| 1 |
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A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation
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Karolyi, G. A.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 2 |
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A Bias in Closing Prices: The Case of the When-Issued Pricing Anomaly
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Brooks, R. M.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1995
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| 3 |
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A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks
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Bessembinder, H.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1997
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| 4 |
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A Direct Test of Methods for Inferring Trade Direction from Intra-Day Data
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Finucane, T. J.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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2000
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| 5 |
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A Direct Test of the Mixture of Distributions Hypothesis: Measuring the Daily Flow of Information
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Richardson, M.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1994
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| 6 |
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A Market Microstructure Explanation for Predictable Variations in Stock Returns following Large Price Changes
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Park, J.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1995
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| 7 |
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A Multifactor Explanation of Post-Earnings Announcement Drift
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Kim, D.; Kim, M.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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2003
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| 8 |
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Analysis of the Term Structure of Implied Volatilities
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Heynen, R.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1994
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| 9 |
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An Analysis of the Wealth Effects of Japanese Offshore Dollar-Denominated Convertible and Warrant Bond Issues
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Kang, J.-K.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1995
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| 10 |
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An Empirical Analysis of the Determinants of Corporate Debt Ownership Structure
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Johnson, S. A.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1997
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| 11 |
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An Empirical Examination of Dividend Policy Following Debt Issues
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Long, M. S.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1994
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| 12 |
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An Intertemporal Model of International Capital Market Segmentation
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Basak, S.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1996
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| 13 |
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Another Look at Mutual Fund Tournaments
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Busse, J. A.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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2001
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| 14 |
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Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets
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Brenner, R. J.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1995
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| 15 |
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Arbitrage Pricing with Estimation Risk
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Handa, P.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 16 |
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Are Corporations Reducing or Taking Risks with Derivatives?
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Hentschel, L.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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2001
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| 17 |
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Are Dividend Omissions Truly the Cruelest Cut of All?
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Christie, W. G.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1994
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| 18 |
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Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing
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Kim, M.-J.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1994
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| 19 |
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Are Treasury Securities Free of Default?
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Nippani, S.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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2001
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| 20 |
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A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques
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Grinblatt, M.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1994
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