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The adaptive markets hypothesis : evidence from the foreign exchange market
Neely, Christopher J.; Weller, Paul A.; Ulrich, Joshua M. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 467-488
Persistent link: https://www.econbiz.de/10003865573
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Competitive equilibrium with debt
Zhdanov, Alexei - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 709-734
Persistent link: https://www.econbiz.de/10003527803
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The value of the designated market maker
Venkataraman, Kumar; Waisburd, Andrew C. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 735-758
Persistent link: https://www.econbiz.de/10003527806
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Speculative retail trading and asset prices
Han, Bing; Kumar, Alok - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 2, pp. 377-404
Persistent link: https://www.econbiz.de/10009790559
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Volume and volatility in a common-factor mixture of distributions model
He, Xiaojun; Velu, Raja P. - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 1, pp. 33-49
Persistent link: https://www.econbiz.de/10010407917
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Arbitrage risk and stock mispricing
Doukas, John A.; Kim, Chansog; Pantzalis, Christos - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 907-934
Persistent link: https://www.econbiz.de/10008758081
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Estimating the equity premium
Donaldson, R. Glen; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 813-846
Persistent link: https://www.econbiz.de/10008758096
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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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Price barriers and the dynamics of asset prices in equilibrium
Balduzzi, Pierluigi - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 137-159
Persistent link: https://www.econbiz.de/10001224471
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Order-flow segmentation, liquidity, and price discovery : the role of latency delays
Brolley, Michael; Cimon, David A. - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 8, pp. 2555-2587
Persistent link: https://www.econbiz.de/10012384766