3849 results in Journal of Financial and Quantitative Analysis
Time Aggregation, Autocorrelation, and Systematic Risk Estimates–Additive versus Multiplicative Assumptions
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 15 / Issue 1 / March 1980
- Published online by Cambridge University Press:
- 06 April 2009, pp. 151-174
- Print publication:
- March 1980
-
- Article
- Export citation
Nonspeculative Behavior and the Term Structure
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 15 / Issue 1 / March 1980
- Published online by Cambridge University Press:
- 06 April 2009, pp. 53-83
- Print publication:
- March 1980
-
- Article
- Export citation
On the Estimation and Stability of Beta
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 15 / Issue 1 / March 1980
- Published online by Cambridge University Press:
- 06 April 2009, pp. 123-137
- Print publication:
- March 1980
-
- Article
- Export citation
The Price Effects of Rights Offerings
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 15 / Issue 1 / March 1980
- Published online by Cambridge University Press:
- 06 April 2009, pp. 25-40
- Print publication:
- March 1980
-
- Article
- Export citation
The Term of a Risk-Free Security
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 15 / Issue 1 / March 1980
- Published online by Cambridge University Press:
- 06 April 2009, pp. 41-52
- Print publication:
- March 1980
-
- Article
- Export citation
Intertemporal Cross-Dependence in Securities Daily Returns and the Short-Run Intervaling Effect on Systematic Risk
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 15 / Issue 1 / March 1980
- Published online by Cambridge University Press:
- 06 April 2009, pp. 139-149
- Print publication:
- March 1980
-
- Article
- Export citation
Spanning the State Space with Options
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 15 / Issue 1 / March 1980
- Published online by Cambridge University Press:
- 06 April 2009, pp. 1-9
- Print publication:
- March 1980
-
- Article
- Export citation
Market Structure versus Information Costs as Determinants of Underwriters' Spreads on Municipal Bonds
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 15 / Issue 1 / March 1980
- Published online by Cambridge University Press:
- 06 April 2009, pp. 85-97
- Print publication:
- March 1980
-
- Article
- Export citation
The Pricing of Options on Debt Securities
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 15 / Issue 1 / March 1980
- Published online by Cambridge University Press:
- 06 April 2009, pp. 11-24
- Print publication:
- March 1980
-
- Article
- Export citation
JFQ volume 15 issue 1 Cover and Front matter
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 15 / Issue 1 / March 1980
- Published online by Cambridge University Press:
- 06 April 2009, pp. f1-f7
- Print publication:
- March 1980
-
- Article
-
- You have access
- Export citation
A General Equilibrium Analysis of the Capital Asset Pricing Model
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 15 / Issue 1 / March 1980
- Published online by Cambridge University Press:
- 06 April 2009, pp. 99-122
- Print publication:
- March 1980
-
- Article
- Export citation
Potential Insolvency, Market Efficiency, and Bank Regulation of Large Commercial Banks
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 15 / Issue 1 / March 1980
- Published online by Cambridge University Press:
- 06 April 2009, pp. 219-236
- Print publication:
- March 1980
-
- Article
- Export citation
Price Effects of Stock Repurchasing: A Random Coefficient Regression Approach
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 15 / Issue 1 / March 1980
- Published online by Cambridge University Press:
- 06 April 2009, pp. 175-189
- Print publication:
- March 1980
-
- Article
- Export citation
Index Volume XIV - 1979
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 14 / Issue 5 / December 1979
- Published online by Cambridge University Press:
- 06 April 2009, pp. 1100-1105
- Print publication:
- December 1979
-
- Article
- Export citation
An Analysis of Risk in Bull and Bear Markets
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 14 / Issue 5 / December 1979
- Published online by Cambridge University Press:
- 06 April 2009, pp. 1015-1025
- Print publication:
- December 1979
-
- Article
- Export citation
Comment: The Unique, Real Internal Rate of Return
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 14 / Issue 5 / December 1979
- Published online by Cambridge University Press:
- 06 April 2009, pp. 1091-1094
- Print publication:
- December 1979
-
- Article
- Export citation
Autocorrelation, Market Imperfections, and the CAPM
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 14 / Issue 5 / December 1979
- Published online by Cambridge University Press:
- 06 April 2009, pp. 1027-1034
- Print publication:
- December 1979
-
- Article
- Export citation
Diversification, Financial Leverage and Conglomerate Systematic Risk
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 14 / Issue 5 / December 1979
- Published online by Cambridge University Press:
- 06 April 2009, pp. 999-1013
- Print publication:
- December 1979
-
- Article
- Export citation
Bond Immunization When Short-Term Interest Rates Fluctuate More Than Long-Term Rates
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 14 / Issue 5 / December 1979
- Published online by Cambridge University Press:
- 06 April 2009, pp. 1085-1090
- Print publication:
- December 1979
-
- Article
- Export citation
Inflation and the Holding Period Returns on Bonds
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 14 / Issue 5 / December 1979
- Published online by Cambridge University Press:
- 06 April 2009, pp. 959-979
- Print publication:
- December 1979
-
- Article
- Export citation