3849 results in Journal of Financial and Quantitative Analysis
JFQ volume 26 issue 4 Cover and Back matter
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 4 / December 1991
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- 06 April 2009, pp. b1-b6
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- December 1991
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An Empirical Examination of Models of Contract Choice in Initial Public Offerings
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 4 / December 1991
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- 06 April 2009, pp. 497-518
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- December 1991
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Forward Contracts and Firm Value: Investment Incentive and Contracting Effects
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 4 / December 1991
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- 06 April 2009, pp. 519-532
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- December 1991
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The Hedging of an Uncertain Future Foreign Currency Cash Flow
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 4 / December 1991
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- 06 April 2009, pp. 565-578
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- December 1991
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Put-Call Parity and Expected Returns
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 4 / December 1991
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- 06 April 2009, pp. 445-457
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- December 1991
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On the Computation of Continuous Time Option Prices Using Discrete Approximations
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 4 / December 1991
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- 06 April 2009, pp. 477-495
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- December 1991
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JFQ volume 26 issue 4 Cover and Front matter
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 4 / December 1991
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- 06 April 2009, pp. f1-f7
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- December 1991
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A Quick Algorithm for Pricing European Average Options
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 3 / September 1991
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- 06 April 2009, pp. 377-389
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- September 1991
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A Model of Capital Structure when Earnings Are Mean-Reverting
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 3 / September 1991
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- 06 April 2009, pp. 327-344
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- September 1991
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JFQ volume 26 issue 3 Cover and Front matter
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 3 / September 1991
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- 06 April 2009, pp. f1-f4
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- September 1991
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Pricing Stock and Bond Options when the Default-Free Rate Is Stochastic: A Comment
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 3 / September 1991
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- 06 April 2009, pp. 433-434
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- September 1991
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General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 3 / September 1991
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- 06 April 2009, pp. 287-308
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- September 1991
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The Pricing of Exchange Rate Risk in the Stock Market
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 3 / September 1991
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- 06 April 2009, pp. 363-376
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- September 1991
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Toehold Acquisitions, Shareholder Wealth, and the Market for Corporate Control
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 3 / September 1991
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- 06 April 2009, pp. 391-407
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- September 1991
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Measuring Risk in Fixed Payment Securities: An Empirical Test of the Structured Full Rank Covariance Matrix
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 3 / September 1991
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- 06 April 2009, pp. 345-362
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- September 1991
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A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 3 / September 1991
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- 06 April 2009, pp. 309-326
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- September 1991
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Futures Prices on Yields, Forward Prices, and Implied Forward Prices from Term Structure
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 3 / September 1991
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- 06 April 2009, pp. 409-424
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- September 1991
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JFQ volume 26 issue 3 Cover and Back matter
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 3 / September 1991
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- 06 April 2009, pp. b1-b5
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- September 1991
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Valuation Effects of Cancelled Debt Offerings
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 3 / September 1991
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- 06 April 2009, pp. 425-431
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- September 1991
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The Call, Sinking Fund, and Term-To-Maturity Features of Corporate Bonds: An Empirical Investigation
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 2 / June 1991
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- 06 April 2009, pp. 201-222
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- June 1991
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