Journal of Financial and Quantitative Analysis

Công bố khoa học tiêu biểu

* Dữ liệu chỉ mang tính chất tham khảo

Sắp xếp:  
A Direct Test of Methods for Inferring Trade Direction from Intra-Day Data
Journal of Financial and Quantitative Analysis - Tập 35 Số 4 - Trang 553 - 2000
Thomas J. Finucane
Discounting and Clustering in Seasoned Equity Offering Prices
Journal of Financial and Quantitative Analysis - Tập 39 Số 1 - Trang 1-23 - 2004
Simona Mola, Tim Loughran
AbstractAn analysis of 4,814 SEOs during 1986–1999 indicates that the average offering ofnew shares is priced at a discount of 3% from the closing price on the day before the issue. Discounts have risen steadily over time, sharply increasing the indirect costs of issuing seasoned equity. There is evidence of increased clustering of offer prices at integers, and of ...... hiện toàn bộ
Tick Size, Bid-Ask Spreads, and Market Structure
Journal of Financial and Quantitative Analysis - Tập 36 Số 4 - Trang 503 - 2001
Roger D. Huang, Hans R. Stoll
The Clustering of IPO Gross Spreads: International Evidence
Journal of Financial and Quantitative Analysis - Tập 38 Số 3 - Trang 673 - 2003
Sami Torstila
Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets
Journal of Financial and Quantitative Analysis - Tập 50 Số 3 - Trang 543-567 - 2015
Jens Hilscher, Joshua Matthew Pollet, Mungo Ivor Wilson
AbstractThis article provides evidence that equity returns lead credit protection returns at daily and weekly frequencies, whereas credit protection returns do not lead equity returns. Our results indicate that informed traders are primarily active in the equity market rather than the credit default swap (CDS) market. These findings are consistent with standard the...... hiện toàn bộ
Liquidity and Arbitrage in the Market for Credit Risk
Journal of Financial and Quantitative Analysis - Tập 46 Số 3 - Trang 627-656 - 2011
Amrut Nashikkar, Marti G. Subrahmanyam, Sriketan Mahanti
AbstractThe recent credit crisis has highlighted the importance of market liquidity and its interaction with the price of credit risk. We investigate this interaction by relating the liquidity of corporate bonds to the basis between the credit default swap (CDS) spread of the issuer and the par-equivalent bond yield spread. The liquidity of a bond is measured using...... hiện toàn bộ
Pension Fund Activism and Firm Performance
Journal of Financial and Quantitative Analysis - Tập 31 Số 1 - Trang 1 - 1996
Sunil Wahal
The Impact of Managerial Ownership on Acquisition Attempts and Target Shareholder Wealth
Journal of Financial and Quantitative Analysis - Tập 28 Số 4 - Trang 439 - 1993
Moon H. Song, Ralph A. Walkling
Can Takeover Losses Explain Spin-Off Gains?
Journal of Financial and Quantitative Analysis - Tập 30 Số 4 - Trang 465 - 1995
Jeffrey W. Allen, Scott L. Lummer, John J. McConnell, Debra K. Reed
Volatility in Emerging Stock Markets
Journal of Financial and Quantitative Analysis - Tập 34 Số 1 - Trang 33 - 1999
Reena Aggarwal, Carla Inclán, Ricardo Pereira Câmara Leal
Tổng số: 73   
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 8