3849 results in Journal of Financial and Quantitative Analysis
Minority Shareholder Protections and the Private Benefits of Control for Swedish Mergers
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- Journal of Financial and Quantitative Analysis / Volume 39 / Issue 1 / March 2004
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- 06 April 2009, pp. 167-191
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- March 2004
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Sharpe Ratios and Alphas in Continuous Time
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- Journal of Financial and Quantitative Analysis / Volume 39 / Issue 1 / March 2004
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- 06 April 2009, pp. 103-114
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- March 2004
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Changing Risk, Return, and Leverage: The 1997 Asian Financial Crisis
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- Journal of Financial and Quantitative Analysis / Volume 39 / Issue 1 / March 2004
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- 06 April 2009, pp. 143-166
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- March 2004
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Confidence in the Familiar: An International Perspective
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- Journal of Financial and Quantitative Analysis / Volume 39 / Issue 1 / March 2004
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- 06 April 2009, pp. 47-68
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- March 2004
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On Inferring the Direction of Option Trades
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 4 / December 2003
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- 06 April 2009, pp. 881-902
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- December 2003
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JFQ volume 38 issue 4 Back matter
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 4 / December 2003
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- 06 April 2009, pp. b1-b9
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- December 2003
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JFQ volume 38 issue 4 Front matter
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 4 / December 2003
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- 06 April 2009, pp. f1-f3
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- December 2003
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Agency Costs of Controlling Minority Shareholders
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 4 / December 2003
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- 06 April 2009, pp. 695-719
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- December 2003
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Errors in Implied Volatility Estimation
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 4 / December 2003
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- 06 April 2009, pp. 779-810
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- December 2003
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Do Takeover Targets Underperform? Evidence from Operating and Stock Returns
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 4 / December 2003
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- 06 April 2009, pp. 721-746
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- December 2003
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Trade Execution Costs and Market Quality after Decimalization
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 4 / December 2003
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- 06 April 2009, pp. 747-777
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- December 2003
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A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 4 / December 2003
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- 06 April 2009, pp. 847-880
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- December 2003
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An Examination of the Performance of the Trades and Stock Holdings of Fund Managers: Further Evidence
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 4 / December 2003
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- 06 April 2009, pp. 811-828
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- December 2003
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The Value of Trading Consolidation: Evidence from the Exercise of Warrants
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 4 / December 2003
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- 06 April 2009, pp. 829-846
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- December 2003
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The Impact of Minimum Trading Units on Stock Value and Price Volatility
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 3 / September 2003
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- 06 April 2009, pp. 575-589
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- September 2003
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Market Structure and Trader Anonymity: An Analysis of Insider Trading
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 3 / September 2003
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- 06 April 2009, pp. 591-610
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- September 2003
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Financial Advisors and Shareholder Wealth Gains in Corporate Takeovers
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 3 / September 2003
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- 06 April 2009, pp. 475-501
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- September 2003
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Cross-Hedging with Currency Options and Futures
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 3 / September 2003
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- 06 April 2009, pp. 555-574
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- September 2003
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JFQ volume 38 issue 3 Front matter
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 3 / September 2003
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- 06 April 2009, pp. f1-f3
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- September 2003
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Reputation and the Market for Distressed Firm Debt
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 3 / September 2003
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- 06 April 2009, pp. 503-521
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- September 2003
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