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Distributional properties of the book to market ratio and their implications for empirical analysis
Ma, Diandian; Melia, Adrian; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 29 (2023) 11, pp. 1330-1353
Persistent link: https://www.econbiz.de/10014323009
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The quantity theory of stock prices
Song, Xiaojing; Truong, Thu Phuong; Tippett, Mark; … - In: The European journal of finance 28 (2022) 17, pp. 1685-1707
Persistent link: https://www.econbiz.de/10013532257
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Time varying costs of capital and the expected present value of future cash flows
Davidson, Ian; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 21 (2015) 1/3, pp. 129-146
Persistent link: https://www.econbiz.de/10010519960
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A modified Corrado test for assessing abnormal security returns
Ataullah, Ali; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 17 (2011) 7/8, pp. 589-601
Persistent link: https://www.econbiz.de/10009509842
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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
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A hyperbolic model of optimal cash balances
Burg, John van der; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 25 (2019) 2, pp. 101-115
Persistent link: https://www.econbiz.de/10012206959
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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
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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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The Friedman rule and inflation targeting
Guo, Qian; Rhys, Huw; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 22 (2016) 13/15, pp. 1414-1434
Persistent link: https://www.econbiz.de/10011715439
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Hedging quantitative easing
Melia, Adrian; Song, Xiaojing; Tippett, Mark; Burg, … - In: The European journal of finance 30 (2024) 3, pp. 323-338
Persistent link: https://www.econbiz.de/10014547880