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Is there really a when-issued premium?
Ezzell, John R.; Miles, James A.; Mulherin, John Harold - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 3, pp. 611-634
Persistent link: https://www.econbiz.de/10001794046
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Testing the elasticity of corporate yield spreads
Jacoby, Gady; Liao, Rose C.; Batten, Jonathan A. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 641-656
Persistent link: https://www.econbiz.de/10003887386
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Performance attribution using an APT with prespecified macrofactors and time-varying risk premia and betas
Kryzanowski, Lawrence - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 205-224
Persistent link: https://www.econbiz.de/10001224465
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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
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Intraday market price integration for shares cross-listed internationally
Kryzanowski, Lawrence; Zhang, Hao - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 2, pp. 243-269
Persistent link: https://www.econbiz.de/10001690146
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Gains to bidder firms revisited : domestic and foreign acquisitions in Canada
Eckbo, B. Espen; Thorburn, Karin S. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001492481
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The probability of a trade at the ask : an examination of interday and intraday behavior
Porter, David C. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 2, pp. 209-227
Persistent link: https://www.econbiz.de/10001125361
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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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Seasonal asset allocation : evidence from mutual fund flows
Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 1, pp. 71-109
Persistent link: https://www.econbiz.de/10011667706
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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