Works matching IS 00221090 AND DT 2017 AND VI 52
Results: 101
Deleveraging Risk.
- Published in:
- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2491, doi. 10.1017/S0022109017001077
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- Article
Cultural Proximity and the Processing of Financial Information.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2703, doi. 10.1017/S0022109017001028
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- Article
Risk Premia and the VIX Term Structure.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2461, doi. 10.1017/S0022109017000825
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- Article
CEO Turnovers and Disruptions in Customer-Supplier Relationships.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2565, doi. 10.1017/S0022109017000965
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- Article
The Unintended Consequences of the Launch of the Single Supervisory Mechanism in Europe.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2809, doi. 10.1017/S0022109017000886
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- Article
Political Uncertainty and IPO Activity: Evidence from U.S. Gubernatorial Elections.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2523, doi. 10.1017/S0022109017000862
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- Article
Institutional Investor Expectations, Manager Performance, and Fund Flows.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2755, doi. 10.1017/S0022109017000850
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- Article
An Empirical Analysis of Market Segmentation on U.S. Equity Markets.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2399, doi. 10.1017/S0022109017000849
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- Article
A Lottery-Demand-Based Explanation of the Beta Anomaly.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2369, doi. 10.1017/S0022109017000928
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- Article
Horses for Courses: Fund Managers and Organizational Structures.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2779, doi. 10.1017/S0022109017000795
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- Article
Davids, Goliaths, and Business Cycles.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2429, doi. 10.1017/S0022109017000783
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- Article
Corporate Risk Culture.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2327, doi. 10.1017/S0022109017000771
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- Article
Investment Efficiency and Product Market Competition.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2611, doi. 10.1017/S0022109017000746
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- Article
What Explains the Difference in Leverage between Banks and Nonbanks?
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2677, doi. 10.1017/S0022109017000734
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- Article
Market Timing and Investment Selection: Evidence from Real Estate Investors.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2643, doi. 10.1017/S0022109017000667
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- Article
Equity Volatility Term Structures and the Cross Section of Option Returns.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2727, doi. 10.1017/S002210901700076X
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- Publication type:
- Article
JFQ volume 52 Issue 5 Cover and Back matter.
- Published in:
- 2017
- Publication type:
- Bibliography
JFQ volume 52 Issue 5 Cover and Front matter.
- Published in:
- 2017
- Publication type:
- Table of Contents
Entrepreneurial Litigation and Venture Capital Finance.
- Published in:
- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 2217, doi. 10.1017/S0022109017000758
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- Article
CoMargin.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 2183, doi. 10.1017/S0022109017000709
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- Article
A Multivariate Model of Strategic Asset Allocation with Longevity Risk.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 2251, doi. 10.1017/S0022109017000692
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- Article
Corporate Environmental Policy and Shareholder Value: Following the Smart Money.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 2023, doi. 10.1017/S0022109017000680
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- Article
Hedge Fund Return Dependence: Model Misspecification or Liquidity Spirals?
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 2157, doi. 10.1017/S0022109017000679
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- Article
To Group or Not to Group? Evidence from Mutual Fund Databases.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 1989, doi. 10.1017/S0022109017000655
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- Article
Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 2305, doi. 10.1017/S0022109017000643
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- Article
Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 1927, doi. 10.1017/S0022109017000631
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- Article
Did Saving Wall Street Really Save Main Street? The Real Effects of TARP on Local Economic Conditions.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 1827, doi. 10.1017/S002210901700062X
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- Publication type:
- Article
Equilibrium-Informed Trading with Relative Performance Measurement.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 2083, doi. 10.1017/S0022109017000618
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- Article
Banks’ Internal Capital Markets and Deposit Rates.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 1797, doi. 10.1017/S0022109017000606
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- Publication type:
- Article
Long-Term versus Short-Term Contingencies in Asset Allocation.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 2277, doi. 10.1017/S002210901700059X
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- Publication type:
- Article
Why Do Fund Managers Identify and Share Profitable Ideas?
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 1903, doi. 10.1017/S0022109017000588
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- Publication type:
- Article
Does Information Asymmetry Affect Corporate Tax Aggressiveness?
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 2053, doi. 10.1017/S0022109017000576
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- Publication type:
- Article
Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 2119, doi. 10.1017/S0022109017000564
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- Article
Cash Reserves as a Hedge against Supply-Chain Risk.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 1951, doi. 10.1017/S0022109017000552
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- Publication type:
- Article
What Affects Innovation More: Policy or Policy Uncertainty?
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 1869, doi. 10.1017/S0022109017000540
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- Publication type:
- Article
JFQ volume 52 Issue 4 Cover and Back matter.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 4, p. b1, doi. 10.1017/S0022109017000722
- Publication type:
- Article
JFQ volume 52 Issue 4 Cover and Front matter.
- Published in:
- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 4, p. f1, doi. 10.1017/S0022109017000710
- Publication type:
- Article
The Interpretation of Unanticipated News Arrival and Analysts’ Skill.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 4, p. 1491, doi. 10.1017/S0022109017000539
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- Publication type:
- Article
Valuations in Corporate Takeovers and Financial Constraints on Private Targets.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 4, p. 1343, doi. 10.1017/S0022109017000527
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- Article
Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 4, p. 1301, doi. 10.1017/S0022109017000515
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- Publication type:
- Article
Tournament-Based Incentives, Corporate Cash Holdings, and the Value of Cash.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 4, p. 1519, doi. 10.1017/S0022109017000503
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- Publication type:
- Article
How Do Foreign Institutional Investors Enhance Firm Innovation?
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 4, p. 1449, doi. 10.1017/S0022109017000497
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- Publication type:
- Article
Interactions among High-Frequency Traders.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 4, p. 1375, doi. 10.1017/S0022109017000485
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- Publication type:
- Article
Stock Liquidity and Stock Price Crash Risk.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 4, p. 1605, doi. 10.1017/S0022109017000473
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- Publication type:
- Article
Regulatory Sanctions and Reputational Damage in Financial Markets.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 4, p. 1429, doi. 10.1017/S0022109017000461
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- Publication type:
- Article
Mutual Fund Performance Evaluation and Best Clienteles.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 4, p. 1577, doi. 10.1017/S002210901700045X
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- Publication type:
- Article
Common Macro Factors and Currency Premia.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 4, p. 1731, doi. 10.1017/S0022109017000424
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- Publication type:
- Article
Liquidity Constraints and Credit Card Delinquency: Evidence from Raising Minimum Payments.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 4, p. 1705, doi. 10.1017/S0022109017000412
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- Publication type:
- Article
The Performance of Short-Term Institutional Trades.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 4, p. 1403, doi. 10.1017/S0022109017000400
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- Publication type:
- Article
DRIPs and the Dividend Pay Date Effect.
- Published in:
- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 4, p. 1765, doi. 10.1017/S0022109017000394
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- Publication type:
- Article