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Does anyone know which bibliography style meet the following formatting requirements? The followings are the format required by Journal of Financial and Quantitative Analysis, I have spend a long searching online but none seems to fit. Could someone help please?

Brown, S., and J. Warner. "Using Daily Stock Returns: The Case of Event Studies." Journal of Financial Economics, 14 (1985), 1–31.

Ross, S. A. "Return, Risk and Arbitrage." In Risk and Return in Finance, Vol. I, I. Friend and J. L. Bicksler, eds. Cambridge, MA: Ballinger (1977).

Titman, S.; K. C. Wei; and F. Xie. "Capital Investments and Stock Returns." Journal of Financial and Quantitative Analysis, 39 (2004), 677–700.

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I checked the journal's website -- it does indeed feature different punctuation before the last author of two-author works (comma) and of three-or-more-author works (semicolon). – lockstep Nov 2 '12 at 21:13

At the moment there is no predefined bibliography style for Journal of Financial and Quantitative Analysis. You have two options creating your own bibliography style:

  1. Using the tool custom-bib (makebst).

    This is the custom-bib package for generating customized BibTeX bibliography styles from a generic file by means of the docstrip program that is part of the LaTeX2e installation.

  2. Using the package biblatex and modify a predefined style on the LaTeX-level.

As often I recommend the second option because it's more flexible. (In my opinion it's easier, too)

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