haku: @journal_id 62 / yhteensä: 680
viitteet: 139-148 / 680
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 otsikkovuositekijä
139.
Asymmetric information, collateral, and moral hazard
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 469-490
 1990 Igawa, K.
Kanatas, G.
140.
The dynamics of stock index and stock index futures returns
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 441-468
 1990 Stoll, H.R.
Whaley, R.E.
141.
Stock returns before and after calls of convertible bonds.
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 549-554
 1990 Cowan, A. R.
Nayar, N.
Singh, A.
142.
Price revesals, bid-ask spreads, and market efficiency.
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 635-548
 1990 Atkins, A. B.
Dyl, E.
143.
Stock market seasonals and prespecified multifactor pricing relations.
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 517-534
 1990 Chang, E. C.
Pinegar, J.
144.
Valuation effects of greenmail prohibitions.
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 491-506
 1990 Eckbo, B. E.
145.
Assymmetric information, collateral, and moral hazard.
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 469-491
 1990 Igawa, K.
Kanatas, G.
146.
The dynamics of stock index and stock index futures returns.
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 441-467
 1990 Stoll, H. R.
Whaley, R.
147.
Bond pricing and the term structure of interest rates: a discrete time approximation.
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 419-440
 1990 Heath, D.
Morton, A.
Jarrow, R.
148.
A nonparametic distribution-free test for serial independence in stock returns: a comment
Journal of Financial and Quantitative Analysis
1990 : SEP, VOL. 25:3, p. 417-418
 1990 Ashley, R.
Patterson, D.
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