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Journal of financial and quantitative analysis : JFQA
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137
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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
Inferring aggregate market expectations from the cross section of stock prices
Bali, Turan G.
;
Nichols, D. Craig
;
Weinbaum, David
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
3
,
pp. 1064-1099
Persistent link: https://www.econbiz.de/10015055400
Saved in:
3
The effects of foreign acquisitions on the value of industry peers
Yilmaz, Umit
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
4
,
pp. 1849-1885
Persistent link: https://www.econbiz.de/10015055434
Saved in:
4
Is there smart money? : how information in the commodity futures market is priced into the cross section of stock returns with delay
Ho, Steven Wei
;
Lauwers, Alexandre R.
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
8
,
pp. 3201-3230
Persistent link: https://www.econbiz.de/10014465417
Saved in:
5
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
6
International yield comovements
Bekaert, Geert
;
Ermolov, Andrey
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
1
,
pp. 250-288
Persistent link: https://www.econbiz.de/10014247804
Saved in:
7
Business cycles, regime shifts, and return predictability
Wei Yang
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
7
,
pp. 3058-3084
Persistent link: https://www.econbiz.de/10014437961
Saved in:
8
Recovery with applications to forecasting equity disaster probability and testing the spanning hypothesis in the treasury market
Bakshi, Gurdip S.
;
Gao, Xiaohui
;
Xue, Jinming
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
4
,
pp. 1808-1842
Persistent link: https://www.econbiz.de/10014309628
Saved in:
9
Using patent capital to estimate Tobin's Q
Woeppel, Michael
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
8
,
pp. 2929-2967
Persistent link: https://www.econbiz.de/10013469965
Saved in:
10
Corporate liquidity, acquisitions, and macroeconomic conditions
Erel, Isil
;
Jang, Yeejin
;
Minton, Bernadette A.
; …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
2
,
pp. 443-474
Persistent link: https://www.econbiz.de/10012437408
Saved in:
11
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:
12
Local economic spillover effects of stock market listings
Butler, Alexander W.
;
Fauver, Larry
;
Spyridopoulos, Ioannis
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 1025-1050
Persistent link: https://www.econbiz.de/10012139382
Saved in:
13
Board ancestral diversity and firm-performance volatility
Giannetti, Mariassunta
;
Zhao, Mengxin
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 1117-1155
Persistent link: https://www.econbiz.de/10012139387
Saved in:
14
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:
15
Panel-data estimation in finance : testable assumptions and parameter (in)consistency
Grieser, William D.
;
Hadlock, Charles J.
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012128892
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16
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:
17
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:
18
Monetary-policy rule as a bridge : predicting inflation without predictive regressions
Hua, Jian
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2559-2586
Persistent link: https://www.econbiz.de/10012128053
Saved in:
19
Tips from TIPS : the informational content of treasury inflation-protected security prices
D'Amico, Stefania
;
Kim, Don H.
;
Wei, Min
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 395-436
Persistent link: https://www.econbiz.de/10011929450
Saved in:
20
A new partial-segmentation approach to modeling international stock returns
Karolyi, G. Andrew
;
Wu, Ying
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 507-546
Persistent link: https://www.econbiz.de/10011929486
Saved in:
21
The anatomy of a credit supply shock : evidence from an internal credit market
Liberti, José María
;
Sturgess, Jason
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 547-579
Persistent link: https://www.econbiz.de/10011929488
Saved in:
22
Staying on top of the curve : a cascade model of term structure dynamics
Calvet, Laurent E.
;
Fisher, Adlai
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 937-963
Persistent link: https://www.econbiz.de/10011929549
Saved in:
23
Market sentiment and innovation activities
Dang, Tri-Vi
;
Xu, Zhaoxia
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1135-1161
Persistent link: https://www.econbiz.de/10011930404
Saved in:
24
Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions
Geraci, Marco Valerio
;
Gnabo, Jean-Yves
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1371-1390
Persistent link: https://www.econbiz.de/10011930417
Saved in:
25
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:
26
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1667-1703
Persistent link: https://www.econbiz.de/10011928402
Saved in:
27
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
Saved in:
28
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:
29
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:
30
Davids, Goliaths, and business cycles
Duarte, Jefferson
;
Kapadia, Nishad
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2429-2460
Persistent link: https://www.econbiz.de/10011929345
Saved in:
31
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:
32
Equity volatility term structures and the cross section of option returns
Vasquez, Aurelio
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2727-2754
Persistent link: https://www.econbiz.de/10011929375
Saved in:
33
Upper bounds on return predictability
Huang, Dashan
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 401-425
Persistent link: https://www.econbiz.de/10011742049
Saved in:
34
Best practice for cost-of-capital estimates
Levi, Yaron
;
Welch, Ivo
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 427-464
Persistent link: https://www.econbiz.de/10011742050
Saved in:
35
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:
36
The timing and source of long-run returns following repurchases
Bargeron, Leonce
;
Bonaime, Alice
;
Thomas, Shawn
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 491-517
Persistent link: https://www.econbiz.de/10011742052
Saved in:
37
Short-term interest rates and stock market anomalies
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 927-961
Persistent link: https://www.econbiz.de/10011743860
Saved in:
38
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:
39
Benchmarking and currency risk
Massa, Massimo
;
Wang, Yanbo
;
Zhang, Hong
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 629-654
Persistent link: https://www.econbiz.de/10011577517
Saved in:
40
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:
41
Creative destruction and asset prices
Grammig, Joachim
;
Jank, Stephan
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
6
,
pp. 1739-1768
Persistent link: https://www.econbiz.de/10011654670
Saved in:
42
Anchoring credit default swap spreads to firm fundamentals
Bai, Jennie
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
5
,
pp. 1521-1543
Persistent link: https://www.econbiz.de/10011665132
Saved in:
43
Labor income, relative wealth concerns, and the cross section of stock returns
Gómez, Juan-Pedro
;
Priestley, Richard
;
Zapatero, Fernando
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
4
,
pp. 1111-1133
Persistent link: https://www.econbiz.de/10011610392
Saved in:
44
Estimating beta
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
4
,
pp. 1437-1466
Persistent link: https://www.econbiz.de/10011610446
Saved in:
45
Institutional investors and the information production theory of stock splits
Chemmanur, Thomas J.
;
Hu, Gang
;
Huang, Jiekun
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
3
,
pp. 413-445
Persistent link: https://www.econbiz.de/10011391387
Saved in:
46
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:
47
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:
48
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
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49
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:
50
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
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