haku: @journal_id 62 / yhteensä: 680
viitteet: 123-132 / 680
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 otsikkovuositekijä
123.
An intertemporal model of international capital market segmentation.
Journal of Financial and Quantitative Analysis
1996 : JUN, VOL. 31:2, p. 161-188
 1996 Basak, S.
124.
The informative role of the value line investment survey: evidence from stock highlights
Journal of Financial and Quantitative Analysis
1995 : DEC, VOL. 30:4, p. 607-618
 1995 Peterson, D.
125.
Exchange rate fluctuations, political risk, and stock returns: some evidence from an emerging market
Journal of Financial and Quantitative Analysis
1995 : DEC, VOL. 30:4, p. 541-562
 1995 Bailey, W.
Chung, P.
126.
Measuring true stock index value in the presence of infrequent trading
Journal of Financial and Quantitative Analysis
1995 : SEP, VOL. 30:3, p. 455-464
 1995 Jokivuolle, E.
127.
Dividend payout and the valuation effects of bond announcements
Journal of Financial and Quantitative Analysis
1995 : SEP, VOL. 30:3, p. 407-424
 1995 Johnson, S.
128.
Open-market share repurchase programs and bid-ask spreads on the NYSE: implications for corporate payout policy
Journal of Financial and Quantitative Analysis
1995 : SEP, VOL. 30:3, p. 365-382
 1995 Miller, J.
McConnell, J.
129.
On equilibrium pricing under parameter uncertainty
Journal of Financial and Quantitative Analysis
1995 : SEP, VOL. 30:3, p. 347-364
 1995 Coles, J.
Loewenstein, U.
Suay, J.
130.
The effects of reverse splits on the liquidity of the stock
Journal of Financial and Quantitative Analysis
1995 : MAR, VOL. 30:1, p. 159-169
 1995 Han, K.
131.
Information costs and liquidity effects from changes in the Dow Jones industrial average list
Journal of Financial and Quantitative Analysis
1995 : MAR, VOL. 30:1, p. 135-157
 1995 Beneish, M.
Gardener, J.
132.
The short-run dynamics of the price adjustment to new information
Journal of Financial and Quantitative Analysis
1995 : MAR, VOL. 30:1, p. 117-134
 1995 Ederington, L.
Lee, J.
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