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Journal of financial and quantitative analysis : JFQA
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519
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324
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ECONIS (ZBW)
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1
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
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2
Asset pricing models with conditional betas and alphas : the effects of data snooping and spurious regression
Ferson, Wayne E.
;
Sarkissian, Sergei
;
Simin, Timothy T.
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
2
,
pp. 331-354
Persistent link: https://www.econbiz.de/10003729126
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3
The poor predictive performance of asset pricing models
Simin, Timothy T.
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
2
,
pp. 355-380
Persistent link: https://www.econbiz.de/10003729127
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4
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
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5
Testing international asset pricing models using implied costs of capital
Lee, Charles M. C.
;
Ng, David Tat-chee
;
Swaminathan, …
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
2
,
pp. 307-335
Persistent link: https://www.econbiz.de/10003865566
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6
Money and the C-CAPM
Balvers, Ronald J.
;
Huang, Dayong
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
2
,
pp. 337-368
Persistent link: https://www.econbiz.de/10003865567
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7
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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8
Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui
;
Savickas, Robert
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
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9
Probability judgment error and speculation in laboratory asset market bubbles
Ackert, Lucy F.
;
Charupat, Narat
;
Deaves, Richard
; …
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
3
,
pp. 719-744
Persistent link: https://www.econbiz.de/10003887403
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10
Mimicking portfolios with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
;
Xu, Pisun
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
3
,
pp. 607-636
Persistent link: https://www.econbiz.de/10003374650
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