Journal of Financial and Quantitative Analysis

Title Publication Date Language Citations
The Determinants of Firms' Hedging Policies1985/12/011,931
Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders1996/09/011,559
The Relation Between Price Changes and Trading Volume: A Survey1987/03/011,454
The Debt-Equity Choice2001/03/011,053
Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1993/12/01934
International Corporate Governance2003/03/01907
International Corporate Governance and Corporate Cash Holdings2003/03/01902
International Transmission of Stock Market Movements1989/06/01872
The Effect of Green Investment on Corporate Behavior2001/12/01798
Equity Ownership and Firm Value in Emerging Markets2003/03/01650
The Determinants of Corporate Liquidity: Theory and Evidence1998/09/01645
Bayes-Stein Estimation for Portfolio Analysis1986/09/01612
An Analytic Derivation of the Efficient Portfolio Frontier1972/09/01600
Economic News and Bond Prices: Evidence from the U.S. Treasury Market2001/12/01598
Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application1987/12/01586
Differential Information and Security Market Equilibrium1985/12/01567
The Dynamics of Stock Index and Stock Index Futures Returns1990/12/01529
Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases2000/09/01523
Optimal Hedging Policies1984/06/01522
Behavioral Portfolio Theory2000/06/01520
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers2000/09/01513
Simultaneous Determination of Insider Ownership, Debt, and Dividend Policies1992/06/01492
The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds2002/12/01487
Autoregressive Conditional Skewness1999/12/01451
The Valuation of Corporate Liabilities as Compound Options1977/11/01444
Volatility in Emerging Stock Markets1999/03/01424
Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets1993/03/01423
The Determinants of Bank Interest Margins: Theory and Empirical Evidence1981/11/01415
Agency Costs of Controlling Minority Shareholders2003/12/01411
Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data1989/09/01405