3849 results in Journal of Financial and Quantitative Analysis
Pricing Lookback and Barrier Options under the CEV Process
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- Journal of Financial and Quantitative Analysis / Volume 34 / Issue 2 / June 1999
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- 06 April 2009, pp. 241-264
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- June 1999
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Optimal vs. Traditional Securities under Moral Hazard
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- Journal of Financial and Quantitative Analysis / Volume 34 / Issue 2 / June 1999
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- 06 April 2009, pp. 161-189
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- June 1999
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Non-Informative Tests of the Unbiased Forward Exchange Rate
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- Journal of Financial and Quantitative Analysis / Volume 34 / Issue 2 / June 1999
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- 06 April 2009, pp. 265-291
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- June 1999
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Does Insider Trading Really Move Stock Prices?
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- Journal of Financial and Quantitative Analysis / Volume 34 / Issue 2 / June 1999
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- 06 April 2009, pp. 191-209
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- June 1999
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Of Smiles and Smirks: A Term Structure Perspective
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- Journal of Financial and Quantitative Analysis / Volume 34 / Issue 2 / June 1999
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- 06 April 2009, pp. 211-239
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- June 1999
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Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions
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- Journal of Financial and Quantitative Analysis / Volume 34 / Issue 1 / March 1999
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- 06 April 2009, pp. 57-88
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- March 1999
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Volatility in Emerging Stock Markets
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- Journal of Financial and Quantitative Analysis / Volume 34 / Issue 1 / March 1999
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- 06 April 2009, pp. 33-55
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- March 1999
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The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables
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- Journal of Financial and Quantitative Analysis / Volume 34 / Issue 1 / March 1999
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- 06 April 2009, pp. 131-157
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- March 1999
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A Trading Volume Benchmark: Theory and Evidence
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- Journal of Financial and Quantitative Analysis / Volume 34 / Issue 1 / March 1999
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- 06 April 2009, pp. 89-114
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- March 1999
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Re-Emerging Markets
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- Journal of Financial and Quantitative Analysis / Volume 34 / Issue 1 / March 1999
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- 06 April 2009, pp. 1-32
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- March 1999
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Kalman Filtering of Generalized Vasicek Term Structure Models
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- Journal of Financial and Quantitative Analysis / Volume 34 / Issue 1 / March 1999
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- 06 April 2009, pp. 115-130
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- March 1999
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An Empirical Analysis of the Reincorporation Decision
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- Journal of Financial and Quantitative Analysis / Volume 33 / Issue 4 / December 1998
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- 06 April 2009, pp. 549-568
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- December 1998
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The Design of Bankruptcy Law: A Case for Management Bias in Bankruptcy Reorganizations
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- Journal of Financial and Quantitative Analysis / Volume 33 / Issue 4 / December 1998
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- 06 April 2009, pp. 441-464
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- December 1998
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Do Measures of Investor Sentiment Predict Returns?
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- Journal of Financial and Quantitative Analysis / Volume 33 / Issue 4 / December 1998
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- 06 April 2009, pp. 523-547
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- December 1998
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Nonparametric Modeling of U.S. Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities
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- Journal of Financial and Quantitative Analysis / Volume 33 / Issue 4 / December 1998
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- 06 April 2009, pp. 465-497
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- December 1998
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Are Shareholder Proposals All Bark and No Bite? Evidence from Shareholder Resolutions to Rescind Poison Pills
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- Journal of Financial and Quantitative Analysis / Volume 33 / Issue 4 / December 1998
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- 06 April 2009, pp. 499-521
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- December 1998
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Bond Rating Agencies and Stock Analysts: Who Knows What When?
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- Journal of Financial and Quantitative Analysis / Volume 33 / Issue 4 / December 1998
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- 06 April 2009, pp. 569-585
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- December 1998
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Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution
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- Journal of Financial and Quantitative Analysis / Volume 33 / Issue 3 / September 1998
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- 06 April 2009, pp. 409-422
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- September 1998
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A Markovian Framework in Multi-Factor Heath-Jarrow-Morton Models
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- Journal of Financial and Quantitative Analysis / Volume 33 / Issue 3 / September 1998
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- 06 April 2009, pp. 423-440
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- September 1998
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The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior
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- Journal of Financial and Quantitative Analysis / Volume 33 / Issue 3 / September 1998
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- 06 April 2009, pp. 383-408
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- September 1998
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