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Rational cross-sectional differences in market efficiency : evidence from mutual fund returns
Schultz, Paul H. - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 847-881
Persistent link: https://www.econbiz.de/10008758094
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The response to share mispricing by issuing firms and short sellers
Schultz, Paul H. - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 3, pp. 1078-1110
Persistent link: https://www.econbiz.de/10014309336
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Short squeezes and their consequences
Schultz, Paul H. - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 1, pp. 68-96
Persistent link: https://www.econbiz.de/10014486291
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The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns
Goyenko, Ruslan; Subrahmanyam, Avanidhar; Ukhov, Andrey - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 111-141
Persistent link: https://www.econbiz.de/10008997148
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The term structure of bond market liquidity and its implications for expected bond returns
Goyenko, Ruslan; Subrahmanyam, Avanidhar; Ukhov, Andrey - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 111-139
Persistent link: https://www.econbiz.de/10008991268
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Treasury bond illiquidity and global equity returns
Goyenko, Ruslan; Sarkissian, Sergei - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 5/6, pp. 1227-1253
Persistent link: https://www.econbiz.de/10011338941
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Weather, Stock Returns, and the Impact of Localized Trading Behavior
Loughran, Tim; Schultz, Paul - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 343-364
Persistent link: https://www.econbiz.de/10006693319
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Rational Cross-Sectional Differences in Market Efficiency: Evidence from Mutual Fund Returns
Schultz, Paul - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 847-883
Persistent link: https://www.econbiz.de/10008732900
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Weather, stock returns, and the impact of localized trading behavior
Loughran, Tim; Schultz, Paul H. - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 343-364
Persistent link: https://www.econbiz.de/10002103646
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Deviations from Put-Call Parity and Stock Return Predictability
Cremers, Martijn; Weinbaum, David - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 335-369
Persistent link: https://www.econbiz.de/10008433962