3849 results in Journal of Financial and Quantitative Analysis
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 3 / September 2003
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- 06 April 2009, pp. 635-672
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- September 2003
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On the Impossibility of Weak-Form Efficient Markets
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 3 / September 2003
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- 06 April 2009, pp. 523-554
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- September 2003
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JFQ volume 38 issue 3 Back 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. b1-b6
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- September 2003
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Is There Really a When-Issued Premium?
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 3 / September 2003
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- 06 April 2009, pp. 611-634
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- September 2003
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The Clustering of IPO Gross Spreads: International Evidence
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 3 / September 2003
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- 06 April 2009, pp. 673-694
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- September 2003
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Do Momentum-Based Strategies Still Work in Foreign Currency Markets?
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 2 / June 2003
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- 06 April 2009, pp. 425-447
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- June 2003
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Hedge Fund Performance 1990–2000: Do the “Money Machines” Really Add Value?
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 2 / June 2003
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- 06 April 2009, pp. 251-274
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- June 2003
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Do Persistent Large Cash Reserves Hinder Performance?
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 2 / June 2003
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- 06 April 2009, pp. 275-294
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- June 2003
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JFQ volume 38 issue 2 Cover and Back matter
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 2 / June 2003
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- 06 April 2009, pp. b1-b6
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- June 2003
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Does Coordinated Institutional Investor Activism Reverse the Fortunes of Underperforming Firms?
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 2 / June 2003
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- 06 April 2009, pp. 317-336
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- June 2003
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JFQ volume 38 issue 2 Cover and Front matter
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 2 / June 2003
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- 06 April 2009, pp. f1-f4
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- June 2003
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A Multifactor Explanation of Post-Earnings Announcement Drift
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 2 / June 2003
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- 06 April 2009, pp. 383-398
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- June 2003
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Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 2 / June 2003
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- 06 April 2009, pp. 337-358
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- June 2003
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The Valuation of Default-Triggered Credit Derivatives
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 2 / June 2003
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- 06 April 2009, pp. 359-382
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- June 2003
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Interaction of Debt Agency Problems and Optimal Capital Structure: Theory and Evidence
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 2 / June 2003
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- 06 April 2009, pp. 399-423
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- June 2003
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Pricing Bounds on Asian Options
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 2 / June 2003
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- 06 April 2009, pp. 449-473
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- June 2003
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Risk Premia and the Dynamic Covariance between Stock and Bond Returns
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 2 / June 2003
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- 06 April 2009, pp. 295-316
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- June 2003
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Equity Ownership and Firm Value in Emerging Markets
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 1 / March 2003
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- 06 April 2009, pp. 159-184
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- March 2003
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Do Better Institutions Mitigate Agency Problems? Evidence from Corporate Finance Choices
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 1 / March 2003
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- 06 April 2009, pp. 185-212
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- March 2003
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JFQ volume 38 issue 1 Front matter
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- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 1 / March 2003
- Published online by Cambridge University Press:
- 06 April 2009, pp. f1-f6
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- March 2003
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