3849 results in Journal of Financial and Quantitative Analysis
Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 3 / September 1989
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- 06 April 2009, pp. 285-311
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- September 1989
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Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 3 / September 1989
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- 06 April 2009, pp. 333-355
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- September 1989
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JFQ volume 24 issue 3 Cover and Front matter
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 3 / September 1989
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- 06 April 2009, pp. f1-f4
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- September 1989
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Bond Price Data and Bond Market Liquidity
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 3 / September 1989
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- 06 April 2009, pp. 367-378
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- September 1989
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Pricing European Currency Options: A Comparison of the Modified Black-Scholes Model and a Random Variance Model
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 3 / September 1989
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- 06 April 2009, pp. 267-284
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- September 1989
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Determinants of Hedging and Risk Premia in Commodity Futures Markets
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 3 / September 1989
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- 06 April 2009, pp. 313-331
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- September 1989
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JFQ volume 24 issue 3 Cover and Back matter
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 3 / September 1989
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- 06 April 2009, pp. b1-b7
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- September 1989
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The Incidence of Secured Debt: Evidence from the Small Business Community
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 3 / September 1989
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- 06 April 2009, pp. 379-394
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- September 1989
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Hedging Interest Rate Risk with Futures Portfolios under Full-Rank Assumptions
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 2 / June 1989
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- 06 April 2009, pp. 217-240
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- June 1989
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A New Test of the Three-Moment Capital Asset Pricing Model
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 2 / June 1989
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- 06 April 2009, pp. 205-216
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- June 1989
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Takeover Bids below the Expected Value of Minority Shares
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 2 / June 1989
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- 06 April 2009, pp. 171-184
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- June 1989
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An Examination of the Robustness of the Weekend Effect
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 2 / June 1989
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- 06 April 2009, pp. 133-169
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- June 1989
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JFQ volume 24 issue 2 Cover and Back matter
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 2 / June 1989
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- 06 April 2009, pp. b1-b4
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- June 1989
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International Transmission of Stock Market Movements
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 2 / June 1989
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- 06 April 2009, pp. 241-256
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- June 1989
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A Performance Interpretation of Multivariate Tests of Asset Set Intersection, Spanning, and Mean-Variance Efficiency
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 2 / June 1989
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- 06 April 2009, pp. 185-204
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- June 1989
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Signalling and the Valuation of Unseasoned New Issues Revisited
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 2 / June 1989
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- 06 April 2009, pp. 257-266
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- June 1989
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JFQ volume 24 issue 2 Cover and Front matter
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 2 / June 1989
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- 06 April 2009, pp. f1-f4
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- June 1989
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The Relevance of the Distributional Form of Common Stock Returns to the Construction of Optimal Portfolios: Reply
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 1 / March 1989
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- 06 April 2009, p. 131
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- March 1989
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The Relevance of the Distributional Form of Common Stock Returns to the Construction of Optimal Portfolios: Comment
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 1 / March 1989
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- 06 April 2009, pp. 129-130
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- March 1989
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On the Call Provision in Corporate Zero-Coupon Bonds
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- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 1 / March 1989
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- 06 April 2009, pp. 91-103
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- March 1989
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