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Overall investment performance : an empirical investigation of timing and selectivity

Kon, Stanley Jay - 1976

Persistent link: https://www.econbiz.de/10002067198

Models of stock returns : a comparison

Kon, Stanley J. - In: The journal of finance : the journal of the American … 39 (1984) 1, pp. 147-165

Persistent link: https://www.econbiz.de/10003606471

The market-timing performance of mutual fund managers

Kon, Stanley J. - In: The journal of business : B 56 (1983) 3, pp. 323-347

Persistent link: https://www.econbiz.de/10002067133

Cash demand, liquidation costs and capital market equilibrium under uncertainty

Chen, Andrew H. Y.; Kim, E. Han; Kon, Stanley J. - In: Journal of financial economics 2 (1975) 3, pp. 293-308

Persistent link: https://www.econbiz.de/10001995582

Cash demand, liquidation costs, and capital market equilibrium under uncertainty

Chen, Andrew H. Y.; Kim, E. Han; Kon, Stanley J. - In: Journal of financial economics 3 (1976) 3, pp. 297-298

Persistent link: https://www.econbiz.de/10001995590

Estimation of time-varying systematic risk and performance for mutual portfolios : An application of switching regression

Kon, Stanley J.; Jen, Frank C. - In: The journal of finance : the journal of the American … 33 (1978) 2, pp. 457-475

Persistent link: https://www.econbiz.de/10002067108

The investment performance of mutual funds : An empirical investigation of timing, selectivity, and market efficiency

Kon, Stanley J.; Jen, Frank C. - In: The journal of business : B 52 (1979) 2, pp. 263-289

Persistent link: https://www.econbiz.de/10002067123

Specification tests for portfolio regression parameter stationarity and the implications for empirical research

Kon, Stanley J.; Lau, W. Patrick - In: The journal of finance : the journal of the American … 34 (1979) 2, pp. 451-465

Persistent link: https://www.econbiz.de/10002067214

Alternative Models for the Conditional Heteroscedasticity of Stock Returns

Kim, Dongcheol - 1999

This article compares econometric model specifications that have been proposed to explain the commonly observed characteristics of the unconditional distribution of daily stock returns. The empirical results indicate that the most likely ranking is (1) intertemporal dependence models, (2)...

Persistent link: https://www.econbiz.de/10012790207

Cash demand, liquidation costs, and capital market equilibrium under uncertainty: Reply

Chen, Andrew H.; Kim, E. Han; Kon, Stanley J. - In: Journal of Financial Economics 3 (1976) 3, pp. 297-298

Persistent link: https://www.econbiz.de/10005376660