Narrow search
Showing 1 - 10 of 52
Cover Image
Sharpe and Treynor ratios on treasury bonds
Pilotte, Eugene A.; Sterbenz, Frederic P. - In: The journal of business : B 79 (2006) 1, pp. 149-180
Persistent link: https://www.econbiz.de/10003301944
Cover Image
The long-run performance of secondary equity issues : a test of the windows of opportunity hypothesis
Clarke, Jonathan E.; Dunbar, Craig G.; Kahle, Kathleen - In: The journal of business : B 77 (2004) 3, pp. 575-603
Persistent link: https://www.econbiz.de/10002205111
Cover Image
On the predictability of stock returns in real time
Cooper, Michael; Gutierrez,, Roberto C.; Marcum, Bill - In: The journal of business : B 78 (2005) 2, pp. 469-499
Persistent link: https://www.econbiz.de/10002926680
Cover Image
On predicting stock returns with nearly integrated explanatory variables
Torous, Walter N.; Valkanov, Rossen I.; Yan, Shu - In: The journal of business : B 77 (2004) 4, pp. 937-966
Persistent link: https://www.econbiz.de/10002618433
Cover Image
The impact of institutional investors on the monday seasonal
Chan, Su Han; Leung, Wai-kin; Wang, Ko - In: The journal of business : B 77 (2004) 4, pp. 967-986
Persistent link: https://www.econbiz.de/10002618471
Cover Image
An extreme value approach to estimating volatility and value at risk
Bali, Turan G. - In: The journal of business : B 76 (2003) 1, pp. 83-108
Persistent link: https://www.econbiz.de/10001743598
Cover Image
The asymptotic distribution of extreme stock market returns
Longin, François M. - In: The journal of business : B 69 (1996) 3, pp. 383-408
Persistent link: https://www.econbiz.de/10001203930
Cover Image
Do arbitrage pricing models explain the predictability of stock returns?
Ferson, Wayne E. - In: The journal of business : B 68 (1995) 3, pp. 309-349
Persistent link: https://www.econbiz.de/10001186491
Cover Image
The effect of asymmetries on optimal hedge ratios
Brooks, Chris; Henry, Ólan Thomas John; Persand, Gita - In: The journal of business : B 75 (2002) 2, pp. 333-352
Persistent link: https://www.econbiz.de/10001682432
Cover Image
Sector investment growth rates and the cross section of equity returns
Qing, Li; Vassalou, Maria; Xing, Yuhang - In: The journal of business : B 79 (2006) 3, pp. 1637-1665
Persistent link: https://www.econbiz.de/10003337042