3849 results in Journal of Financial and Quantitative Analysis
New Evidence on the Valuation Effects of Convertible Bond Calls
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- Journal of Financial and Quantitative Analysis / Volume 31 / Issue 2 / June 1996
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- 06 April 2009, pp. 295-307
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- June 1996
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Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy
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- Journal of Financial and Quantitative Analysis / Volume 31 / Issue 2 / June 1996
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- 06 April 2009, pp. 213-231
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- June 1996
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Did Tough Antitrust Enforcement Cause the Diversification of American Corporations?
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- Journal of Financial and Quantitative Analysis / Volume 31 / Issue 2 / June 1996
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- 06 April 2009, pp. 283-294
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- June 1996
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An Intertemporal Model of International Capital Market Segmentation
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- Journal of Financial and Quantitative Analysis / Volume 31 / Issue 2 / June 1996
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- 06 April 2009, pp. 161-188
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- June 1996
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Firm and Guarantor Risk, Risk Contagion, and the Interfirm Spread among Insured Deposits
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- Journal of Financial and Quantitative Analysis / Volume 31 / Issue 2 / June 1996
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- 06 April 2009, pp. 265-281
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- June 1996
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On the Mean-Variance Tradeoff in Option Replication with Transactions Costs
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- Journal of Financial and Quantitative Analysis / Volume 31 / Issue 2 / June 1996
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- 06 April 2009, pp. 233-263
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- June 1996
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Stabilization, Syndication, and Pricing of IPOs
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- Journal of Financial and Quantitative Analysis / Volume 31 / Issue 1 / March 1996
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- 06 April 2009, pp. 25-42
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- March 1996
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The Maximum Entropy Distribution of an Asset Inferred from Option Prices
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- Journal of Financial and Quantitative Analysis / Volume 31 / Issue 1 / March 1996
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- 06 April 2009, pp. 143-159
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- March 1996
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Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds
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- Journal of Financial and Quantitative Analysis / Volume 31 / Issue 1 / March 1996
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- 06 April 2009, pp. 109-126
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- March 1996
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On the Diversification, Observability, and Measurement of Estimation Risk
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- Journal of Financial and Quantitative Analysis / Volume 31 / Issue 1 / March 1996
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- 06 April 2009, pp. 69-84
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- March 1996
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Another Look at Models of the Short-Term Interest Rate
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- Journal of Financial and Quantitative Analysis / Volume 31 / Issue 1 / March 1996
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- 06 April 2009, pp. 85-107
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- March 1996
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Pension Fund Activism and Firm Performance
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- Journal of Financial and Quantitative Analysis / Volume 31 / Issue 1 / March 1996
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- 06 April 2009, pp. 1-23
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- March 1996
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Externalities and Corporate Objectives in a World with Diversified Shareholder/Consumers
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- Journal of Financial and Quantitative Analysis / Volume 31 / Issue 1 / March 1996
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- 06 April 2009, pp. 43-68
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- March 1996
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Trading Volume for Winners and Losers on the Tokyo Stock Exchange
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- Journal of Financial and Quantitative Analysis / Volume 31 / Issue 1 / March 1996
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- 06 April 2009, pp. 127-142
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- March 1996
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Can Takeover Losses Explain Spin-Off Gains?
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- Journal of Financial and Quantitative Analysis / Volume 30 / Issue 4 / December 1995
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- 06 April 2009, pp. 465-485
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- December 1995
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Daily and Intradaily Tests of European Put-Call Parity
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- Journal of Financial and Quantitative Analysis / Volume 30 / Issue 4 / December 1995
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- 06 April 2009, pp. 519-539
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- December 1995
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Under-Diversification and Retention Commitments in IPOs
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- Journal of Financial and Quantitative Analysis / Volume 30 / Issue 4 / December 1995
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- 06 April 2009, pp. 487-517
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- December 1995
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Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets
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- Journal of Financial and Quantitative Analysis / Volume 30 / Issue 4 / December 1995
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- 06 April 2009, pp. 563-579
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- December 1995
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Investment under Uncertainty: The Case of Replacement Investment Decisions
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- Journal of Financial and Quantitative Analysis / Volume 30 / Issue 4 / December 1995
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- 06 April 2009, pp. 581-605
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- December 1995
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The Informative Role of the Value Line Investment Survey: Evidence from Stock Highlights
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- Journal of Financial and Quantitative Analysis / Volume 30 / Issue 4 / December 1995
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- 06 April 2009, pp. 607-618
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- December 1995
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