haku: @journal_id 62 / yhteensä: 680
viitteet: 238-247 / 680
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 otsikkovuositekijä
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
243.
A mean-variance derivation of a multifactor equilibrium model.
Journal of Financial and Quantitative Analysis
1987 : JUN, VOL. 22:2, p. 227-236
 1987 Ehrhardt, M. C.
244.
An optimal financial response to variable demand.
Journal of Financial and Quantitative Analysis
1987 : JUN, VOL. 22:2, p. 209-225
 1987 Emery, G. W.
245.
Consolidation, fragmentation, and market performance.
Journal of Financial and Quantitative Analysis
1987 : JUN, VOL. 22:2, p. 189-207
 1987 Mendelson, H.
246.
Commodity contracts and common stocks as hedges against relative consumer price risk.
Journal of Financial and Quantitative Analysis
1987 : JUN, VOL. 22:2, p. 169-188
 1987 Bernard, V. L.
Frecka, T. J.
247.
Tests of an American option pricing model of the foreign currency options market.
Journal of Financial and Quantitative Analysis
1987 : JUN, VOL. 22:2, p. 153-167
 1987 Bodurtha, J. N.
Courtadon, G. R.
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