| 1 |
|
A Direct Test of Methods for Inferring Trade Direction from Intra-Day Data
|
Finucane, T. J.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|
| 2 |
|
Blockholder Ownership and Market Liquidity
|
Heflin, F.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|
| 3 |
|
Hedge Funds: The Living and the Dead
|
Liang, B.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|
| 4 |
|
Market Segmentation and the Cost of Capital in International Equity Markets
|
Errunza, V. R.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|
| 5 |
|
Monthly Measurement of Daily Timers
|
Goetzmann, W. N.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|
| 6 |
|
Morningstar Ratings and Mutual Fund Performance
|
Blake, C. R.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|
| 7 |
|
Multi-Period Performance Persistence Analysis of Hedge Funds
|
Agarwal, V.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|
| 8 |
|
Performance and Characteristics of Swedish Mutual Funds
|
Dahlquist, M.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|
| 9 |
|
Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases
|
Fung, W.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|
| 10 |
|
Predictability in International Asset Returns: A Reexamination
|
Neely, C. J.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|
| 11 |
|
Small Sample Analysis of Performance Measures in the Asymmetric Response Model
|
Pedersen, C. S.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|
| 12 |
|
Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings
|
Gibson, S.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|
| 13 |
|
The Accuracy of Trade Classification Rules: Evidence from Nasdaq
|
Ellis, K.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|
| 14 |
|
The Long-Run Performance of Global Equity Offerings
|
Foerster, S. R.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|
| 15 |
|
The Value Added from Investment Managers: An Examination of Funds of REITs
|
Kallberg, J. G.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|
| 16 |
|
The Value Line Enigma: The Sum of Known Parts?
|
Choi, J. J.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|
| 17 |
|
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers
|
Chen, H.-L.
|
JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS
|
2000
|
|
|
|