College of Business: University of Illinois at Urbana-Champaign

Important Site Links

Journals

Choose a journal:


Journal of Financial and Quantitative Analysis


Pennacchi, G. , Vermaelen, T., Wolff, C. Forthcoming. Contingent Capital: The Case of COERCs. Journal of Financial and Quantitative Analysis

Hilscher, J., Pollet, J. , Wilson, M. Forthcoming. Are credit default swaps a sideshow? Evidence that information flows from equity to CDS markets. Journal of Financial and Quantitative Analysis

Chemmanur, T., Hu, G., Huang, J. Forthcoming. Institutional Investors and the Information Production Theory of Stock Splits. Journal of Financial and Quantitative Analysis

Almeida, H. , Campello, M. 2010. Financing Frictions and the Substitution Effect Between Internal and External Funds. Journal of Financial and Quantitative Analysis, 45: 589-622 SSRN Abstract

Pennacchi, G. , Chen, H. 2009. Does Prior Performance Affect a Mutual Fund's Choice of Risk? Theory and Further Empirical Evidence. Journal of Financial and Quantitative Analysis, 44: 745-775

Hackbarth, D. 2008. Managerial Traits and Capital Structure Decisions. Journal of Financial and Quantitative Analysis, 43: 843-881 SSRN Abstract

Ivkovich, Z., Sialm, C., Weisbenner, S. 2008. Portfolio Concentration and the Performance of Individual Investors. Journal of Financial and Quantitative Analysis, 43: 613-656

Chan, K. , Karceski, J., Lakonishok, J. 2007. Analysts' Conflicts of Interest and Biases in Earnings Forecasts.. Journal of Financial and Quantitative Analysis, 42: 893-913

Oltheten, E. , Travlos, N., Theoharakis, V. 2005. Faculty Perceptions and Readership Patterns of Finance Journals: A Global View. Journal of Financial and Quantitative Analysis, 40: 223-239 SSRN Abstract

Ikenberry, D., Chan, K., Lee, I. 2004. Economic Sources of Gain in Stock Repurchases. Journal of Financial and Quantitative Analysis

Pearson, N. , Kandel, E. 2002. Option Value, Uncertainty, and Investment Decisions. Journal of Financial and Quantitative Analysis

Ivkovich, Z., Goetzmann, W., Rouwenhorst, G. 2001. Day Trading International Mutual Funds: Evidence and Policy Solutions. Journal of Financial and Quantitative Analysis, 36: 287-309

Ivkovich, Z., Goetzmann, W., Ingersoll, J. 2000. Monthly Measurement of Daily Timers. Journal of Financial and Quantitative Analysis, 35: 257-290

Chan, K. , Karceski, J., Lakonishok, J. 1998. The Risk and Return from Factors. Journal of Financial and Quantitative Analysis, 33: 159-188

Pennacchi, G. , Claessens, S. 1996. Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds. Journal of Financial and Quantitative Analysis

Pennacchi, G. , Hutchison, D. 1996. Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank Deposits. Journal of Financial and Quantitative Analysis

Ikenberry, D., Stice, E., Rankine, G. 1996. What Do Stock Splits Really Signal? Journal of Financial and Quantitative Analysis, 31: 357-375

Ikenberry, D., Abraham, A. 1994. The Individual Investor and the Weekend Effect. Journal of Financial and Quantitative Analysis, 29: 263-277

UIUC College of Business