//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The impact of overnight period...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
58
Optionspreistheorie
58
Theorie
29
Theory
29
USA
29
United States
29
Time
18
Zeit
18
Volatility
15
Volatilität
15
Börsenkurs
9
Capital income
9
Kapitaleinkommen
9
Share price
9
Option trading
7
Optionsgeschäft
7
Anlageverhalten
6
Behavioural finance
6
CAPM
5
Estimation
5
Schätzung
5
Commodity derivative
4
Derivat
4
Derivative
4
Portfolio selection
4
Portfolio-Management
4
Rohstoffderivat
4
Securities trading
4
Wertpapierhandel
4
Yield curve
4
Zinsstruktur
4
Betriebliche Investitionstheorie
3
Börsenmakler
3
Corporate investment theory
3
Forecasting model
3
Investment Fund
3
Investmentfonds
3
Markov chain
3
Markov-Kette
3
Probability theory
3
more ...
less ...
Online availability
All
Undetermined
22
Free
2
Type of publication
All
Article
75
Type of publication (narrower categories)
All
Article in journal
75
Aufsatz in Zeitschrift
75
Language
All
English
75
Author
All
Chung, San-lin
3
Jacobs, Kris
3
Ott, Steven Henry
3
Bali, Turan G.
2
Brooks, Raymond M.
2
Chen, Ren-Raw
2
Childs, Paul D.
2
Feunou, Bruno
2
Hu, Guanglian
2
Ibáñez, Alfredo
2
Schwartz, Eduardo S.
2
Wu, Liuren
2
Aase Nielsen, Jørgen
1
Attari, Mukarram
1
Bakshi, Gurdip S.
1
Ballotta, Laura
1
Barraquand, Jérôme
1
Boes, Mark-Jan
1
Boyle, Phelim P.
1
Bradley, Daniel
1
Brennan, Michael J.
1
Brolley, Michael
1
Brown, Stephen J.
1
Buchen, Peter W.
1
Burch, Timothy R.
1
Caglayan, Mustafa O.
1
Carr, Peter
1
Celiker, Umut
1
Chang, Hsieh-chung
1
Chiou, Shur-nuaan
1
Choi, Dong Beom
1
Christoffersen, Peter F.
1
Cimon, David A.
1
Clarke, Jonathan E.
1
Collin-Dufresne, Pierre
1
Cremers, Martijn
1
DeMiguel, Victor
1
Dennis, Patrick
1
Derrien, François
1
Dorion, Christian
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
469
The journal of futures markets
265
Mathematical finance : an international journal of mathematics, statistics and financial theory
260
The journal of computational finance
254
Applied mathematical finance
244
Journal of banking & finance
225
Finance and stochastics
220
The journal of derivatives : the official publication of the International Association of Financial Engineers
206
Quantitative finance
201
Review of derivatives research
170
European journal of operational research : EJOR
153
NBER working paper series
150
Working paper / National Bureau of Economic Research, Inc.
150
Insurance / Mathematics & economics
143
Journal of economic dynamics & control
140
Finance research letters
128
NBER Working Paper
119
International journal of financial engineering
117
Computational economics
113
Journal of mathematical finance
107
Risks : open access journal
101
Journal of financial economics
99
The review of financial studies
97
The North American journal of economics and finance : a journal of financial economics studies
90
The European journal of finance
88
Research paper series / Swiss Finance Institute
87
Journal of econometrics
82
Asia-Pacific financial markets
78
Discussion paper / Centre for Economic Policy Research
74
Management science : journal of the Institute for Operations Research and the Management Sciences
72
Energy economics
70
The journal of finance : the journal of the American Finance Association
69
Working paper
66
The journal of real estate finance and economics
64
Review of quantitative finance and accounting
62
Applied financial economics
61
International review of economics & finance : IREF
61
Economic modelling
60
Applied economics
59
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
10
of
75
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of overnight periods on option pricing
Boes, Mark-Jan
;
Drost, Feike C.
;
Werker, Bas J. M.
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
2
,
pp. 517-533
Persistent link: https://www.econbiz.de/10003484188
Saved in:
2
Missed opportunities: optimal investment timing when information is costly
Guthrie, Graeme A.
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
2
,
pp. 467-488
Persistent link: https://www.econbiz.de/10003484148
Saved in:
3
Patterns in the timing of corporate event waves
Rau, P. Raghavendra
;
Stouraitis, Aris
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
1
,
pp. 209-246
Persistent link: https://www.econbiz.de/10008991255
Saved in:
4
Hindsight effects in dollar-weighted returns
Hayley, Simon
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
1
,
pp. 249-269
Persistent link: https://www.econbiz.de/10010408533
Saved in:
5
Investor horizons and corporate policies
Derrien, François
;
Kecskés, Ambrus
;
Thesmar, David
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
6
,
pp. 1755-1780
Persistent link: https://www.econbiz.de/10010388252
Saved in:
6
Monthly measurement of daily timers
Goetzmann, William N.
;
Ingersoll, Jonathan E.
; …
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
3
,
pp. 257-290
Persistent link: https://www.econbiz.de/10001522457
Saved in:
7
Tax-motivated trading and price pressure : an analysis of mutual fund holdings
Gibson, Scott
;
Safieddine, Assem
;
Titman, Sheridan
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
3
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001522465
Saved in:
8
A bias in closing prices : the case of the when-issued pricing anomaly
Brooks, Raymond M.
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 441-454
Persistent link: https://www.econbiz.de/10001217160
Saved in:
9
A simple cost reduction strategy for small liquidity traders : trade at the opening
Brooks, Raymond M.
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
4
,
pp. 525-540
Persistent link: https://www.econbiz.de/10001234433
Saved in:
10
Network centrality and managerial market-timing ability
Evgeniou, Theodoros
;
Peress, Joël
;
Vermaelen, Theo
; …
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
2
,
pp. 704-760
Persistent link: https://www.econbiz.de/10012805835
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->