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