haku: @journal_id 62 / yhteensä: 680
viitteet: 39-48 / 680
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39.
Day trading international mutual funds: evidence and policy solutions
Journal of Financial and Quantitative Analysis
2001 : SEP, VOL. 36:3, p. 287-309
 2001 Goetzmann, W. N.
Ivkovic, Z.
Rouwenhorst, K. G.
40.
Record Date, When-Issued, and Ex-Date Effects in Stock Splits
Journal of Financial and Quantitative Analysis
2001 : MAR, VOL. 36:1, p. 119-139
 2001 Nayar, N.
Rozeff, M. S.
41.
Are Corporations Reducing or Taking Risks with Derivatives?
Journal of Financial and Quantitative Analysis
2001 : MAR, VOL. 36:1, p. 93-118
 2001 Hentschel, L.
Kothari, S. P.
42.
Derivatives Performance Attribution
Journal of Financial and Quantitative Analysis
2001 : MAR, VOL. 36:1, p. 75-92
 2001 Rubinstein, M.
43.
Another Look at Mutual Fund Tournaments
Journal of Financial and Quantitative Analysis
2001 : MAR, VOL. 36:1, p. 53-74
 2001 Busse, J. A.
44.
How Stock Splits Affect Trading: A Microstructure Approach
Journal of Financial and Quantitative Analysis
2001 : MAR, VOL. 36:1, p. 25-52
 2001 Easley, D.
O'Hara, M.
Saar, G.
45.
The Debt-Equity Choice
Journal of Financial and Quantitative Analysis
2001 : MAR, VOL. 36:1, p. 1-24
 2001 Hovakimian, A.
Opler, T.
Titman, S.
46.
Can the Treatment of Limit Orders Reconcile the Differences in Trading Costs between NYSE and Nasdaq Issues?
Journal of Financial and Quantitative Analysis
2001 : JUN, VOL. 36:2, p. 267-286
 2001 Chung, K. H.
Ness, B. F. V.
Ness, R. A. V.
47.
Are Treasury Securities Free of Default?
Journal of Financial and Quantitative Analysis
2001 : JUN, VOL. 36:2, p. 251-266
 2001 Nippani, S.
Liu, P.
Schulman, C. T.
48.
Corporate Hedging and Speculative Incentives: Implications for Swap Market Default Risk
Journal of Financial and Quantitative Analysis
2001 : JUN, VOL. 36:2, p. 221-250
 2001 Mozumdar, A.
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