Works matching IS 00221090 AND DT 1995 AND VI 30 AND IP 4
Results: 9
Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamics.
- Published in:
- Journal of Financial & Quantitative Analysis, 1995, v. 30, n. 4, p. 619, doi. 10.2307/2331280
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- Article
The Informative Role of the Value Line Investment Survey: Evidence from Stock Highlights.
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- Journal of Financial & Quantitative Analysis, 1995, v. 30, n. 4, p. 607, doi. 10.2307/2331279
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- Article
Investment under Uncertainty: The Case of Replacement Investment Decisions.
- Published in:
- Journal of Financial & Quantitative Analysis, 1995, v. 30, n. 4, p. 581, doi. 10.2307/2331278
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- Article
Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets.
- Published in:
- Journal of Financial & Quantitative Analysis, 1995, v. 30, n. 4, p. 563, doi. 10.2307/2331277
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- Article
Exchange Rate Fluctuations, Political Risk, and Stock Returns: Some Evidence from an Emerging Market.
- Published in:
- Journal of Financial & Quantitative Analysis, 1995, v. 30, n. 4, p. 541, doi. 10.2307/2331276
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- Article
Daily and Intradaily Tests of European Put-Call Parity.
- Published in:
- Journal of Financial & Quantitative Analysis, 1995, v. 30, n. 4, p. 519, doi. 10.2307/2331275
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- Article
Under-Diversification and Retention Commitments in IPOs.
- Published in:
- Journal of Financial & Quantitative Analysis, 1995, v. 30, n. 4, p. 487, doi. 10.2307/2331274
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- Article
Can Takeover Losses Explain Spin-Off Gains?
- Published in:
- Journal of Financial & Quantitative Analysis, 1995, v. 30, n. 4, p. 465, doi. 10.2307/2331273
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- Article
Finance Association Meetings.
- Published in:
- Journal of Financial & Quantitative Analysis, 1995, v. 30, n. 4, p. 642
- Publication type:
- Article