haku: @journal_id 62 / yhteensä: 680
viitteet: 85-94 / 680
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 otsikkovuositekijä
85.
Loan commitments and the debt overhand problem
Journal of Financial and Quantitative Analysis
1998 : MAR, VOL. 33:1, p. 87-116
 1998 Snyder, C.
86.
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Journal of Financial and Quantitative Analysis
1998 : MAR, VOL. 33:1, p. 33-60
 1998 Miltersen, K.
Schwartz, E.
87.
A reexamination of firm size, book-to-market, and earnings price in the cross-section of expected stock returns
Journal of Financial and Quantitative Analysis
1997 : DEC, VOL. 32:4, p. 463-490
 1997 Kim, D.
88.
Fluctuating confidence in stock markets: implications for returns and volatility
Journal of Financial and Quantitative Analysis
1997 : DEC, VOL. 32:4, p. 427-462
 1997 David, A.
89.
Is technical analysis in the foreign exchange market profitable? A genetic programming approach
Journal of Financial and Quantitative Analysis
1997 : DEC, VOL. 32:4, p. 405-426
 1997 Neely, C.
Weller, P.
Dittmar, R.
90.
Bookbuilding vs. fixed price: an analysis of competing strategies for marketing IPOs
Journal of Financial and Quantitative Analysis
1997 : DEC, VOL. 32:4, p. 383-404
 1997 Benvensite, L.
Busaba, W.
91.
Reciprocally interlocking boards of directors and executive compensation
Journal of Financial and Quantitative Analysis
1997 : SEP, VOL. 32:3, p. 331-344
 1997 Hallock, K.
92.
A comparison of trade execution costs for NYSE and NASDAQ-listed stocks
Journal of Financial and Quantitative Analysis
1997 : SEP, VOL. 32:3, p. 287-310
 1997 Bessembinder, H.
Kaufman, H.
93.
Book-to-market across firm size, exchange, and seasonality: is there an effect?
Journal of Financial and Quantitative Analysis
1997 : SEP, VOL. 32:3, p. 249-268
 1997 Loughran, T.
94.
Valuing risky fixed rate debt: an extension
Journal of Financial and Quantitative Analysis
1997 : JUN, VOL. 32:2, p. 239-248
 1997 Briys, E.
Varenne, F. de
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