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The diminishing liquidity premium
Ben-Rephael, Azi; Kadan, Ohad; Wohl, Avi - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 1/2, pp. 197-229
Persistent link: https://www.econbiz.de/10011348001
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The role of the media in the Internet IPO bubble
Bhattacharya, Utpal; Galpin, Neal; Ray, Rina; Yu, Xiaoyun - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 657-682
Persistent link: https://www.econbiz.de/10003887391
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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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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Time-disaggregated dividend-price ratio and dividend growth predictability in large equity markets
Asimakopoulos, Panagiotis; Asimakopoulos, Stylianos; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2305-2326
Persistent link: https://www.econbiz.de/10011929006
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A lottery-demand-based explanation of the beta anomaly
Bali, Turan G.; Brown, Stephen J.; Murray, Scott; Tang, Yi - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2369-2397
Persistent link: https://www.econbiz.de/10011929337
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Asymmetry in stock comovements : an entropy approach
Jiang, Lei; Wu, Ke; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
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Risk and return in high-frequency trading
Baron, Matthew; Brogaard, Jonathan; Hagströmer, Björn; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 3, pp. 993-1024
Persistent link: https://www.econbiz.de/10012139381
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The term structure of bond market liquidity and its implications for expected bond returns
Goyenko, Ruslan; Subrahmanyam, Avanidhar; Ukhov, Andrey - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 111-139
Persistent link: https://www.econbiz.de/10008991268
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Trading patterns and market integration in overlapping experimental asset markets
Chelley-Steeley, Patricia L.; Kluger, Brian D.; … - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 6, pp. 1473-1499
Persistent link: https://www.econbiz.de/10011479446