haku: @journal_id 62 / yhteensä: 680
viitteet: 128-137 / 680
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 otsikkovuositekijä
128.
Open-market share repurchase programs and bid-ask spreads on the NYSE: implications for corporate payout policy
Journal of Financial and Quantitative Analysis
1995 : SEP, VOL. 30:3, p. 365-382
 1995 Miller, J.
McConnell, J.
129.
On equilibrium pricing under parameter uncertainty
Journal of Financial and Quantitative Analysis
1995 : SEP, VOL. 30:3, p. 347-364
 1995 Coles, J.
Loewenstein, U.
Suay, J.
130.
The effects of reverse splits on the liquidity of the stock
Journal of Financial and Quantitative Analysis
1995 : MAR, VOL. 30:1, p. 159-169
 1995 Han, K.
131.
Information costs and liquidity effects from changes in the Dow Jones industrial average list
Journal of Financial and Quantitative Analysis
1995 : MAR, VOL. 30:1, p. 135-157
 1995 Beneish, M.
Gardener, J.
132.
The short-run dynamics of the price adjustment to new information
Journal of Financial and Quantitative Analysis
1995 : MAR, VOL. 30:1, p. 117-134
 1995 Ederington, L.
Lee, J.
133.
Price adjustment delays and arbitrage costs: evidence from the behavior of convertible preffered prices
Journal of Financial and Quantitative Analysis
1995 : MAR, VOL. 30:1, p. 61-80
 1995 Lin, J.
Rozeff, M.
134.
Arbitrage, cointegration, and testing the unbiasedness hypothesis in financial markets
Journal of Financial and Quantitative Analysis
1995 : MAR, VOL. 30:1, p. 23-42
 1995 Brenner, R.
Kroner, K.
135.
Price reversals, bid-ask spreads, and market efficiency
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 535-547
 1990 Atkins, A.B.
Dyl, E.A.
136.
Stock market seasonals and prespecified multifactor pricing relations
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 517-533
 1990 Chang, E.C.
Pinegar, J.M.
137.
The systematic risk of discretely rebalanced option hedges
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 507-516
 1990 Gilster, J.E.
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