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The hazards of mutual fund performance : a cox regression analysis
Lunde, Asger; Timmermann, Allan; Blake, David - 1998
Persistent link: https://www.econbiz.de/10000994246
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Strategic financial innovation in segmented markets
Rahi, Rohit; Zigrand, Jean-Pierre - 2004
Persistent link: https://www.econbiz.de/10002607447
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The effect of the term spread, dividend yield and real activity on stock returns : evidence from 15 countries
Shah, Mushtaq; Wadhwani, Sushil B. - 1990
Persistent link: https://www.econbiz.de/10000940377
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Testing the robustness of long-term under-performance of UK initial public offerings
Espenlaub, Susanne; Gregory, Alan; Tonks, Ian - 1998
Persistent link: https://www.econbiz.de/10000982683
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000975058
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Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000994249
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The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000994251
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Disclosures and asset returns
Shin, Hyun Song - 2001
Persistent link: https://www.econbiz.de/10001581219
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Are "market neutral" hedge funds really market neutral?
Patton, Andrew J. - 2004
Persistent link: https://www.econbiz.de/10002815328
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Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel; Timmermann, Allan - 2000
Persistent link: https://www.econbiz.de/10001533300