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

International Diversification with Large- and Small-Cap Stocks

Eun, Cheol S.; Huang, Wei; Lai, Sandy - In: Journal of Financial and Quantitative Analysis 43 (2008) 02, pp. 489-524

To the extent that investors diversify internationally, large-cap stocks receive the dominant share of fund allocation. Increasingly, however, returns to large-cap stocks or stock market indices tend to comove, mitigating the benefits from international diversification. In contrast, stocks of...

Persistent link: https://www.econbiz.de/10005243777

Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?

Branger, Nicole; Schlag, Christian - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1055

Persistent link: https://www.econbiz.de/10008213261

Recovering Risk Neutral Densities from Option Prices: A New Approach

Rompolis, Leonidas S.; Tzavalis, Elias - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1037-1054

Persistent link: https://www.econbiz.de/10008213262

Using Innovative Securities under Asymmetric Information: Why Do Some Firms Pay with Contingent Value Rights'?

Chatterjee, Sris; Yan, An - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1001-1036

Persistent link: https://www.econbiz.de/10008213263

The Impact of Commercial Banks on Underwriting Spreads: Evidence from Three Decades

Kim, Dongcheol; Palia, Darius; Saunders, Anthony - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 975-1000

Persistent link: https://www.econbiz.de/10008213264

Blockholder Scarcity, Takeovers, and Ownership Structures

Gorton, Gary; Kahl, Matthias - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 937-974

Persistent link: https://www.econbiz.de/10008213265

Star Power: The Effect of Morningstar Ratings on Mutual Fund Flow

Del Guercio, Diane; Tkac, Paula A. - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 907-936

Persistent link: https://www.econbiz.de/10008213266

Style Investing and Institutional Investors

Froot, Kenneth; Teo, Melvyn - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 883-906

Persistent link: https://www.econbiz.de/10008213267

Managerial Traits and Capital Structure Decisions

Hackbarth, Dirk - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 843-882

Persistent link: https://www.econbiz.de/10008213268

End of Year Report from the Managing Editors - Investment Banking and Analyst Objectivity: Evidence from Analysts Affiliated with Mergers and Acquisitions Advisors

Kolasinski, Adam C.; Kothari, S.P. - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 817-842

Persistent link: https://www.econbiz.de/10008213269