haku: @journal_id 62 / yhteensä: 680
viitteet: 44-53 / 680
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 otsikkovuositekijä
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.
49.
The Market Demand Curve for Common Stocks: Evidence from Equity Mutual Fund Flows
Journal of Financial and Quantitative Analysis
2001 : JUN, VOL. 36:2, p. 195-220
 2001 Cha, H.-J.
Lee, B.-S.
50.
Is the Market Surprised by Poor Earnings Realizations following Seasoned Equity Offerings?
Journal of Financial and Quantitative Analysis
2001 : JUN, VOL. 36:2, p. 169-194
 2001 Denis, D. J.
Sarin, A.
51.
Is the Market Optimistic about the Future Earnings of Seasoned Equity Offering Firms?
Journal of Financial and Quantitative Analysis
2001 : JUN, VOL. 36:2, p. 141-168
 2001 Brous, P. A.
Datar, V.
Kini, O.
52.
Blockholder Ownership and Market Liquidity
Journal of Financial and Quantitative Analysis
2000 : DEC, VOL. 35:4, p. 621-633
 2000 Heflin, F.
Shaw, K. W.
53.
Predictability in International Asset Returns: A Reexamination
Journal of Financial and Quantitative Analysis
2000 : DEC, VOL. 35:4, p. 601-620
 2000 Neely, C. J.
Weller, P.
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