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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
137
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1
Stock market performance and the term structure of credit spreads
Demchuk, Andriy
;
Gibson, Rajna
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
4
,
pp. 863-887
Persistent link: https://www.econbiz.de/10003402931
Saved in:
2
A comparison of trade execution costs for NYSE and NASDAQ-listed stocks
Bessembinder, Hendrik
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
3
,
pp. 287-310
Persistent link: https://www.econbiz.de/10001230906
Saved in:
3
The dynamics of stock index and stock index futures returns
Stoll, Hans R.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10001098664
Saved in:
4
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
Saved in:
5
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
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6
Information costs and liquidity effects from changes in the Dow Jones industrial average list
Beneish, Messod D.
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
1
,
pp. 135-157
Persistent link: https://www.econbiz.de/10001217165
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7
Is there news in the prime rate?
Slovin, Myron B.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
4
,
pp. 633-646
Persistent link: https://www.econbiz.de/10001175112
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8
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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9
Direct tests of index arbitrage models
Neal, Robert S.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
4
,
pp. 541-562
Persistent link: https://www.econbiz.de/10001219189
Saved in:
10
Algorithmic trading and the market for liquidity
Hendershott, Terrence
;
Riordan, Ryan
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
4
,
pp. 1001-1024
Persistent link: https://www.econbiz.de/10010255218
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