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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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Pseudo market timing : a reappraisal
Dahlquist, Magnus; Jong, Frank de - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 547-579
Persistent link: https://www.econbiz.de/10003757565
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Portfolio concentration and the performance of individual investors
Ivković, Zoran; Sialm, Clemens; Weisbenner, Scott J. - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 613-655
Persistent link: https://www.econbiz.de/10003757789
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Aggregate earnings, firm-level earnings, and expected stock returns
Bali, Turan G.; Demirtas, K. Ozgur; Tehranian, Hassan - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 657-684
Persistent link: https://www.econbiz.de/10003757790
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Default risk, yield spreads, and time to maturity
Rodríguez, Ricardo J. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 111-117
Persistent link: https://www.econbiz.de/10001047141
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Long-term behavior of yield curves
Siegel, Andrew F. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 105-110
Persistent link: https://www.econbiz.de/10001047143
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The cross section of stock returns before World War I
Grossman, Richard S.; Shore, Stephen H. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 271-294
Persistent link: https://www.econbiz.de/10003331874
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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
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Earnings management and stock performance of reverse leveraged buyouts
Chou, De-wai; Gombola, Michael J.; Liu, Feng-ying - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 407-438
Persistent link: https://www.econbiz.de/10003331901
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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