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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"The European journal of finance"
~person:"Areal, Nelson Manuel P. B. C."
~person:"Coutts, J. Andrew"
~person:"Tippett, Mark"
~source:"econis"
~subject:"Kolmogorov equation"
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Areal, Nelson Manuel P. B. C.
Coutts, J. Andrew
Tippett, Mark
Song, Xiaojing
3
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1
Singular diffusions, constant elasticity of variance processes and logarithmic rates of return
Liu, Siqi
;
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
26
(
2020
)
9
,
pp. 837-853
Persistent link: https://www.econbiz.de/10012207313
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2
Subtle is the Lord, but malicious He is not : the calculation of abnormal stock returns in applied research
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
25
(
2019
)
9
,
pp. 835-855
Persistent link: https://www.econbiz.de/10012207032
Saved in:
3
The Feller diffusion, filter rules and abnormal stock returns
Docherty, Paul
;
Dong, Yizhe
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 426-438
Persistent link: https://www.econbiz.de/10012244331
Saved in:
4
The long-horizon returns behaviour of the Portuguese stock market
Areal, Nelson Manuel P. B. C.
;
Armada, Manuel José da Rocha
- In:
The European journal of finance
8
(
2002
)
1
,
pp. 93-122
Persistent link: https://www.econbiz.de/10001636188
Saved in:
5
Time series and cross-section parameter stability in the market model : the implications for event studies
Coutts, J. Andrew
- In:
The European journal of finance
3
(
1997
)
3
,
pp. 243-259
Persistent link: https://www.econbiz.de/10001226318
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