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Intraday market price integration for shares cross-listed internationally
Kryzanowski, Lawrence; Zhang, Hao - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 2, pp. 243-269
Persistent link: https://www.econbiz.de/10001690146
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Performance attribution using an APT with prespecified macrofactors and time-varying risk premia and betas
Kryzanowski, Lawrence - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 205-224
Persistent link: https://www.econbiz.de/10001224465
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The contrarian investment strategy does not work in Canadian markets
Kryzanowski, Lawrence - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 383-395
Persistent link: https://www.econbiz.de/10001129745
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Asset pricing models when the number of securities held is constrained : a comparison and reconciliation of Mao and Levy models
Kryzanowski, Lawrence; Chau, To Minh - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 1, pp. 63-73
Persistent link: https://www.econbiz.de/10002259196
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General factor models and the structure of security returns
Kryzanowski, Lawrence; Chau To, Minh - In: Journal of financial and quantitative analysis : JFQA 18 (1983) 1, pp. 31-52
Persistent link: https://www.econbiz.de/10002259211
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Intraday Market Price Integration for Shares Cross-Listed Internationally
Kryzanowski, Lawrence; Zhang, Hao - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 2, pp. 243-270
Persistent link: https://www.econbiz.de/10006695599
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Performance Attribution using an APT with Prespecified Macrofactors and Time-Varying Risk Premia and Betas
Kryzanowski, Lawrence; Lalancette, Simon; To, Minh Chau - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 205-224
Persistent link: https://www.econbiz.de/10006702919