| 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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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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| 3 |
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Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market
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George, T. J.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 4 |
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Bond and Stock Market Response to Unexpected Earnings Announcements
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Datta, S.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 5 |
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Can Omitted Risk Factors Explain the January Effect? A Stochastic Dominance Approach
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Nejat Seyhun, H.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 6 |
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Changes in Organizational Structure and Shareholder Wealth: The Case of Limited Partnerships
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Denning, K. C.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 7 |
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Explaining the Cross-Section of Returns via a Multi-Factor APT Model
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Mei, J.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 8 |
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Government Regulation and Structural Change in the Corporate Acquisitions Market: The Impact of the Williams Act
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Malatesta, P. H.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 9 |
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Implications of Nonlinear Dynamics for Financial Risk Management
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Hsieh, D. A.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 10 |
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Information Asymmetry and the Sinking Fund Provision
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Wu, C.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 11 |
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Information, Investment Horizon, and Price Reactions
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Thakor, A. V.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 12 |
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International Evidence on the Robustness of the Day-of-the-Week Effect
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Chang, E. C.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 13 |
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Motives for Takeovers: An Empirical Investigation
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Berkovitch, E.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 14 |
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Negative Moments, Risk Aversion, and Stochastic Dominance
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Thistle, P. D.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 15 |
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No Arbitrage and Valuation in Markets with Realistic Transaction Costs
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Cuevas Dermody, J.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 16 |
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One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities
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Hull, J.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 17 |
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Optimality of Spin-Offs and Allocation of Debt
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John, T. A.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 18 |
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Optimal Replication of Options with Transactions Costs and Trading Restrictions
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Edirisinghe, C.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 19 |
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Price Barriers in the Dow Jones Industrial Average
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Donaldson, R. G.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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| 20 |
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Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
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Bessembinder, H.
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JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
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1993
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