Narrow search
Showing 1 - 10 of 442
Cover Image
Box spread arbitrage profits following the 1987 market crash : real or illusory?
Hemler, Michael Lee - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 1, pp. 71-90
Persistent link: https://www.econbiz.de/10001218123
Cover Image
Text-based industry momentum
Hoberg, Gerard; Phillips, Gordon M. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2355-2388
Persistent link: https://www.econbiz.de/10012128029
Cover Image
DRIPs and the dividend pay date effect
Berkman, Henk; Koch, Paul Douglas - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1765-1795
Persistent link: https://www.econbiz.de/10011928408
Cover Image
Price continuity rules and insider trading
Dutta, Prajit K. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 199-221
Persistent link: https://www.econbiz.de/10001217176
Cover Image
A market microstructure explanation for predictable variations in stock returns following large price changes
Park, Jinwoo - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 241-256
Persistent link: https://www.econbiz.de/10001218106
Cover Image
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
Cover Image
The market for corporate control as a limit to short arbitrage
Meneghetti, Costanza; Williams, Ryan; Xiao, Steven Chong - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 5, pp. 2162-2189
Persistent link: https://www.econbiz.de/10014365175
Cover Image
How important is financial risk?
Bartram, Söhnke M.; Brown, Gregory W.; Waller, William - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 4, pp. 801-824
Persistent link: https://www.econbiz.de/10011431032
Cover Image
The impact of government intervention in banks on corporate borrowers’ stock returns
Norden, Lars; Roosenboom, Peter; Wang, Teng - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1635-1662
Persistent link: https://www.econbiz.de/10010343634
Cover Image
What drives the commonality between credit default swap spread changes?
Anderson, Mike - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 1, pp. 243-275
Persistent link: https://www.econbiz.de/10011667731