Works matching IS 00221090 AND DT 2009 AND VI 44 AND IP 1

Results: 9

Firm Characteristics, Relative Efficiency, and Equity Returns.
Published in:
Journal of Financial & Quantitative Analysis, 2009, v. 44, n. 1, p. 213, doi. 10.1017/S0022109009090012
By:
- Giao X. Nguyen;
- Swanson, Peggy E.
Publication type:
Article
Stock and Bond Market Liquidity: A Long-Run Empirical Analysis.
Published in:
Journal of Financial & Quantitative Analysis, 2009, v. 44, n. 1, p. 189, doi. 10.1017/S0022109009090097
By:
- Goyenko, Ruslan Y.;
- Ukhov, Andrey D.
Publication type:
Article
Institutional Investors, Past Performance, and Dynamic Loss Aversion.
Published in:
Journal of Financial & Quantitative Analysis, 2009, v. 44, n. 1, p. 155, doi. 10.1017/S0022109009090048
By:
- O'Connell, Paul G. J.;
- Teo, Melvyn
Publication type:
Article
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence.
Published in:
Journal of Financial & Quantitative Analysis, 2009, v. 44, n. 1, p. 133, doi. 10.1017/S002210900909005X
By:
- Hui Guo;
- Savickas, Robert;
- Zijun Wang;
- Jian Yang
Publication type:
Article
The Determinants of Credit Default Swap Premia.
Published in:
Journal of Financial & Quantitative Analysis, 2009, v. 44, n. 1, p. 109, doi. 10.1017/S0022109009090061
By:
- Ericsson, Jan;
- Jacobs, Kris;
- Oviedo, Rodolfo
Publication type:
Article
Does Sentiment Drive the Retail Demand for IPOs?
Published in:
Journal of Financial & Quantitative Analysis, 2009, v. 44, n. 1, p. 85, doi. 10.1017/S0022109009090024
By:
- Dorn, Daniel
Publication type:
Article
Understanding the Penalties Associated with Corporate Misconduct: An Empirical Examination of Earnings and Risk.
Published in:
Journal of Financial & Quantitative Analysis, 2009, v. 44, n. 1, p. 55, doi. 10.1017/S0022109009090036
By:
- Murphy, Deborah L.;
- Shrieves, Ronald E.;
- Tibbs, Samuel L.
Publication type:
Article
Detecting Liquidity Traders.
Published in:
Journal of Financial & Quantitative Analysis, 2009, v. 44, n. 1, p. 29, doi. 10.1017/S0022109009090085
By:
- Kalay, Avner;
- Wohl, Avi
Publication type:
Article
The Information Content of Idiosyncratic Volatility.
Published in:
Journal of Financial & Quantitative Analysis, 2009, v. 44, n. 1, p. 1, doi. 10.1017/S0022109009090073
By:
- Jiang, George J.;
- Xu, Danielle;
- Tong Yao
Publication type:
Article