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Evidence of Intertemporal Systematic Risks in the Dailty Price Movements of NYSE and AMEX Common Stocks
Hawawini, Gabriel A.; Vora, Ashok - In: Journal of Financial and Quantitative Analysis 15 (1980) 02, pp. 331-339
Persistent link: https://www.econbiz.de/10005609865
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Bivariate Spectral Analysis of the Capital Asset Pricing Model
Goldberg, Michael A.; Vora, Ashok - In: Journal of Financial and Quantitative Analysis 13 (1978) 03, pp. 435-459
Persistent link: https://www.econbiz.de/10005609854
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Intertemporal Cross-Dependence in Securities Daily Returns and the Short-Run Intervaling Effect on Systematic Risk
Hawawini, Gabriel A. - In: Journal of Financial and Quantitative Analysis 15 (1980) 01, pp. 139-149
Persistent link: https://www.econbiz.de/10005407213
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An Analytical Examination of the Intervaling Effect on Skewness and Other Moments
Hawawini, Gabriel A. - In: Journal of Financial and Quantitative Analysis 15 (1980) 05, pp. 1121-1127
Persistent link: https://www.econbiz.de/10005609919