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subject:"Börsenkurs"
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Journal of financial and quantitative analysis : JFQA
Finance research letters
151
Journal of banking & finance
144
NBER working paper series
134
Working paper / National Bureau of Economic Research, Inc.
133
International review of financial analysis
131
International review of economics & finance : IREF
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Applied economics letters
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109
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104
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103
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97
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94
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89
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84
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69
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66
Pacific-Basin finance journal
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64
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62
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International journal of economics and finance
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1
The impact of uncertainty on investment : empirical challenges and a new estimator
Li, Delong
;
Sun, Yiguo
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 307-338
Persistent link: https://www.econbiz.de/10014486462
Saved in:
2
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
Saved in:
3
Tail risk and the cross-section of mutual fund expected returns
Karagiannis, Nikolaos
;
Tolikas, Konstantinos
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 425-447
Persistent link: https://www.econbiz.de/10012128923
Saved in:
4
New evidence on conditional factor models
Cooper, Ilan
;
Maio, Paulo
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
Saved in:
5
When factors do not span their basis portfolios
Grinblatt, Mark
;
Saxena, Konark
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2335-2354
Persistent link: https://www.econbiz.de/10012128025
Saved in:
6
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
Saved in:
7
Dynamic portfolio choice with linear rebalancing rules
Moallemi, Ciamac C.
;
Sağlam, Mehmet
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 1247-1278
Persistent link: https://www.econbiz.de/10011743945
Saved in:
8
Institutional investment constraints and stock prices
Cao, Jie
;
Han, Bing
;
Wang, Qinghai
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 465-489
Persistent link: https://www.econbiz.de/10011742051
Saved in:
9
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
Saved in:
10
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
Saved in:
11
Risk premia and the VIX term structure
Johnson, Travis L.
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2461-2490
Persistent link: https://www.econbiz.de/10011929346
Saved in:
12
Common macro factors and currency premia
Filippou, Ilias
;
Taylor, Mark P.
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1731-1763
Persistent link: https://www.econbiz.de/10011928406
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13
CEO personal risk-taking and corporate policies
Cain, Matthew D.
;
McKeon, Stephen B.
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
1
,
pp. 139-164
Persistent link: https://www.econbiz.de/10011577541
Saved in:
14
Beyond the carry trade : optimal currency portfolios
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1037-1056
Persistent link: https://www.econbiz.de/10011431137
Saved in:
15
Is momentum an echo?
Goyala, Amit
;
Wahal, Sunil
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1237-1267
Persistent link: https://www.econbiz.de/10011479055
Saved in:
16
Parameter uncertainty in multiperiod portfolio optimization with transaction costs
DeMiguel, Victor
;
Martín-Utrera, Alberto
;
Nogales, …
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1443-1471
Persistent link: https://www.econbiz.de/10011479445
Saved in:
17
Dividend yields, dividend growth, and return predictability in the cross section of stocks
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
1/2
,
pp. 33-60
Persistent link: https://www.econbiz.de/10011348008
Saved in:
18
Acquirer valuation and acquisition decisions : identifying mispricing using short interest
Ben-David, Itzhak
;
Drake, Michael S.
;
Roulstone, Darren T.
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
1/2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011348009
Saved in:
19
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
Saved in:
20
Spillover effects among financial institutions : a state-dependent sensitivity value-at-risk approach
Adams, Zeno
;
Füss, Roland
;
Gropp, Reint
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 575-598
Persistent link: https://www.econbiz.de/10010487100
Saved in:
21
Liquidity risk, return predictability, and hedge funds' performance : an empirical study
Gibson, Rajna
;
Wang, Songtao
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
1
,
pp. 219-244
Persistent link: https://www.econbiz.de/10009772364
Saved in:
22
Cash flow and discount rate risk in up and down markets : what is actually priced?
Botshekan, Mahmoud
;
Kräussl, Roman
;
Lucas, André
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
6
,
pp. 1279-1301
Persistent link: https://www.econbiz.de/10009728907
Saved in:
23
Derivatives use and risk taking : evidence from the hedge fund industry
Chen, Yong
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
4
,
pp. 1073-1106
Persistent link: https://www.econbiz.de/10009516966
Saved in:
24
Are the Wall Street analyst rankings popularity contests?
Emery, Douglas R.
;
Li, Xi
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
2
,
pp. 411-437
Persistent link: https://www.econbiz.de/10003865571
Saved in:
25
Dynamic style preferences of individual investors and stock returns
Kumar, Alok
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
3
,
pp. 607-640
Persistent link: https://www.econbiz.de/10003887376
Saved in:
26
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
Saved in:
27
The genesis of home bias? : the location and portfolio choices of investment company start-ups
Parwada, Jerry T.
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 245-266
Persistent link: https://www.econbiz.de/10003692430
Saved in:
28
Multivariate tests for stochastic dominance efficiency of a given portfolio
Post, Thierry
;
Versijp, Philippe
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
2
,
pp. 489-515
Persistent link: https://www.econbiz.de/10003484176
Saved in:
29
How do analyst recommendations respond to major news?
Conrad, Jennifer S.
;
Cornell, Bradford
;
Landsman, Wayne R.
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
1
,
pp. 25-50
Persistent link: https://www.econbiz.de/10003303758
Saved in:
30
The cross section of analysts recommendations
Sorescu, Sorin M.
;
Subrahmanyam, Avanidhar
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
1
,
pp. 139-168
Persistent link: https://www.econbiz.de/10003303803
Saved in:
31
Short-sale constraints, differences of opinion, and overvaluation
Boehme, Rodney D.
;
Danielsen, Bartley R.
;
Sorescu, Sorin M.
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
2
,
pp. 455-488
Persistent link: https://www.econbiz.de/10003331906
Saved in:
32
Common factors and local factors : implications for term structures and exchange rates
Ahn, Dong-Hyun
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
1
,
pp. 69-102
Persistent link: https://www.econbiz.de/10001988559
Saved in:
33
Negotiation and the IPO offer price : a comparison of integer vs. non-integer IPOs
Bradley, Daniel
;
Cooney, John W.
;
Jordan, Bradford D.
; …
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
3
,
pp. 517-540
Persistent link: https://www.econbiz.de/10002233841
Saved in:
34
Initial public offerings in hot and cold markets
Helwege, Jean
;
Liang, Jean Nellie
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
3
,
pp. 541-569
Persistent link: https://www.econbiz.de/10002233849
Saved in:
35
Stock market volatility in a heterogeneous information economy
Grundy, Bruce D.
;
Kim, Youngsoo
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001661614
Saved in:
36
Another look at mutual fund tournaments
Busse, Jeffrey A.
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
1
,
pp. 53-73
Persistent link: https://www.econbiz.de/10001569199
Saved in:
37
Record date, when-issued, and ex-date effects in stock splits
Nayar, Nandkumar
;
Rozeff, Michael S.
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
1
,
pp. 119-139
Persistent link: https://www.econbiz.de/10001569206
Saved in:
38
A direct test of methods for inferring trade direction from intra-day data
Finucane, Thomas J.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
4
,
pp. 553-576
Persistent link: https://www.econbiz.de/10001540813
Saved in:
39
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
Saved in:
40
Estimating the likelihood of Mexican default from the market prices of Brady bonds
Claessens, Stijn
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
1
,
pp. 109-126
Persistent link: https://www.econbiz.de/10001208195
Saved in:
41
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
Saved in:
42
Cointegration, error correction, and price discovery on informationally linked security markets
Harris, Frederick H. deB.
;
McInish, Thomas H.
; …
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
4
,
pp. 563-579
Persistent link: https://www.econbiz.de/10001218096
Saved in:
43
Tests of conditional asset pricing with time-varying moments and risk prices
Turtle, Harry J.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10001166028
Saved in:
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