Works matching IS 00221090 AND DT 2014 AND VI 49
Results: 63
JFQ volume 49 issue 5-6 Cover and Back matter.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 5/6, p. b1, doi. 10.1017/S0022109015000095
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- Article
JFQ volume 49 issue 5-6 Cover and Front matter.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 5/6, p. f1, doi. 10.1017/S0022109015000083
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- Article
Detecting Regime Shifts in Credit Spreads.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 5/6, p. 1339, doi. 10.1017/S0022109015000034
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On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 5/6, p. 1403, doi. 10.1017/S0022109015000022
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Do Better-Connected CEOs Innovate More?
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 5/6, p. 1201, doi. 10.1017/S0022109014000714
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- Article
Corporate Policies of Republican Managers.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 5/6, p. 1279, doi. 10.1017/S0022109014000702
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Communicating Private Information to the Equity Market Before a Dividend Cut: An Empirical Analysis.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 5/6, p. 1167, doi. 10.1017/S0022109014000672
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Inside Debt and Mergers and Acquisitions.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 5/6, p. 1365, doi. 10.1017/S0022109014000593
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Managed Distribution Policies in Closed-End Funds and Shareholder Activism.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 5/6, p. 1311, doi. 10.1017/S0022109014000544
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- Article
A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 5/6, p. 1133, doi. 10.1017/S0022109014000489
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- Article
Dividend Predictability Around the World.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 5/6, p. 1255, doi. 10.1017/S0022109014000477
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Treasury Bond Illiquidity and Global Equity Returns.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 5/6, p. 1227, doi. 10.1017/S0022109014000362
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- Article
Do Hedge Funds Reduce Idiosyncratic Risk?
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, p. 2
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- Article
Antitakeover Provisions and Shareholder Wealth: A Survey of the Literature.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, p. 1
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- Article
Deviations from Norms and Informed Trading.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, p. A.1
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- Article
JFQ volume 49 issue 4 Cover and Back matter.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 4, p. b1, doi. 10.1017/S0022109014000696
- Publication type:
- Article
JFQ volume 49 issue 4 Cover and Front matter.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 4, p. f1, doi. 10.1017/S0022109014000684
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- Article
Portfolio Concentration and Firm Performance.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 4, p. 903, doi. 10.1017/S0022109014000635
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Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 4, p. 1071, doi. 10.1017/S0022109014000623
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Corporate Governance and Innovation: Theory and Evidence.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 4, p. 957, doi. 10.1017/S002210901400060X
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Shareholder Litigation, Reputational Loss, and Bank Loan Contracting.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 4, p. 1101, doi. 10.1017/S002210901400057X
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- Article
Success in Global Venture Capital Investing: Do Institutional and Cultural Differences Matter?
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 4, p. 1039, doi. 10.1017/S0022109014000568
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- Article
Do Hedge Funds Reduce Idiosyncratic Risk?
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 4, p. 843, doi. 10.1017/S0022109014000556
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Antitakeover Provisions and Shareholder Wealth: A Survey of the Literature.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 4, p. 933, doi. 10.1017/S0022109014000532
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Debt Maturity Structure and Credit Quality.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 4, p. 817, doi. 10.1017/S0022109014000520
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Deviations from Norms and Informed Trading.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 4, p. 1005, doi. 10.1017/S0022109014000519
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Aggregate Earnings and Market Returns: International Evidence.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 4, p. 879, doi. 10.1017/S0022109014000441
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JFQ volume 49 issue 3 Cover and Back matter.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. b1, doi. 10.1017/S0022109014000659
- Publication type:
- Article
JFQ volume 49 issue 3 Cover and Front matter.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. f1, doi. 10.1017/S0022109014000647
- Publication type:
- Article
Recovering Delisting Returns of Hedge Funds.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. 797, doi. 10.1017/S0022109014000465
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Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. 633, doi. 10.1017/S0022109014000453
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The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. 663, doi. 10.1017/S0022109014000428
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Contingent Capital: The Case of COERCs.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. 541, doi. 10.1017/S0022109014000398
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The Strategic Listing Decisions of Hedge Funds.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. 773, doi. 10.1017/S0022109014000350
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Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. 575, doi. 10.1017/S0022109014000325
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Trading in the Options Market around Financial Analysts’ Consensus Revisions.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. 725, doi. 10.1017/S0022109014000295
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The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. 699, doi. 10.1017/S0022109014000258
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Asset Specificity, Industry-Driven Recovery Risk, and Loan Pricing.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. 599, doi. 10.1017/S0022109014000143
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The Role of Growth Options in Explaining Stock Returns.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. 749, doi. 10.1017/S0022109014000118
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Transparency and Financing Choices of Family Firms.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 2, p. 381, doi. 10.1017/S0022109014000313
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Interest Rate Risk and the Cross Section of Stock Returns.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 2, p. 483, doi. 10.1017/S0022109014000131
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Solvency Constraint, Underdiversification, and Idiosyncratic Risks.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 2, p. 409, doi. 10.1017/S0022109014000271
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Individual Investors and Broker Types.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 2, p. 431, doi. 10.1017/S0022109014000349
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- Article
Who Gains from Buying Bad Bidders?
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 2, p. 513, doi. 10.1017/S0022109014000167
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JFQ volume 49 issue 2 Cover and Back matter.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 2, p. b1, doi. 10.1017/S0022109014000507
- Publication type:
- Article
JFQ volume 49 issue 2 Cover and Front matter.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 2, p. f1, doi. 10.1017/S0022109014000490
- Publication type:
- Article
How Does the Market Value Toxic Assets?
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 2, p. 297, doi. 10.1017/S0022109014000222
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Managerial Incentives, Risk Aversion, and Debt.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 2, p. 453, doi. 10.1017/S0022109014000301
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Financial Expertise of the Board, Risk Taking, and Performance: Evidence from Bank Holding Companies.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 2, p. 351, doi. 10.1017/S0022109014000283
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Leaders, Followers, and Risk Dynamics in Industry Equilibrium.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 2, p. 321, doi. 10.1017/S0022109014000337
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- Article