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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
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Kalman filtering of Generalized Vasicek term structure models
Babbs, Simon H.; Nowman, Kalid Ben - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 1, pp. 115-130
Persistent link: https://www.econbiz.de/10001436345
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Dynamic factors and asset pricing
He, Zhongzhi Lawrence; Huh, Sahn-wook; Lee, Bong-soo - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 707-737
Persistent link: https://www.econbiz.de/10008657199
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Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
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Price reversals, bid-ask spreads, and market efficiency
Atkins, Allen B. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 535-547
Persistent link: https://www.econbiz.de/10001098658
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Stock market seasonals and prespecified multifactor pricing relations
Chang, Eric Chieh - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 517-533
Persistent link: https://www.econbiz.de/10001098659
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Valuation effects of greenmail prohibitions
Eckbo, B. Espen - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 491-505
Persistent link: https://www.econbiz.de/10001098662
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The dynamics of stock index and stock index futures returns
Stoll, Hans R. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 441-468
Persistent link: https://www.econbiz.de/10001098664
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Permanent, temporary, and non-fundamental components of stock prices
Lee, Bong-soo - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001243210
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Extraordinary antitakeover provisions and insider ownership structure : the case of converting savings and loans
Boyle, Glenn W. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 2, pp. 291-304
Persistent link: https://www.econbiz.de/10001246905