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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
819
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1
Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
Saved in:
2
Long swings with memory and stock market fluctuations
Chow, Ying-foon
;
Liu, Ming
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
3
,
pp. 341-367
Persistent link: https://www.econbiz.de/10001453436
Saved in:
3
Pricing liquidity risk with heterogeneous investment horizons
Beber, Alessandro
;
Driessen, Joost
;
Neuberger, Anthony
; …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
2
,
pp. 373-408
Persistent link: https://www.econbiz.de/10012437406
Saved in:
4
Income fluctuations and firm choice
Baker, Scott
;
Baugh, Brian
;
Küng, Lorenz
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
6
,
pp. 2208-2236
Persistent link: https://www.econbiz.de/10012618506
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5
Liquidity constraints and credit card delinquency : evidence from raising minimum payments
D'Astous, Philippe
;
Shore, Stephen H.
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1705-1730
Persistent link: https://www.econbiz.de/10011928405
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6
Can the cross-sectional variation in expected stock returns explain momentum?
Bulkley, George
;
Nawosah, Vivekanand
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
4
,
pp. 777-794
Persistent link: https://www.econbiz.de/10003901176
Saved in:
7
Heterogeneous beliefs and momentum profits
Verardo, Michela
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
4
,
pp. 795-822
Persistent link: https://www.econbiz.de/10003901177
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8
Nonparametric estimation of the short rate diffusion process from a panel of yields
Sam, Abdoul G.
;
Jiang, George J.
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1197-1230
Persistent link: https://www.econbiz.de/10003939135
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9
Using samples of unequal length in generalized method of moments estimation
Lynch, Anthony W.
;
Wachter, Jessica
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
1
,
pp. 277-307
Persistent link: https://www.econbiz.de/10009772357
Saved in:
10
Cross-sectional return dispersion and time variation in value and momentum premiums
Stivers, Christopher T.
;
Sun, Licheng
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 987-1014
Persistent link: https://www.econbiz.de/10008758056
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