haku: @journal_id 62 / yhteensä: 680
viitteet: 134-143 / 680
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 otsikkovuositekijä
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.
138.
Valuation effects of greenmail prohibitions
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 49l-505
 1990 Eckbo, B.E.
139.
Asymmetric information, collateral, and moral hazard
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 469-490
 1990 Igawa, K.
Kanatas, G.
140.
The dynamics of stock index and stock index futures returns
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 441-468
 1990 Stoll, H.R.
Whaley, R.E.
141.
Stock returns before and after calls of convertible bonds.
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 549-554
 1990 Cowan, A. R.
Nayar, N.
Singh, A.
142.
Price revesals, bid-ask spreads, and market efficiency.
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 635-548
 1990 Atkins, A. B.
Dyl, E.
143.
Stock market seasonals and prespecified multifactor pricing relations.
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 517-534
 1990 Chang, E. C.
Pinegar, J.
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