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Ex-dividend day share price behavior : effects of the tax reform act of 1986

Lamdin, Douglas J. - In: The review of economics and statistics 75 (1993) 4, pp. 778-783

Persistent link: https://www.econbiz.de/10001174524

Applications to macroeconomics, finance, and forecasting of recently developed statistical tests and estimates arising from nonlinear dynamical systems theory

Hiemstra, Craig - 1990

Persistent link: https://www.econbiz.de/10000837848

Implementing and interpreting event studies of regulatory changes

Lamdin, Douglas J. - In: Journal of economics & business 53 (2001) 2/3, pp. 171-183

Persistent link: https://www.econbiz.de/10001578981

Testing for linear and nonlinear Granger causality in the stock price-volume relation

Hiemstra, Craig - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1639-1664

Persistent link: https://www.econbiz.de/10001175170

Another look at long memory in common stock returns

Hiemstra, Craig - In: Journal of empirical finance 4 (1997) 4, pp. 373-401

Persistent link: https://www.econbiz.de/10001236460

A rare events model : Monte Carlo results on sample design and large sample guidance

Hiemstra, Craig - In: Economics letters 37 (1991) 3, pp. 255-263

Persistent link: https://www.econbiz.de/10001114222

Nonlinearity and endogeneity in macro-asset pricing

Hiemstra, Craig - 1995

Persistent link: https://www.econbiz.de/10013425421

Nonlinearity and Endogeneity in Macro-Asset Pricing

Kramer, Charles Frederick - 1995

We find nonlinear feedback between the stock market and certain macroeconomic factors. This evidence calls into question the adequacy of these factors as a basis for a linear pricing model. It also means that the interaction between the economy and the stock market is more complicated than given...

Persistent link: https://www.econbiz.de/10014397596

Event studies and the analysis of antitrust

Cichello, Michael; Lamdin, Douglas J. - In: International journal of the economics of business 13 (2006) 2, pp. 229-245

Persistent link: https://www.econbiz.de/10003354516

New estimates of the equity risk premium and why we need them : sharpening estimates of an important financial variable

Lamdin, Douglas J. - In: Business economics : the journal of the National … 37 (2002) 4, pp. 54-60

Persistent link: https://www.econbiz.de/10001714443