3849 results in Journal of Financial and Quantitative Analysis
JFQ volume 37 issue 3 Front matter
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 3 / September 2002
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- 06 April 2009, pp. f1-f3
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- September 2002
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Daily Momentum and Contrarian Behavior of Index Fund Investors
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 3 / September 2002
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- 06 April 2009, pp. 375-389
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- September 2002
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Preferencing, Internalization of Order Flow, and Tacit Collusion: Evidence from Experiments
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 3 / September 2002
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- 06 April 2009, pp. 449-469
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Risk-Neutral Skewness: Evidence from Stock Options
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 3 / September 2002
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- 06 April 2009, pp. 471-493
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Information-Based Trading in Dealer and Auction Markets: An Analysis of Exchange Listings
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 3 / September 2002
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- 06 April 2009, pp. 391-424
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Option Value, Uncertainty, and the Investment Decision
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 3 / September 2002
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- 06 April 2009, pp. 341-374
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Price Leadership in the Spot Foreign Exchange Market
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 3 / September 2002
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- 06 April 2009, pp. 425-448
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JFQ volume 37 issue 3 Back matter
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 3 / September 2002
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- 06 April 2009, pp. b1-b6
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- September 2002
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JFQ volume 37 issue 2 Back matter
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 2 / June 2002
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- 06 April 2009, pp. b1-b5
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- June 2002
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A Methodology for Assessing Model Risk and its Application to the Implied Volatility Function Model
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 2 / June 2002
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- 06 April 2009, pp. 297-318
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- June 2002
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JFQ volume 37 issue 2 Front matter
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 2 / June 2002
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- 06 April 2009, pp. f1-f4
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- June 2002
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How Stock Flippers Affect IPO Pricing and Stabilization
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 2 / June 2002
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- 06 April 2009, pp. 319-340
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- June 2002
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Agency Conflicts in Closed-End Funds: The Case of Rights Offerings
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 2 / June 2002
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- 06 April 2009, pp. 177-200
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- June 2002
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How Large are the Benefits from Using Options?
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 2 / June 2002
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- 06 April 2009, pp. 201-220
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- June 2002
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Asset Pricing under the Quadratic Class
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 2 / June 2002
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- 06 April 2009, pp. 271-295
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- June 2002
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Order Submission Strategy and the Curious Case of Marketable Limit Orders
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 2 / June 2002
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- 06 April 2009, pp. 221-241
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- June 2002
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Intraday Market Price Integration for Shares Cross-Listed Internationally
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 2 / June 2002
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- 06 April 2009, pp. 243-269
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- June 2002
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The Decline of Inflation and the Bull Market of 1982–1999
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 1 / March 2002
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- 06 April 2009, pp. 29-61
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- March 2002
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Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 1 / March 2002
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- 06 April 2009, pp. 63-91
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- March 2002
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JFQ volume 37 issue 1 Front matter
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- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 1 / March 2002
- Published online by Cambridge University Press:
- 06 April 2009, pp. f1-f3
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- March 2002
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