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Optimal vs. traditional securities under moral hazard
Robe, Michel A. - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 2, pp. 161-189
Persistent link: https://www.econbiz.de/10001436278
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Informational asymmetry and market imperfections : another solution to the equity premium puzzle
Zhou, Chunsheng - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 445-464
Persistent link: https://www.econbiz.de/10001436377
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The response of stock prices to permanent and temporary shocks to dividends
Lee, Bong-soo - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001217163
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The effects of reverse splits on the liquidity of the stock
Han, Ki C. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 1, pp. 159-169
Persistent link: https://www.econbiz.de/10001217167
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Transitory price changes and price-limit rules : evidence from the Tokyo Stock Exchange
George, Thomas J. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 313-327
Persistent link: https://www.econbiz.de/10001217169
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Relative prices of dual class shares
Smith, Brian F. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 223-239
Persistent link: https://www.econbiz.de/10001217173
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Exchange rate fluctuations, political risk, and stock returns : some evidence from an emerging market
Bailey, Warren - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 541-561
Persistent link: https://www.econbiz.de/10001218098
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Investors' heterogeneity, prices, and volume around the ex-dividend day
Michaely, Roni - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 171-198
Persistent link: https://www.econbiz.de/10001218107
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Stock market reaction to capital investment decisions : evidence from business relocations
Chan, Su Han - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 1, pp. 81-100
Persistent link: https://www.econbiz.de/10001218110
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Price adjustment delays and arbitrage costs : evidence from the behavior of convertible preferred prices
Lin, Ji-chai - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 1, pp. 61-80
Persistent link: https://www.econbiz.de/10001218111