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1
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
2
New evidence of asymmetric dependence structures in international equity markets
Okimoto, Tatsuyoshi
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
3
,
pp. 787-815
Persistent link: https://www.econbiz.de/10003757805
Saved in:
3
An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong
;
Xia, Yihong
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 41-80
Persistent link: https://www.econbiz.de/10003434453
Saved in:
4
On bank credit risk : systemic or bank specific? ; evidence for the United States and United Kingdom
Li, Junye
;
Zinna, Gabriele
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1403-1442
Persistent link: https://www.econbiz.de/10011338934
Saved in:
5
A comparative analysis of stock price behavior on the Bombay, London, and New York stock exchanges
Sharma, J. L.
;
Kennedy, Robert E.
- In:
Journal of financial and quantitative analysis : JFQA
12
(
1977
)
3
,
pp. 391-413
Persistent link: https://www.econbiz.de/10002798754
Saved in:
6
International cross-listing and visibility
Baker, H. Kent
;
Nofsinger, John R.
;
Weaver, Daniel G.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
3
,
pp. 495-521
Persistent link: https://www.econbiz.de/10001705083
Saved in:
7
Lifting the lid on closed-endd investment companies : a case of abnormal returns
Brickley, James A.
;
Schallheim, James S.
- In:
Journal of financial and quantitative analysis : JFQA
20
(
1985
)
1
,
pp. 107-117
Persistent link: https://www.econbiz.de/10001950130
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8
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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9
The risk and return from factors
Chan, Louis K. C.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10001246910
Saved in:
10
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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