Journal of financial and quantitative analysis

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  Año 2002, Vol. 37, Número 4

  • The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds

    Paula A. Tkac, Diane Del Guercio

    págs. 523-557

    

  • Returns-Chasing Behavior, Mutual Funds, and Beta's Death

    Jason Karceski

    págs. 559-594

    

  • Partial Adjustment to Public Information and IPO Underpricing

    Daniel J. Bradley, Bradford D. Jordan

    págs. 595-616

    

  • Does Market Structure Affect the Immediacy of Stock Price Responses to News?

    Ronald W. Masulis, Lakshmanan Shivakumar

    págs. 617-648

    

  • Option Pricing in a Multi-Asset, Complete Market Economy

    Tyler T. Yang

    págs. 649-666

    

  • Pricing American Options on Foreign Assets in a Stochastic Interest Rate Economy

    págs. 667-692

    

  • An Empirical Examination of Call Option Values Implicit in U.S. Corporate Bonds

    págs. 693-721

    

  • Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil During the Gulf Crisis

    pág. 724