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Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 331-354
Persistent link: https://www.econbiz.de/10008065791
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Mimicking portfolios with conditioning information
Ferson, Wayne E.; Siegel, Andrew F.; Xu, Pisun - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 3, pp. 607-636
Persistent link: https://www.econbiz.de/10003374650
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Asset pricing models with conditional betas and alphas : the effects of data snooping and spurious regression
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy T. - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 331-354
Persistent link: https://www.econbiz.de/10003729126
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The determinants of firms' hedging policies
Smith, Clifford W. - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 4, pp. 391-405
Persistent link: https://www.econbiz.de/10001007382
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The pricing of stock index options in a general equilibrium model
Bailey, Warren - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001063208
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An analysis of the wealth effects of Japanese offshore dollar-denominated convertible and warrant bond issues
Kang, Jun-koo; Kim, Yong-cheol; Park, Kyung-joo; Stulz, … - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 257-270
Persistent link: https://www.econbiz.de/10001218105
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Corporate governance and the home bias
Dahlquist, Magnus; Pinkowitz, Lee; Stulz, René M.; … - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 1, pp. 87-110
Persistent link: https://www.econbiz.de/10001749501