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Liquidity risk and the credit crunch of 2007-2008 : evidence from micro-level data on mortgage loan applications
Antoniades, Adonis - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 6, pp. 1795-1822
Persistent link: https://www.econbiz.de/10011654685
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To securitize or to price credit risk?
McGowan, Danny; Nguyen, Huyen - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 1, pp. 289-323
Persistent link: https://www.econbiz.de/10014247806
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Valuation of path-dependent contingent claims with multiple exercise decisions over time : the case of take-or-pay
Thompson, Andrew C. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 271-293
Persistent link: https://www.econbiz.de/10001218104
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The pricing of multiclass commercial mortgage-backed securities
Childs, Paul D. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 581-603
Persistent link: https://www.econbiz.de/10001219187
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Holdup by junior claimholders : evidence from the mortgage market
Agarwal, Sumit; Amromin, Gene; Ben-David, Itzhak; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 1, pp. 247-274
Persistent link: https://www.econbiz.de/10012128907
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Do FinTech mortgage lenders fill the credit gap? : evidence from natural disasters
Allen, Linda; Shan, Yu; Shen, Yao - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 8, pp. 3342-3383
Persistent link: https://www.econbiz.de/10014465423
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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
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Liquidity, investment style, and the relation between fund size and fund performance
Yan, Xuemin Sterling - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 741-767
Persistent link: https://www.econbiz.de/10003757797