3849 results in Journal of Financial and Quantitative Analysis
Testing International Asset Pricing Models Using Implied Costs of Capital
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- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 2 / April 2009
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- 01 April 2009, pp. 307-335
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- April 2009
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Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices
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- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 2 / April 2009
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- 01 April 2009, pp. 369-390
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- April 2009
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Money and the C-CAPM
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- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 2 / April 2009
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- 01 April 2009, pp. 337-368
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- April 2009
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Are the Wall Street Analyst Rankings Popularity Contests?
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- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 2 / April 2009
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- 01 April 2009, pp. 411-437
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- April 2009
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JFQ volume 44 issue 1 Cover and Front matter
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- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 1 / February 2009
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- 21 April 2009, pp. f1-f5
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- February 2009
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Firm Characteristics, Relative Efficiency, and Equity Returns
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- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 1 / February 2009
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- 01 February 2009, pp. 213-236
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- February 2009
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The Determinants of Credit Default Swap Premia
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- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 1 / February 2009
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- 01 February 2009, pp. 109-132
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- February 2009
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Institutional Investors, Past Performance, and Dynamic Loss Aversion
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- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 1 / February 2009
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- 01 February 2009, pp. 155-188
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- February 2009
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Stock and Bond Market Liquidity: A Long-Run Empirical Analysis
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- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 1 / February 2009
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- 01 February 2009, pp. 189-212
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- February 2009
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Detecting Liquidity Traders
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- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 1 / February 2009
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- 01 February 2009, pp. 29-54
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- February 2009
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Does Sentiment Drive the Retail Demand for IPOs?
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- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 1 / February 2009
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- 01 February 2009, pp. 85-108
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- February 2009
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Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence
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- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 1 / February 2009
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- 01 February 2009, pp. 133-154
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- February 2009
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The Information Content of Idiosyncratic Volatility
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- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 1 / February 2009
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- 01 February 2009, pp. 1-28
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- February 2009
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JFQ volume 44 issue 1 Cover and Back matter
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- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 1 / February 2009
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- 21 April 2009, pp. b1-b6
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- February 2009
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Understanding the Penalties Associated with Corporate Misconduct: An Empirical Examination of Earnings and Risk
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- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 1 / February 2009
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- 01 February 2009, pp. 55-83
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- February 2009
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Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
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- Journal of Financial and Quantitative Analysis / Volume 43 / Issue 4 / December 2008
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- 06 April 2009, pp. 1055-1090
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- December 2008
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JFQ volume 43 issue 4 Back matter
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- Journal of Financial and Quantitative Analysis / Volume 43 / Issue 4 / December 2008
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- 06 April 2009, pp. b1-b10
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- December 2008
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The Impact of Commercial Banks on Underwriting Spreads: Evidence from Three Decades
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- Journal of Financial and Quantitative Analysis / Volume 43 / Issue 4 / December 2008
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- 06 April 2009, pp. 975-1000
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- December 2008
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JFQ volume 43 issue 4 Front matter
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- Journal of Financial and Quantitative Analysis / Volume 43 / Issue 4 / December 2008
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- 06 April 2009, pp. f1-f6
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- December 2008
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Star Power: The Effect of Monrningstar Ratings on Mutual Fund Flow
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- Journal of Financial and Quantitative Analysis / Volume 43 / Issue 4 / December 2008
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- 06 April 2009, pp. 907-936
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- December 2008
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