Narrow search
Showing 1 - 7 of 7
Cover Image
Does insider trading impair market liquidity? : Evidence from IPO lockup expirations
Cao, Charles Q.; Casares Field, Laura; Hanka, Gordon - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10001988535
Cover Image
What is the nature of hedge fund manager skills? : evidence from the risk-arbitrage strategy
Cao, Charles Q.; Goldie, Bradley A.; Liang, Bing; … - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 929-957
Persistent link: https://www.econbiz.de/10011610242
Cover Image
The poor predictive performance of asset pricing models
Simin, Timothy T. - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 355-380
Persistent link: https://www.econbiz.de/10003729127
Cover Image
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
Cover Image
The Poor Predictive Performance of Asset Pricing Models
Simin, Timothy - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 355-380
Persistent link: https://www.econbiz.de/10008065790
Cover Image
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
Cover Image
Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations
Cao, Charles; Field, Laura Casares; Hanka, Gordon - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10006693599