Search Results - isPartOf:"Journal of Financial and Quantitative Analysis"

Management quality, financial and investment policies, and asymmetric information

Chemmanur, Thomas J.; Paeglis, Imants; Simonyan, Karen - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1045-1079

Persistent link: https://www.econbiz.de/10003938860

The relative informational efficiency of stocks and bonds : an intraday analysis

Downing, Chris; Underwood, Shane; Xing, Yuhang - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1081-1102

Persistent link: https://www.econbiz.de/10003938861

A portfolio optimality test based on the first-order stochastic dominance criterion

Kopa, Miloš; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1103-1124

Persistent link: https://www.econbiz.de/10003938862

Stock market mispricing : money illusion or resale option?

Chen, Carl R.; Lung, Peter P.; Wang, F. Albert - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1125-1147

Persistent link: https://www.econbiz.de/10003938874

Conflicts of interest in the stock recommendations of investment banks and their determinants

Shen, Chung-hua; Chih, Hsiang-lin - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1149-1171

Persistent link: https://www.econbiz.de/10003938875

Asset liquidity and capital structure

Sibilkov, Valeriy - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1173-1196

Persistent link: https://www.econbiz.de/10003939133

Nonparametric estimation of the short rate diffusion process from a panel of yields

Sam, Abdoul G.; Jiang, George J. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1197-1230

Persistent link: https://www.econbiz.de/10003939135

Pricing American options under the constant elasticity of variance model and subject to bankruptcy

Nunes, Joaõ Pedro Vidal - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1231-1263

Persistent link: https://www.econbiz.de/10003939136

Stock Options and Total Payout

Cuny, Charles J.; Martin, Gerald S.; Puthenpurackal, John J. - In: Journal of Financial and Quantitative Analysis 44 (2009) 02, pp. 391-410

In this paper, we examine how stock option usage affects total corporate payout. Using fixed-effects panel data estimators on various samples of ExecuComp firms from 1993 to 2005, we find the higher the executive stock options, the lower the total payout, ceteris paribus. We also find some...

Persistent link: https://www.econbiz.de/10004983438

Hedge Funds for Retail Investors? An Examination of Hedged Mutual Funds

Agarwal, Vikas; Boyson, Nicole M.; Naik, Narayan Y. - In: Journal of Financial and Quantitative Analysis 44 (2009) 02, pp. 273-305

Recently, there has been rapid growth in the assets managed by “hedged mutual funds”—mutual funds mimicking hedge fund strategies. We examine the performance of these funds relative to hedge funds and traditional mutual funds. Despite using similar trading strategies, hedged mutual funds...

Persistent link: https://www.econbiz.de/10004983439