and liquidity effects from changes in the Dow Jones industrial average list
Beneish, Messod D. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 1, pp. 135-157
Persistent link: https://www.econbiz.de/10001217165