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The COVID-19 pandemic and corporate dividend policy
Cejnek, Georg; Randl, Otto; Zechner, Josef - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 7, pp. 2389-2410
Persistent link: https://www.econbiz.de/10012705169
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The risk and return from factors
Chan, Louis K. C. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 2, pp. 159-188
Persistent link: https://www.econbiz.de/10001246910
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Dividend risk premia
Cejnek, Georg; Randl, Otto - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 4, pp. 1199-1242
Persistent link: https://www.econbiz.de/10012244219
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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On using the Black-Scholes model to value warrants
Leonard, David C. - In: The journal of financial research 13 (1990) 2, pp. 81-92
Persistent link: https://www.econbiz.de/10001142845
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Bootstrapping the number of factors in the arbitrage pricing theory
Chatterjee, Sangit - In: The journal of financial research 13 (1990) 1, pp. 15-21
Persistent link: https://www.econbiz.de/10001142876
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Pricing CRB futures contracts
Ehrhardt, Michael C. - In: The journal of financial research 13 (1990) 1, pp. 7-14
Persistent link: https://www.econbiz.de/10001142879
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Market model corrected for generalized autoregressive conditional heteroscedasticity and the small firm effect
Ghosh, Asim K. - In: The journal of financial research 15 (1992) 3, pp. 277-283
Persistent link: https://www.econbiz.de/10001143840
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Macroeconomic forces, systematic risk, and financial variables : an empirical investigation
Young, Saul David (contributor) - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 4, pp. 559-564
Persistent link: https://www.econbiz.de/10001119155
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Transaction data tests of S&P 100 call option pricing
Sheikh, Aamir M. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 4, pp. 459-475
Persistent link: https://www.econbiz.de/10001119165