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Book-to-market across firm size, exchange, and seasonality : is there an effect?
Loughran, Tim - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 3, pp. 249-268
Persistent link: https://www.econbiz.de/10001230908
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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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Predictable patterns after large stock price changes on the Tokyo Stock Exchange
Bremer, Marc - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 3, pp. 345-365
Persistent link: https://www.econbiz.de/10001230900
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Time will tell : information in the timing of scheduled earnings news
Johnson, Travis L.; So, Eric - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2431-2464
Persistent link: https://www.econbiz.de/10012128037
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Why do short sellers like qualitative news?
Von Beschwitz, Bastian; Chuprinin, Oleg; Massa, Massimo - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 2, pp. 645-675
Persistent link: https://www.econbiz.de/10011742057
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Seasonality in daily bond returns
Jordan, Susan D. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 269-285
Persistent link: https://www.econbiz.de/10001106730
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Odd-lot transactions around the turn of the year and the January effect
Dyl, Edward A. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 4, pp. 591-604
Persistent link: https://www.econbiz.de/10001137812
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Tests and properties of variance rations in microstructure studies
Ronen, Tavy - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
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Seasonal fluctuations in industrial production and stock market seasonals
Chang, Eric Chieh - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 1, pp. 59-74
Persistent link: https://www.econbiz.de/10001063200
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Stock returns, implied volatility innovations, and the asymmetric volatility phenomenon
Dennis, Patrick; Mayhew, Stewart; Stivers, Christopher T. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 381-406
Persistent link: https://www.econbiz.de/10003331899