Journal of Financial and Quantitative Analysis

SCOPUS (1966-2023)SSCI-ISI

  0022-1090

  1756-6916

  Anh Quốc

Cơ quản chủ quản:  Cambridge University Press , CAMBRIDGE UNIV PRESS

Lĩnh vực:
AccountingFinanceEconomics and Econometrics

Các bài báo tiêu biểu

Capital Investments and Stock Returns
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Sheridan Titman, K.C. John Wei, Feixue Xie
AbstractFirms that substantially increase capital investments subsequently achieve negative benchmark-adjusted returns. The negative abnormal capital investment/return relation is shown to be stronger for firms that have greater investment discretion, i.e., firms with higher cash flows and lower debt ratios, and is shown to be significant only in time periods when ...... hiện toàn bộ
The Cost to Firms of Cooking the Books
Tập 43 Số 3 - Trang 581-611 - 2008
Jonathan M. Karpoff, Dongwoo Lee, Gerald S. Martin
AbstractWe examine the penalties imposed on the 585 firms targeted by SEC enforcement actions for financial misrepresentation from 1978–2002, which we track through November 15, 2005. The penalties imposed on firms through the legal system average only $23.5 million per firm. The penalties imposed by the market, in contrast, are huge. Our point estimate of the repu...... hiện toàn bộ
Equity Ownership and Firm Value in Emerging Markets
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Karl V. Lins
Simultaneous Determination of Insider Ownership, Debt, and Dividend Policies
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Gerald R. Jensen, Donald P. Solberg, Thomas S. Zorn
Bayes-Stein Estimation for Portfolio Analysis
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Philippe Jorion
The Dynamics of Stock Index and Stock Index Futures Returns
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Hans R. Stoll, Robert E. Whaley
Volatility in Emerging Stock Markets
Tập 34 Số 1 - Trang 33 - 1999
Reena Aggarwal, Carla Inclán, Ricardo Pereira Câmara Leal
Agency Costs of Controlling Minority Shareholders
Tập 38 Số 4 - Trang 695 - 2003
Henrik Cronqvist, Mattias Nilsson
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?
Tập 45 Số 3 - Trang 641-662 - 2010
Yuhang Xing, Xiaoyan Zhang, Rui Zhao
AbstractThe shape of the volatility smirk has significant cross-sectional predictive power for future equity returns. Stocks exhibiting the steepest smirks in their traded options underperform stocks with the least pronounced volatility smirks in their options by 10.9% per year on a risk-adjusted basis. This predictability persists for at least 6 months, and firms ...... hiện toàn bộ
Pension Fund Activism and Firm Performance
Tập 31 Số 1 - Trang 1 - 1996
Sunil Wahal