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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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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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The probability of a trade at the ask : an examination of interday and intraday behavior
Porter, David C. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 2, pp. 209-227
Persistent link: https://www.econbiz.de/10001125361
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Excess stock price volatility as a misspecified Euler equation
Joerding, Wayne H. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 3, pp. 253-267
Persistent link: https://www.econbiz.de/10001056076
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The influence of market conditions on event-study residuals
Klein, April - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 3, pp. 345-351
Persistent link: https://www.econbiz.de/10001037474
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An examination of the robustness of the weekend effect
Connolly, Robert A. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 133-169
Persistent link: https://www.econbiz.de/10001067243
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Estimation of stock price variances and serial covariances from discrete observations
Harris, Lawrence E. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 291-306
Persistent link: https://www.econbiz.de/10001096425
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Dynamic factors and asset pricing
He, Zhongzhi Lawrence; Huh, Sahn-wook; Lee, Bong-soo - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 707-737
Persistent link: https://www.econbiz.de/10008657199
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On the diversification, observability, and measurement of estimation risk
Clarkson, Peter M. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 1, pp. 69-84
Persistent link: https://www.econbiz.de/10001208251
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Arbitrage equilibrium with skewed asset returns
Barone-Adesi, Giovanni - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 3, pp. 299-313
Persistent link: https://www.econbiz.de/10001873815