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The impact of acquisitions on inventory performance

Hameri, Ari-Pekka; Weiss, Lawrence A. - In: Journal of advances in management research : JAMR 14 (2017) 3, pp. 288-312

Persistent link: https://www.econbiz.de/10011772846

Selection bias and pseudo discoveries on the constancy of stock return anomalies

Robins, Russell P.; Smith, Geoffrey Peter - In: Review of quantitative finance and accounting 55 (2020) 4, pp. 1407-1426

Persistent link: https://www.econbiz.de/10012304178

Performing an event study : an exercise for finance students

Reese, William A.; Robins, Russell P. - In: The journal of economic education 48 (2017) 3, pp. 206-215

Persistent link: https://www.econbiz.de/10011888383

On unmodeled breaks in the turn of the year, turn of the month, and January effects

Robins, Russell P.; Smith, Geoffrey Peter - In: The financial review : the official publication of the … 52 (2017) 4, pp. 725-747

Persistent link: https://www.econbiz.de/10011771295

A new look at expected stock returns and volatility

Robins, Russell P.; Smith, Geoffrey Peter - In: Critical finance review 12 (2023) 1/4, pp. 225-270

Persistent link: https://www.econbiz.de/10014370375

World migration and trading regimes : NAFTA and the EU in interdisciplinary perspective

Bhandari, Jagdeep S. - 2009

Persistent link: https://www.econbiz.de/10010193599

Alternative specifications of the demand for money and their implications for forecasting and policy analysis with large macroeconomic models

Leahey, Cary; Robins, Russell - In: Journal of Policy Modeling 7 (1985) 2, pp. 361-373

Persistent link: https://www.econbiz.de/10005364042

Aggregate economic activity and the variance of inflation : Another look

Coulson, N. Edward; Robins, Russell P. - In: Economics Letters 17 (1985) 1-2, pp. 71-75

Persistent link: https://www.econbiz.de/10005296515

An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques

Robins, Russell P.; Schachter, Barry - In: Management Science 40 (1994) 6, pp. 798-808

The stochastic properties of discretely rebalanced option hedges have been studied extensively beginning with Black and Scholes (1973). In each analysis hedges were "delta-neutral" after rebalancing. We argue that the distributional properties of discretely rebalanced hedges are such that...

Persistent link: https://www.econbiz.de/10009209122

Bankruptcy resolution: Direct costs and violation of priority of claims

Weiss, Lawrence A. - In: Journal of Financial Economics 27 (1990) 2, pp. 285-314

Persistent link: https://www.econbiz.de/10005362759