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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"United States"
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Discussion paper / Center for Economic Research, Tilburg University
Journal of financial and quantitative analysis : JFQA
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1
Human capital, management quality, and the exit decisions of entrepreneurial firms
He, Shan
;
Wei Li, C.
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
4
,
pp. 1269-1295
Persistent link: https://www.econbiz.de/10011610415
Saved in:
2
Standard errors in event studies
Salinger, Michael A.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 39-53
Persistent link: https://www.econbiz.de/10001122227
Saved in:
3
Robust
measurement
of beta risk
Chan, Louis K. C.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 265-282
Persistent link: https://www.econbiz.de/10001125358
Saved in:
4
Information and diversity of analyst opinion
Barry, Christopher Borden
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 169-183
Persistent link: https://www.econbiz.de/10001125363
Saved in:
5
Time-varying return and risk in the corporate bond market
Chang, Eric Chieh
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
3
,
pp. 323-340
Persistent link: https://www.econbiz.de/10001096422
Saved in:
6
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
Saved in:
7
Are jumps in stock returns diversifiable? : Evidence and implications for option pricing
Kim, Myung-jig
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
4
,
pp. 609-631
Persistent link: https://www.econbiz.de/10001175113
Saved in:
8
On estimating the expected rate of return in diffusion price models with application to estimating the expected return on the market
Goldenberg, David Harold
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
4
,
pp. 605-631
Persistent link: https://www.econbiz.de/10001219186
Saved in:
9
The specification and power of the sign test in event study hypothesis tests using daily stock returns
Corrado, Charles Joseph
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 465-478
Persistent link: https://www.econbiz.de/10001129734
Saved in:
10
The robustness of risk-return nonlinearities to the normality assumption
Carroll, Carolyn A.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10001129743
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