Journal of financial and quantitative analysis

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  Año 2003, Vol. 38, Número 4

  • Agency Costs of Controlling Minority Shareholders

    Mattias Nilsson, Henrik Cronqvist

    págs. 695-719

    

  • Do Takeover Targets Underperform? Evidence from Operating and Stock Returns

    Jeffrey F. Jaffe, Anup Agrawal

    págs. 721-746

    

  • Trade Execution Costs and Market Quality after Decimalization

    Hendrik Bessembinder

    págs. 747-777

    

  • Errors in Implied Volatility Estimation

    Ludger Hentschel

    págs. 779-810

    

  • An Examination of the Performance of the Trades and Stock Holdings of Fund Managers: Further Evidence

    Matt Pinnuck

    págs. 811-828

    

  • The Value of Trading Consolidation: Evidence from the Exercise of Warrants

    Yakov Amihud, Haim Mendelson, Beni Lauterbach

    págs. 829-846

    

  • A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives

    Marti G. Subrahmanyam, Richard C. Stapleton, Sandra Peterson

    págs. 847-880

    

  • On Inferring the Direction of Option Trades

    Arthur J. Wilson, Robert Savickas

    págs. 881-902