REGISTER
SIGN IN
Email
This field is required
Password
This field is required
Sign in
Remember me
Forgot ID or Password?
Register now
- Your Account
- User Home
- Personal Info
- Affiliations
- Subscriptions
- My Papers
- My Briefcase
- Sign out
|
|
||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||
|
SSRN eLibrary Statistics:
|
||||||||||||||||||||||||||||||||
SSRN eLibrary Search Results
Journal of Financial and Quantitative Analysis (JFQA)
212,827 Total downloads
Do IPOs Affect the Market Price? Evidence from ChinaJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Song Shi, Qian Sun and Xin Zhang Fudan University - School of Economics, Fudan University and Fudan University - School of Management Date Posted: June 05, 2017 Working Paper Series 54 downloads
Tournament-Based Incentives, Corporate Cash Holdings, and the Value of CashJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Hieu V. Phan, Thuy Simpson and Hang T. Nguyen University of Massachusetts Lowell, Grand Valley State University and Michigan State University Date Posted: April 22, 2017 Accepted Paper Series 62 downloads
The Effect of Cultural Similarity on Mergers and Acquisitions: Evidence from Corporate Social ResponsibilityJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Frederick L. Bereskin, Seong K. Byun, Micah S. Officer and Jong-Min Oh University of Delaware, University of Mississippi - Department of Finance, Loyola Marymount University - Department of Finance and Computer Information Systems and University of Central Florida - Finance Department Date Posted: February 21, 2017 Last Revised: July 03, 2017 Accepted Paper Series 177 downloads
Policy Uncertainty and Mergers and AcquisitionsJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Nam H Nguyen and Hieu V. Phan University of Massachusetts Lowell and University of Massachusetts Lowell Date Posted: February 03, 2017 Accepted Paper Series 177 downloads
Managerial Risk-Taking Incentive and Firm Innovation: Evidence from FAS 123RJournal of Financial and Quantitative Analysis (JFQA), Forthcoming, Fox School of Business Research Paper No. 17-004 Connie X. Mao and Chi Zhang Temple University - Fox School of Business and Management and Temple University - Department of Finance Date Posted: January 17, 2017 Last Revised: April 17, 2017 Working Paper Series 140 downloads
Short-Term Debt and Bank RiskJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Brian Du and Darius Palia California State University, East Bay and Rutgers Business School Date Posted: December 09, 2016 Accepted Paper Series 40 downloads
Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option PricesJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Michael Hanke, Rolf Poulsen and Alex Weissensteiner University of Liechtenstein, University of Copenhagen - Department of Statistics and Operations Research and Free University of Bolzano/Bozen Date Posted: December 03, 2016 Last Revised: June 30, 2017 Accepted Paper Series 62 downloads
Market Reaction to Bank Liquidity RegulationJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Brunella Bruno, Enrico Onali and Klaus Schaeck Bocconi University - Department of Finance, Aston University - Aston Business School and University of Bristol Date Posted: November 07, 2016 Accepted Paper Series 161 downloads
Gender Differences in Executives’ Access to InformationJournal of Financial and Quantitative Analysis (JFQA), Forthcoming A. Can Inci, M. P. Narayanan and H. Nejat Seyhun Bryant University, University of Michigan, Stephen M. Ross School of Business and University of Michigan, Stephen M. Ross School of Business Date Posted: October 05, 2016 Accepted Paper Series 112 downloads A Rent-Protection Explanation for SEO Flotation-Method Choice Journal of Financial and Quantitative Analysis (JFQA), Vol. 51, No. 3, 2016 Xueping Wu, Zheng Wang and Jun Yao City University of Hong Kong (CityUHK) - Department of Economics & Finance, City University of Hong Kong (CityUHK) - Department of Economics & Finance and Hong Kong Polytechnic University Date Posted: August 30, 2016 Accepted Paper Series
When Factors Don't Span Their Basis PortfoliosJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Mark Grinblatt and Konark Saxena University of California, Los Angeles (UCLA) - Finance Area and University of New South Wales Date Posted: June 05, 2016 Last Revised: June 08, 2017 Accepted Paper Series 126 downloads
The Diminishing Benefits of U.S. Cross-Listing: Economic Consequences of SEC Rule 12h-6Journal of Financial and Quantitative Analysis (JFQA), Forthcoming Fan He and Chinmoy Ghosh Central Connecticut State University and University of Connecticut - Department of Finance Date Posted: March 23, 2016 Accepted Paper Series 252 downloads
Valuations in Corporate Takeovers and Financial Constraints on Private TargetsJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Daniel Greene Clemson University Date Posted: March 12, 2016 Accepted Paper Series 83 downloads
What Explains the Difference in Leverage between Banks and Non-Banks?Journal of Financial and Quantitative Analysis (JFQA), Forthcoming Tobias Berg and Jasmin Gider Frankfurt School of Finance & Management and University of Bonn - Institute for Financial Economics and Statistics Date Posted: March 05, 2016 Last Revised: March 08, 2016 Accepted Paper Series 277 downloads
Entrepreneurial Litigation and Venture Capital FinanceJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Douglas J. Cumming, Bruce Haslem and April M. Knill York University - Schulich School of Business, Southern Utah University - Department of Economics and Finance and Florida State University College of Business Date Posted: February 21, 2016 Accepted Paper Series 79 downloads
Conflicts in Bankruptcy and the Sequence of Debt IssuesJournal of Financial and Quantitative Analysis (JFQA), Forthcoming S. Abraham Ravid, Ronald Sverdlove, Arturo Bris and Gabriela Alexandra Coiculescu Yeshiva University - Syms School of Business, New Jersey Institute of Technology, School of Management, IMD International and Yeshiva University - Syms School of Business Date Posted: January 12, 2016 Accepted Paper Series 53 downloads
Do Happy People Make Optimistic Investors?Journal of Financial and Quantitative Analysis (JFQA), Volume 50, (2015), 145-168. Guy Kaplanski, Haim Levy, Chris Veld and Yulia V. Veld-Merkoulova Bar-Ilan University - Graduate School of Business Administration, Hebrew University of Jerusalem - Jerusalem School of Business Administration, Monash University and Monash University - Department of Finance Date Posted: December 30, 2015 Accepted Paper Series 588 downloads
Mutual Fund Performance Evaluation and Best ClientelesJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Stéphane Chrétien and Manel Kammoun Université Laval and Université du Quebec en Outaouais (UQO) Date Posted: December 16, 2015 Accepted Paper Series 97 downloads
Determining the Number of Priced State Variables in the ICAPMJournal of Financial and Quantitative Analysis (JFQA), Vol. 33, No. 2, 1998 Eugene F. Fama University of Chicago - Finance Date Posted: November 26, 2015 Accepted Paper Series 96 downloads
Multifactor Portfolio Efficiency and Multifactor Asset PricingJournal of Financial and Quantitative Analysis (JFQA), Vol. 31, No. 4, 1996 Eugene F. Fama University of Chicago - Finance Date Posted: November 26, 2015 Accepted Paper Series 288 downloads
Informed Trading Around Stock Split Announcements: Evidence from the Option MarketJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Philip Gharghori, Edwin D. Maberly and Annette Nguyen Monash University, Monash University and Deakin University Date Posted: October 12, 2015 Accepted Paper Series 177 downloads
Stapled Financing, Value Certification, and Lending EfficiencyJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Hadiye Aslan and Praveen Kumar Georgia State University - Department of Finance and University of Houston - Department of Finance Date Posted: October 03, 2015 Accepted Paper Series 73 downloads
Social Capital and Debt Contracting: Evidence from Bank Loans and Public BondsJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Iftekhar Hasan, Chun Keung (Stan) Hoi, Qiang Wu and Hao Zhang Gabelli School of Business, Fordham University, Rochester Institute of Technology - Saunders College of Business, Rensselaer Polytechnic Institute (RPI) - Lally School of Management and Rochester Institute of Technology (RIT) - Saunders College of Business Date Posted: September 29, 2015 Last Revised: October 29, 2015 Accepted Paper Series 368 downloads
Banks’ Internal Capital Markets and Deposit RatesJournal of Financial and Quantitative Analysis (JFQA), Forthcoming, Fisher College of Business Working Paper No. 2015-03-16, Charles A. Dice Center Working Paper No. 2015-16 Itzhak Ben-David, Ajay A. Palvia and Chester S. Spatt Ohio State University - Fisher College of Business, Finance Department, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Carnegie Mellon University - David A. Tepper School of Business Date Posted: August 20, 2015 Last Revised: July 29, 2016 Accepted Paper Series 84 downloads
Investment Efficiency and Product Market CompetitionJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Neal Stoughton, Kit Pong Wong and Long Yi Vienna University of Economics and Business, The University of Hong Kong - School of Economics and Finance and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences Date Posted: July 21, 2015 Last Revised: May 12, 2016 Accepted Paper Series 288 downloads
Pitfalls in the Use of Systemic Risk MeasuresJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Gunter Löffler and Peter Raupach University of Ulm - Department of Mathematics and Economics and Deutsche Bundesbank - Research Department Date Posted: April 12, 2015 Last Revised: April 02, 2017 Accepted Paper Series 215 downloads
Skewness and Investors' DecisionsJournal of Financial and Quantitative Analysis (JFQA), 1975 Jack Clark Francis Bernard Baruch College Date Posted: April 04, 2015 Accepted Paper Series 54 downloads
Intertemporal Differences in Systematic Stock Price MovementsJournal of Financial and Quantitative Analysis (JFQA), 1975 Jack Clark Francis Bernard Baruch College Date Posted: April 04, 2015 Accepted Paper Series 21 downloads
The Effects of Changing Macroeconomic Conditions on the Parameters of the Single Index Market ModelJournal of Financial and Quantitative Analysis (JFQA), Vol. XIV, No. 2, June 1979 Jack Clark Francis and Frank J. Fabozzi Bernard Baruch College and EDHEC Business School Date Posted: April 04, 2015 Accepted Paper Series 24 downloads
Statistical Analysis of Risk Coefficients for NYSE StocksJournal of Financial and Quantitative Analysis (JFQA), Vol. XIV, No. 5, p. 981, December 1979 Jack Clark Francis Bernard Baruch College Date Posted: April 04, 2015 Accepted Paper Series 66 downloads
Beta as a Random CoefficientJournal of Financial and Quantitative Analysis (JFQA), March 1978, pages 101-115 Frank J. Fabozzi and Jack Clark Francis EDHEC Business School and Bernard Baruch College Date Posted: March 31, 2015 Last Revised: December 22, 2015 Accepted Paper Series 95 downloads
Stock Market Mean Reversion and Portfolio Choice over the Life CycleJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Alexander Michaelides and Yuxin Zhang Imperial College Business School and Imperial College London Date Posted: February 14, 2015 Last Revised: November 18, 2015 Accepted Paper Series 190 downloads
Short Covering TradesJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Ekkehart Boehmer, Truong X. Duong and Zsuzsa R. Huszar Singapore Management University - Lee Kong Chian School of Business, Iowa State University - Department of Accounting and Finance and National University of Singapore Date Posted: February 07, 2015 Last Revised: December 19, 2016 Accepted Paper Series 167 downloads
Playing Favorites? Industry Expert Directors in Diversified FirmsJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Jesse A. Ellis, C. Edward Fee and Shawn Thomas North Carolina State University, Tulane University - A.B. Freeman School of Business and University of Pittsburgh - Katz Graduate School of Business Date Posted: January 29, 2015 Last Revised: February 03, 2017 Accepted Paper Series 98 downloads
Overnight Returns and Firm-Specific Investor SentimentJournal of Financial and Quantitative Analysis (JFQA), Forthcoming David Aboody, Omri Even-Tov, Reuven Lehavy and Brett Trueman University of California, Los Angeles (UCLA) - Accounting Area, Haas School of Business - UC Berkeley, University of Michigan, Stephen M. Ross School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management Date Posted: January 24, 2015 Last Revised: February 01, 2017 Accepted Paper Series 735 downloads
Risk Premia and the VIX Term StructureJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Travis L. Johnson The University of Texas at Austin - Department of Finance Date Posted: January 11, 2015 Last Revised: January 14, 2017 Accepted Paper Series 2432 downloads
Estimating BetaJournal of Financial and Quantitative Analysis (JFQA), Volume 51, Issue 4 (2016) Fabian Hollstein and Marcel Prokopczuk Leibniz Universität Hannover - Faculty of Economics and Management and Leibniz Universität Hannover - Faculty of Economics and Management Date Posted: December 15, 2014 Last Revised: January 05, 2017 Accepted Paper Series 1005 downloads
Analyst Coverage and Real Earnings Management: Quasi-Experimental EvidenceJournal of Financial and Quantitative Analysis (JFQA), 51 (2), 589-627, 2016 Rustom M. Irani and David Oesch University of Illinois at Urbana-Champaign - Department of Finance and University of Zurich Date Posted: November 26, 2014 Last Revised: October 08, 2016 Accepted Paper Series 316 downloads
The Effects of Government Interventions in the Financial Sector on Banking Competition and the Evolution of Zombie BanksJournal of Financial and Quantitative Analysis (JFQA), Forthcoming César Calderón and Klaus Schaeck World Bank and University of Bristol Date Posted: October 30, 2014 Accepted Paper Series 382 downloads
Expected Business Conditions and Bond Risk PremiaJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Jonas N. Eriksen Aarhus University - CREATES Date Posted: September 13, 2014 Last Revised: November 30, 2015 Accepted Paper Series 193 downloads
A Rent Protection Explanation for SEO Flotation Method ChoiceJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Xueping Wu, Zheng Wang and Jun Yao City University of Hong Kong (CityUHK) - Department of Economics & Finance, City University of Hong Kong (CityUHK) - Department of Economics & Finance and Hong Kong Polytechnic University Date Posted: September 10, 2014 Accepted Paper Series 46 downloads A Utility Theoretic Basis for 'Generalized' Mean-Coefficient of Variation (MCV) Analysis Journal of Financial and Quantitative Analysis (JFQA), Vol. 16, No. 5, p. 671, 1981 Ronald E. Shrieves and John M. Wachowicz Jr. University of Tennessee, Knoxville - Department of Finance and University of Tennessee - Knoxville Date Posted: August 27, 2014 Accepted Paper Series
Time Will Tell: Information in the Timing of Scheduled Earnings NewsJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Travis L. Johnson and Eric C. So The University of Texas at Austin - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management Date Posted: August 18, 2014 Last Revised: July 01, 2017 Accepted Paper Series 1634 downloads
The Dynamics of Performance Volatility and Firm ValuationJournal of Financial and Quantitative Analysis, Vol. 52, Issue 1, pp. 111-142, February 2017 Jianxin Daniel Chi and Xunhua Su University of Nevada, Las Vegas (UNLV) - Department of Finance and Norwegian School of Economics Date Posted: August 17, 2014 Last Revised: February 26, 2017 Accepted Paper Series 340 downloads
Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical InvestigationJournal of Financial and Quantitative Analysis (JFQA), Forthcoming, 27th Australasian Finance and Banking Conference 2014 Paper Tarun Chordia, Amit Goyal, Yoshio Nozawa, Avanidhar Subrahmanyam and Qing Tong Emory University - Department of Finance, University of Lausanne, Federal Reserve Board of Governors, University of California, Los Angeles (UCLA) - Finance Area and Singapore Management University - Lee Kong Chian School of Business Date Posted: August 11, 2014 Last Revised: June 09, 2017 Accepted Paper Series 538 downloads Heterogeneity in Beliefs and Volatility Tail Behavior Journal of Financial and Quantitative Analysis (JFQA), Forthcoming Gurdip Bakshi, Dilip B. Madan and George Panayotov University of Maryland - Robert H. Smith School of Business, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST) Date Posted: July 26, 2014 Accepted Paper Series
Strategic Transparency and Informed Trading: Will Capital Market Integration Force Convergence of Corporate Governance?Journal of Financial and Quantitiative Analysis 38 (2003), 61-86 Enrico C. Perotti and Ernst-Ludwig von Thadden University of Amsterdam - Finance Group and Universitaet Mannheim Date Posted: July 17, 2014 Accepted Paper Series 22 downloads
Sentiment and the Effectiveness of Technical Analysis: Evidence from the Hedge Fund IndustryJournal of Financial and Quantitative Analysis (JFQA), Vol. 51, No. 6, December 2016, pp. 1991-2013 David M. Smith, Na Wang, Ying Wang and Edward J. Zychowicz State University of New York at Albany - School of Business, Hofstra University - Frank G. Zarb School of Business, State University of New York at Albany - School of Business and Hofstra University - Department of Finance Date Posted: June 22, 2014 Last Revised: February 05, 2017 Accepted Paper Series 766 downloads
The Prevalence of the Disposition Effect in Mutual Funds' TradesJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Gjergji Cici College of William and Mary - Mason School of Business Date Posted: May 28, 2014 Last Revised: February 26, 2015 Accepted Paper Series 52 downloads
Did Saving Wall Street Really Save Main Street? The Real Effects of TARP on Local Economic ConditionsJournal of Financial and Quantitative Analysis (JFQA), Forthcoming Allen N. Berger and Raluca A. Roman University of South Carolina - Darla Moore School of Business and Federal Reserve Bank of Kansas City Date Posted: May 27, 2014 Last Revised: February 09, 2016 Accepted Paper Series 341 downloads |
