Similar Search Results

Ordinal Predictions and the Selection of Common Stocks

Litzenberger, Robert H.; Joy, O. Maurice; Jones, Charles P. - In: Journal of Financial and Quantitative Analysis 6 (1971) 04, pp. 1059-1068

Persistent link: https://www.econbiz.de/10008476527

Stochastic Dominance and Mutual Fund Performance

Joy, O. Maurice; Porter, R. Burr - In: Journal of Financial and Quantitative Analysis 9 (1974) 01, pp. 25-31

Persistent link: https://www.econbiz.de/10008476620

On the Financial Applications of Discriminant Analysis

Joy, O. Maurice; Tollefson, John O. - In: Journal of Financial and Quantitative Analysis 10 (1975) 05, pp. 723-739

Persistent link: https://www.econbiz.de/10008476622

Comovement of International Equity Markets: A Taxonomic Approach

Panton, Don B.; Lessig, V. Parker; Joy, O. Maurice - In: Journal of Financial and Quantitative Analysis 11 (1976) 03, pp. 415-432

Persistent link: https://www.econbiz.de/10008476676

Abstract — Leverage and the Valuation of Risk Assets: An Empirical Test

Litzenberger, Robert H.; Joy, O. Maurice; Jones, Charles P. - In: Journal of Financial and Quantitative Analysis 8 (1973) 02, pp. 227-227

Persistent link: https://www.econbiz.de/10008471636

Some Clarifying Comments on Discriminant Analysis

Joy, O. Maurice; Tollefson, John O. - In: Journal of Financial and Quantitative Analysis 13 (1978) 01, pp. 197-200

Persistent link: https://www.econbiz.de/10005609731

Seasonality in NASDAQ Dealer Spreads

Fortin, Richard D.; Grube, R. Corwin; Joy, O. Maurice - In: Journal of Financial and Quantitative Analysis 24 (1989) 03, pp. 395-407

This paper examines the seasonal behavior of proportional dealer spreads for OTC NASDAQ common stocks. Results indicate there is seasonality in dealer spreads. Spreads tend to be larger in the second half of the calendar year, peaking in December. At the turn-ofthe-year, spreads tend to peak in...

Persistent link: https://www.econbiz.de/10005407226