3849 results in Journal of Financial and Quantitative Analysis
Does Corporate Governance Matter to Bondholders?
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 4 / December 2005
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- 06 April 2009, pp. 693-719
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- December 2005
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The Volatility Risk Premium Embedded in Currency Options
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 4 / December 2005
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- 06 April 2009, pp. 803-832
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- December 2005
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JFQ volume 40 issue 4 Front matter
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 4 / December 2005
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- 06 April 2009, pp. f1-f6
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- December 2005
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Stock Splits, Broker Promotion, and Decimalization
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 4 / December 2005
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- 06 April 2009, pp. 873-895
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- December 2005
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Equilibrium Pricing in Incomplete Markets
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 4 / December 2005
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- 06 April 2009, pp. 833-848
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- December 2005
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The Performance of Alternative Interest Rate Risk Measures and Immunization Strategies under a Heath-Jarrow-Morton Framework
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 3 / September 2005
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- 06 April 2009, pp. 645-669
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- September 2005
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Signaling Managerial Optimism through Stock Dividends and Stock Splits: A Reexamination of the Retained Earnings Hypothesis
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 3 / September 2005
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- 06 April 2009, pp. 531-561
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- September 2005
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Information Quality, Learning, and Stock Market Returns
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 3 / September 2005
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- 06 April 2009, pp. 595-620
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- September 2005
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JFQ volume 40 issue 3 Front matter
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 3 / September 2005
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- 06 April 2009, pp. f1-f3
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- September 2005
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Packaging Liquidity: Blind Auctions and Transaction Efficiencies
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 3 / September 2005
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- 06 April 2009, pp. 465-492
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- September 2005
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Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 3 / September 2005
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- 06 April 2009, pp. 671-691
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- September 2005
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Lockups Revisited
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 3 / September 2005
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- 06 April 2009, pp. 519-530
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- September 2005
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Information vs. Entry Costs: What Explains U.S. Stock Market Evolution?
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 3 / September 2005
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- 06 April 2009, pp. 563-594
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- September 2005
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The Information Content of Institutional Trades on the London Stock Exchange
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 3 / September 2005
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- 06 April 2009, pp. 621-644
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- September 2005
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JFQ volume 40 issue 3 Back matter
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 3 / September 2005
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- 06 April 2009, pp. b1-b5
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- September 2005
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Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 3 / September 2005
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- 06 April 2009, pp. 493-517
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- September 2005
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JFQ volume 40 issue 2 Front matter
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 2 / June 2005
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- 06 April 2009, pp. f1-f4
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- June 2005
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Volatility Spillover Effects in European Equity Markets
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 2 / June 2005
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- 06 April 2009, pp. 373-401
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- June 2005
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Pricing of Seasoned Equity Offers and Earnings Management
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 2 / June 2005
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- 06 April 2009, pp. 435-463
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- June 2005
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Term Structure Forecasts of Long-Term Consumption Growth
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- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 2 / June 2005
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- 06 April 2009, pp. 241-258
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- June 2005
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