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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of economic perspectives : EP ; a journal of the American Economic Association"
~isPartOf:"The journal of law & economics"
~subject:"Capital market returns"
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Capital market returns
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Chordia, Tarun
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Journal of financial and quantitative analysis : JFQA
The journal of economic perspectives : EP ; a journal of the American Economic Association
The journal of law & economics
The review of financial studies
91
Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Centre for Economic Policy Research
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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1
A synthesis of two factor estimation methods
Connor, Gregory
;
Korajczyk, Robert A.
;
Uhlaner, Robert T.
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 825-842
Persistent link: https://www.econbiz.de/10011431039
Saved in:
2
Informational content of options trading on acquirer announcement return
Chan, Konan
;
Ge, Li
;
Lin, Tse-Chun
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1057-1082
Persistent link: https://www.econbiz.de/10011431148
Saved in:
3
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:
4
Investor attrition and fund flows in mutual funds
Christoffersen, Susan E. K.
;
Xu, Haoyu
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 867-893
Persistent link: https://www.econbiz.de/10011743839
Saved in:
5
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:
6
Hedge funds : the good, the bad, and the lucky
Chen, Yong
;
Cliff, Michael
;
Zhao, Haibei
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 1081-1109
Persistent link: https://www.econbiz.de/10011743927
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
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:
9
Does information-processing cost affect firm-specific information acquisition? : evidence from XBRL adoption
Dong, Yi
;
Li, Oliver Zhen
;
Lin, Yupeng
;
Ni, Chenkai
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 435-462
Persistent link: https://www.econbiz.de/10011577496
Saved in:
10
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
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