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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
59
Journal of financial economics
44
NBER working paper series
43
The review of financial studies
36
Journal of banking & finance
35
Working paper / National Bureau of Economic Research, Inc.
35
NBER Working Paper
34
The journal of finance : the journal of the American Finance Association
34
Discussion paper / Centre for Economic Policy Research
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
Finance and stochastics
24
Pacific-Basin finance journal
23
International review of financial analysis
22
Journal of financial markets
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Journal of empirical finance
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Finance research letters
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International journal of theoretical and applied finance
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Journal of international financial markets, institutions & money
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International review of economics & finance : IREF
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Journal of mathematical economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Discussion paper / LSE Financial Markets Group
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Annals of finance
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Journal of international money and finance
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Review of finance : journal of the European Finance Association
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1
Identifying the effect of stock indexing : impetus or impediment to arbitrage and price discovery?
Ahn, Byung Hyun
;
Patatoukas, Panos N.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 2022-2062
Persistent link: https://www.econbiz.de/10013367056
Saved in:
2
Trading in fragmented markets
Baldauf, Markus
;
Mollner, Joshua
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
1
,
pp. 93-121
Persistent link: https://www.econbiz.de/10012437372
Saved in:
3
Dynamics of arbitrage
Ederington, Louis H.
;
Fernando, Chitru S.
;
Holland, …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
4
,
pp. 1350-1380
Persistent link: https://www.econbiz.de/10012523334
Saved in:
4
Regional economic activity and stock returns
Smajlbegovic, Esad
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 1051-1082
Persistent link: https://www.econbiz.de/10012139384
Saved in:
5
Global political risk and currency momentum
Filippou, Ilias
;
Gozluklu, Arie E.
;
Taylor, Mark P.
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
5
,
pp. 2227-2259
Persistent link: https://www.econbiz.de/10011959087
Saved in:
6
Deleveraging risk
Richardson, Scott
;
Saffi, Pedro A. C.
;
Sigurdsson, Kari
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2491-2522
Persistent link: https://www.econbiz.de/10011929347
Saved in:
7
Capital market efficiency and arbitrage efficacy
Akbas, Ferhat
;
Armstrong, Will J.
;
Sorescu, Sorin M.
; …
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 387-413
Persistent link: https://www.econbiz.de/10011577478
Saved in:
8
Time-varying liquidity and momentum profits
Avramov, Doron
;
Cheng, Si
;
Hameed, Allaudeen
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
6
,
pp. 1897-1923
Persistent link: https://www.econbiz.de/10011654706
Saved in:
9
Arbitrage with fixed costs and interest rate models
Jouini, Elyès
;
Napp, Clotilde
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
4
,
pp. 889-913
Persistent link: https://www.econbiz.de/10003402934
Saved in:
10
Box spread arbitrage profits following the 1987 market crash : real or illusory?
Hemler, Michael Lee
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
1
,
pp. 71-90
Persistent link: https://www.econbiz.de/10001218123
Saved in:
11
Direct tests of index arbitrage models
Neal, Robert S.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
4
,
pp. 541-562
Persistent link: https://www.econbiz.de/10001219189
Saved in:
12
Arbitrage, clientele effects, and the term structure of interest rates
Katz, Eliakim
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
4
,
pp. 435-443
Persistent link: https://www.econbiz.de/10001119168
Saved in:
13
Equilibrium factor pricing with heterogeneous beliefs
Handa, Puneet
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
1
,
pp. 11-22
Persistent link: https://www.econbiz.de/10001102373
Saved in:
14
Fundamentals, factor structure, and multibeta models in large asset markets
John, Kose
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10001102374
Saved in:
15
The pricing of exchange rate risk in the stock market
Jorion, Philippe
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001113531
Saved in:
16
Producing derivative assets with forward contracts
Bick, Avi
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
2
,
pp. 153-160
Persistent link: https://www.econbiz.de/10001053429
Saved in:
17
Arbitrage equilibrium with skewed asset returns
Barone-Adesi, Giovanni
- In:
Journal of financial and quantitative analysis : JFQA
20
(
1985
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10001873815
Saved in:
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