haku: @journal_id 62 / yhteensä: 680
viitteet: 56-65 / 680
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 otsikkovuositekijä
56.
The Accuracy of Trade Classification Rules: Evidence from NASDAQ
Journal of Financial and Quantitative Analysis
2000 : DEC, VOL. 35:4, p. 529-552
 2000 Ellis, K.
Michaely, R.
O'Hara, M.
57.
The Long-Run Performance of Global Equity Offerings
Journal of Financial and Quantitative Analysis
2000 : DEC, VOL. 35:4, p. 499-528
 2000 Foerster, S. R.
Karolyi, G. A.
58.
Performance and Characteristics of Swedish Mutual Funds
Journal of Financial and Quantitative Analysis
2000 : SEP, VOL. 35:3, p. 409-424
 2000 Dahlquist, M.
Engstrom, S.
Soderlind, P.
59.
Monthly Measurement of Daily Timers
Journal of Financial and Quantitative Analysis
2000 : SEP, VOL. 35:3, p. 257-290
 2000 Goetzmann, W. N.
Ingersoll, J. Jr.
Ivkovic, Z.
60.
Testing the empirical performance of stochastic volatility models of the short-term interest rate
Journal of Financial and Quantitative Analysis
2000 : JUN, VOL. 35:2, p. 191-216
 2000 Bali, T.
61.
Profitability of momentum strategies in the international equity
Journal of Financial and Quantitative Analysis
2000 : JUN, VOL. 35:2, p. 153-172
 2000 Chan, K.
Hameed, A.
Tong, W.
62.
Behavioral portfolio theory
Journal of Financial and Quantitative Analysis
2000 : JUN, VOL. 35:2, p. 127-152
 2000 Shefrin, H.
Statman, M.
63.
Prices as aggregators of private information: evidence from S&P 500 futures data
Journal of Financial and Quantitative Analysis
2000 : MAR, VOL. 35:1, p. 111-126
 2000 Cho, J.
Krishnan, M.
64.
A reexamination of the motives and gains in joint ventures
Journal of Financial and Quantitative Analysis
2000 : MAR, VOL. 35:1, p. 67-86
 2000 Johnson, S.
Houston, M.
65.
A two-factor hazard rate model for pricing risky debt and the term structure of credit spreads
Journal of Financial and Quantitative Analysis
2000 : MAR, VOL. 35:1, p. 43-66
 2000 Madan, P.
Unal, H.
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