3849 results in Journal of Financial and Quantitative Analysis
Predictability in International Asset Returns: A Reexamination
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 4 / December 2000
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- 06 April 2009, pp. 601-620
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- December 2000
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The Long-Run Performance of Global Equity Offerings
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 4 / December 2000
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- 06 April 2009, pp. 499-528
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- December 2000
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Market Segmentation and the Cost of the Capital in International Equity Markets
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 4 / December 2000
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- 06 April 2009, pp. 577-600
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- December 2000
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Blockholder Ownership and Market Liquidity
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 4 / December 2000
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- 06 April 2009, pp. 621-633
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- December 2000
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A Direct Test of Methods for Inferring Trade Direction from Intra-Day Data
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 4 / December 2000
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- 06 April 2009, pp. 553-576
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- December 2000
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The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 3 / September 2000
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- 06 April 2009, pp. 343-368
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- September 2000
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Small Sample Analysis of Performance Measures in the Asymmetric Response Model
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 3 / September 2000
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- 06 April 2009, pp. 425-450
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- September 2000
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Performance and Characteristics of Swedish Mutual Funds
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 3 / September 2000
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- 06 April 2009, pp. 409-423
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- September 2000
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The Value Line Enigma: The Sum of Known Parts?
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 3 / September 2000
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- 06 April 2009, pp. 485-498
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- September 2000
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Multi-Period Performance Persistence Analysis of Hedge Funds
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 3 / September 2000
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- 06 April 2009, pp. 327-342
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- September 2000
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Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 3 / September 2000
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- 06 April 2009, pp. 291-307
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- September 2000
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Monthly Measurement of Daily Timers
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 3 / September 2000
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- 06 April 2009, pp. 257-290
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- September 2000
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Hedge Funds: The Living and the Dead
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 3 / September 2000
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- 06 April 2009, pp. 309-326
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- September 2000
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Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 3 / September 2000
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- 06 April 2009, pp. 369-386
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- September 2000
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The Value Added from Investment Managers: An Examination of Funds of REITs
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 3 / September 2000
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- 06 April 2009, pp. 387-408
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- September 2000
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Morningstar Ratings and Mutual Fund Performance
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 3 / September 2000
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- 06 April 2009, pp. 451-483
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- September 2000
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Profitability of Momentum Stragegies in the International Equity Markets
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 2 / June 2000
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- 06 April 2009, pp. 153-172
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- June 2000
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Dividend Behaviour and Dividend Signaling
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 2 / June 2000
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- 06 April 2009, pp. 173-189
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- June 2000
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The Impact of Takeovers on Shareholder Wealth during the 1920s Merger Wave
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 2 / June 2000
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- 06 April 2009, pp. 217-238
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- June 2000
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Behavioral Portfolio Theory
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- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 2 / June 2000
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- 06 April 2009, pp. 127-151
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- June 2000
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