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Distributional properties of the book to market ratio and their implications for empirical analysis

Ma, Diandian; Melia, Adrian; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 29 (2023) 11, pp. 1330-1353

Persistent link: https://www.econbiz.de/10014323009

The quantity theory of stock prices

Song, Xiaojing; Truong, Thu Phuong; Tippett, Mark; … - In: The European journal of finance 28 (2022) 17, pp. 1685-1707

Persistent link: https://www.econbiz.de/10013532257

Accumulated (Integrated) Interest and the Square Root Process

Ma, Diandian; Song, Xiaojing; Tippett, Mark J.; Truong, … - 2022

PurposeThe purpose of this study is to determine distributional properties of the accumulated rate of interest when the instantaneous rate of interest evolves in terms of the Cox et al. (1985) square root process.Design/methodology/approachThe law of iterated (or double) expectations is used to...

Persistent link: https://www.econbiz.de/10014359198

Constructing asset pricing models with specific factor loadings

Davidson, Ian; Guo, Qian; Song, Xiaojing; Tippett, Mark - In: Abacus : a journal of accounting, finance and business … 48 (2012) 2, pp. 199-213

Persistent link: https://www.econbiz.de/10009570430

A modified Corrado test for assessing abnormal security returns

Ataullah, Ali; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 17 (2011) 7/8, pp. 589-601

Persistent link: https://www.econbiz.de/10009509842

Time varying costs of capital and the expected present value of future cash flows

Davidson, Ian; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 21 (2015) 1/3, pp. 129-146

Persistent link: https://www.econbiz.de/10010519960

The law and regulation of Chinese mergers and acquisitions : the takeover measures

Song, Xiaojing; Tippett, Mark - In: Financial markets : recent developments, emerging …, (pp. 153-171). 2014

Persistent link: https://www.econbiz.de/10010341834

The Friedman rule and inflation targeting

Guo, Qian; Rhys, Huw; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 22 (2016) 13/15, pp. 1414-1434

Persistent link: https://www.econbiz.de/10011715439

The Feller diffusion, filter rules and abnormal stock returns

Docherty, Paul; Dong, Yizhe; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 24 (2018) 4/6, pp. 426-438

Persistent link: https://www.econbiz.de/10012244331

A hyperbolic model of optimal cash balances

Burg, John van der; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 25 (2019) 2, pp. 101-115

Persistent link: https://www.econbiz.de/10012206959

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