Journal of Financial and Quantitative Analysis
"Are credit default swaps a sideshow? Evidence that information flows from equity to CDS markets."
J. Hilscher,
J. Pollet,
M. Wilson,
Forthcoming
Journal of Financial and Quantitative Analysis,
2013
"Financing Frictions and the Substitution Effect Between Internal and External Funds."
H. Almeida,
M. Campello,
Journal of Financial and Quantitative Analysis,
(45)
589-622
2010
SSRN Abstract
"Does Prior Performance Affect a Mutual Fund's Choice of Risk? Theory and Further Empirical Evidence."
G. Pennacchi,
H. Chen,
Journal of Financial and Quantitative Analysis,
(44)
August:
4
745-775
2009
"Portfolio Concentration and the Performance of Individual Investors."
Z. Ivkovich,
C. Sialm,
S. Weisbenner,
Journal of Financial and Quantitative Analysis,
(43)
September:
3
613-656
2008
"Managerial Traits and Capital Structure Decisions."
D. Hackbarth,
Journal of Financial and Quantitative Analysis,
(43)
December:
4
843-881
2008
SSRN Abstract
"Analysts' Conflicts of Interest and Biases in Earnings Forecasts.."
K. Chan,
J. Karceski,
J. Lakonishok,
Journal of Financial and Quantitative Analysis,
(42)
December:
4
893-913
2007
"Faculty Perceptions and Readership Patterns of Finance Journals: A Global View."
E. Oltheten,
N. Travlos,
V. Theoharakis,
Journal of Financial and Quantitative Analysis,
(40)
March:
1
223-239
2005
SSRN Abstract
"Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder's and Manager's Perspectives."
M. Weisbach,
J. Nengjiu,
R. Parrino,
A. Poteshman,
Journal of Financial and Quantitative Analysis,
(40)
June:
259-281
2005
"Economic Sources of Gain in Stock Repurchases."
D. Ikenberry,
K. Chan,
I. Lee,
Journal of Financial and Quantitative Analysis,
September:
2004
"Option Value, Uncertainty, and Investment Decisions."
N. Pearson,
E. Kandel,
Journal of Financial and Quantitative Analysis,
2002
"Day Trading International Mutual Funds: Evidence and Policy Solutions."
Z. Ivkovich,
W. Goetzmann,
G. Rouwenhorst,
Journal of Financial and Quantitative Analysis,
(36)
287-309
2001
"Monthly Measurement of Daily Timers."
Z. Ivkovich,
W. Goetzmann,
J. Ingersoll,
Journal of Financial and Quantitative Analysis,
(35)
257-290
2000
"The Risk and Return from Factors."
K. Chan,
J. Karceski,
J. Lakonishok,
Journal of Financial and Quantitative Analysis,
(33)
June:
159-188
1998
"What Do Stock Splits Really Signal?."
D. Ikenberry,
E. Stice,
G. Rankine,
Journal of Financial and Quantitative Analysis,
(31)
September:
3
357-375
1996
"Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank Deposits."
G. Pennacchi,
D. Hutchison,
Journal of Financial and Quantitative Analysis,
1996
"Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds."
G. Pennacchi,
S. Claessens,
Journal of Financial and Quantitative Analysis,
1996
"The Individual Investor and the Weekend Effect."
D. Ikenberry,
A. Abraham,
Journal of Financial and Quantitative Analysis,
(29)
June:
2
263-277
1994
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