Journal of Financial and Quantitative Analysis

Journal of Financial and Quantitative Analysis

ISSNs: 0022-1090

Additional searchable ISSN (Electronic): 1756-6916

Cambridge University Press, United Kingdom

Scopus rating (2022): CiteScore 5.8 SJR 3.7 SNIP 2.888

Journal

Journal Metrics
1 - 10 out of 10Page size: 20

Research Output

  1. 2020

  2. On the Expected Earnings Hypothesis Explanation of the Aggregate Returns–Earnings Association Puzzle

    Bailey, W. & Lai, H., Dec 2020, In: Journal of Financial and Quantitative Analysis. 55, 8, p. 2732-2763

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 3
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  3. 2017

  4. Stock liquidity and stock price crash risk

    Chang, X., Chen, Y. & Zolotoy, L., Aug 2017, In: Journal of Financial and Quantitative Analysis. 52, 4, p. 1605-1637

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 177
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  5. 2014

  6. Local gambling preferences and corporate innovative success

    Chen, Y., Podolski, E. J., Rhee, G. & Veeraraghavan, M., Feb 2014, In: Journal of Financial and Quantitative Analysis. 49, 1, p. 77-106

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 83
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  7. 2007

  8. The dynamics of credit spreads and ratings migrations

    Farnsworth, H. & Li, T., Sept 2007, In: Journal of Financial and Quantitative Analysis. 42, 3, p. 595-620

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 10
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  9. 2001

  10. Trade size and information-motivated trading in the options and stock markets

    Lee, J. & Yi, C. H., Dec 2001, In: Journal of Financial and Quantitative Analysis. 36, 4, p. 485-501

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 47
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  11. 1979

  12. Risk, return, security-valuation and the stochastic behavior of accounting numbers

    Ohlson, J. A., Jun 1979, In: Journal of Financial and Quantitative Analysis. 14, 2, p. 317-336

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 19
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  13. 1976

  14. Portfolio selection in a lognormal market when the investor has a power utility function

    Ohlson, J. A. & Ziemba, W. T., 1976, In: Journal of Financial and Quantitative Analysis. 11, 1, p. 57-71

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 26
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  15. The stationary distribution of returns and portfolio aeparation in capital markets: A fundamental contradiction

    Rosenberg, B. & Ohlson, J. A., 1976, In: Journal of Financial and Quantitative Analysis. 11, 3, p. 393-402

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 35
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  16. 1975

  17. A note on the representation of bounded utility functions defined on [a,∞)

    Ohlson, J. A. & Kallio, M., Jun 1975, In: Journal of Financial and Quantitative Analysis. 10, 2, p. 377-379

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 2
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  18. Portfolio selection in a log-stable market

    Ohlson, J. A., Jun 1975, In: Journal of Financial and Quantitative Analysis. 10, 2, p. 285-298

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 6
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