haku: @journal_id 62 / yhteensä: 680
viitteet: 233-242 / 680
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 otsikkovuositekijä
233.
A put option paradox.
Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 23-26
 1988 Grinblatt, M.
Johnson, H.
234.
Default risk, yield spreads, and time to maturity.
Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 111-117
 1988 Rodriquez, R. J.
235.
Long-term behaviour of yield curves.
Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 105-110
 1988 Siegel, A. F.
Nelson, C. R.
236.
Bankruptcy and agency costs : their significance to the theory of optimal capital structure.
Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 27-38
 1988 Haugen, R. A.
Senbet, L. W.
237.
Debt versus equity under asymmetric information.
Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 39-51
 1988 Narayanan, M. P.
238.
Information quality and market efficiency.
Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 53-70
 1988 Ho, T. S. Y.
Michaely, R.
239.
Measuring event impacts in thinly traded stocks.
Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 71-88
 1988 Heinkel, R.
Kraus, A.
240.
Immunizing default-free bond portfolios with a duration vector.
Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 89-104
 1988 Chambers, D. R.
Carleton, W. T.
McEnally, R. W.
241.
Inflation and asset life : The Darby versus thethe Fisher effect.
Journal of Financial and Quantitative Analysis
1987 : JUN, VOL. 22:2, p. 249-258
 1987 Howe, K. M.
Lapan, H.
242.
Risk decomposition : variance or standard deviation - a reexamination and extension.
Journal of Financial and Quantitative Analysis
1987 : JUN, VOL. 22:2, p. 237-247
 1987 Zijl, T. van
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