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COSKEWNESS, DIVIDEND YIELD AND CAPITAL ASSET PRICING
Cook, Thomas J.; Rozeff, Michael S. - In: Journal of Financial Research 7 (1984) 3, pp. 231-241
Persistent link: https://www.econbiz.de/10010889355
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VARIANCE, RETURN, AND HIGH-LOW PRICE SPREADS
Lin, Ji-Chai; Rozeff, Michael S. - In: Journal of Financial Research 17 (1994) 3, pp. 301-319
Persistent link: https://www.econbiz.de/10010889480
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THE SPEED OF ADJUSTMENT OF PRICES TO PRIVATE INFORMATION: EMPIRICAL TESTS
Lin, Ji-Chai; Rozeff, Michael S. - In: Journal of Financial Research 18 (1995) 2, pp. 143-156
Persistent link: https://www.econbiz.de/10010889509
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GROWTH, BETA AND AGENCY COSTS AS DETERMINANTS OF DIVIDEND PAYOUT RATIOS
Rozeff, Michael S. - In: Journal of Financial Research 5 (1982) 3, pp. 249-259
Persistent link: https://www.econbiz.de/10010889603