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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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Local business cycles and local liquidity
Bernile, Gennaro; Korniotis, George M.; Kumar, Alok; … - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 5, pp. 987-1010
Persistent link: https://www.econbiz.de/10011431129
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Policy uncertainty and mergers and acquisitions
Nguyen, Nam H.; Phan, Hieu V. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 2, pp. 613-644
Persistent link: https://www.econbiz.de/10011742056
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A global macroeconomic risk model for value, momentum, and other asset classes
Cooper, Ilan; Mitrache, Andreea; Priestley, Richard - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10012805772
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The macroeconomic uncertainty premium in the corporate bond market
Bali, Turan G.; Subrahmanyam, Avanidhar; Wen, Quan - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 5, pp. 1653-1678
Persistent link: https://www.econbiz.de/10012618489
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International diversification with large- and small-cap stocks
Eun, Cheol S.; Huang, Wei; Lai, Sandy - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 489-524
Persistent link: https://www.econbiz.de/10003729143
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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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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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Liquidity, investment style, and the relation between fund size and fund performance
Yan, Xuemin Sterling - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 741-767
Persistent link: https://www.econbiz.de/10003757797
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New evidence of asymmetric dependence structures in international equity markets
Okimoto, Tatsuyoshi - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 787-815
Persistent link: https://www.econbiz.de/10003757805