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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
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Market manipulation, price bubbles, and a model of the US Treasury securities auction market
Chatterjea, Arkadev - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 2, pp. 255-289
Persistent link: https://www.econbiz.de/10001246906
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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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Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
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A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10001160594