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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
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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
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The dynamics of performance volatility and firm valuation
Chi, Jianxin Daniel; Su, Xunhua - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 1, pp. 111-142
Persistent link: https://www.econbiz.de/10011667709
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The effects of securities class action litigation on corporate liquidity and investment policy
Arena, Matteo; Julio, Brandon - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 1/2, pp. 251-275
Persistent link: https://www.econbiz.de/10011347999
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Payout yields and stock return predictability : how important is the measure of cash flow?
Eaton, Gregory W.; Paye, Bradley S. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1639-1666
Persistent link: https://www.econbiz.de/10011928400
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Heterogeneity and volatility puzzles in international finance
Li, Tao; Muzere, Mark L. - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 6, pp. 1485-1516
Persistent link: https://www.econbiz.de/10008909156
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Information shocks, liquidity shocks, jumps, and price discovery : evidence from the US treasury market
Jiang, George J.; Lo, Ingrid; Verdelhan, Adrien - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 2, pp. 527-551
Persistent link: https://www.econbiz.de/10009153191
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Investor sentiment and mutual fund strategies
Massa, Massimo; Yadav, Vijay - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 4, pp. 699-727
Persistent link: https://www.econbiz.de/10011431015
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Market reaction to corporate press releases
Neuhierl, Andreas; Scherbina, Anna; Schlusche, Bernd - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 4, pp. 1207-1240
Persistent link: https://www.econbiz.de/10010255205
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Does risk-neutral skewness predict the cross section of equity option portfolio returns?
Bali, Turan G.; Murray, Scott - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 4, pp. 1145-1171
Persistent link: https://www.econbiz.de/10010255208