Narrow search
Showing 1 - 10 of 102
Cover Image
What determines expected international asset retuns [returns]?
Solnik, Bruno; Harvey, Campbell R.; Zhou, Guofu - 1994
Persistent link: https://www.econbiz.de/10000897108
Cover Image
Measuring the pricing error of the arbitrage pricing theory
Geweke, John; Zhou, Guofu - 1995
Persistent link: https://www.econbiz.de/10000909817
Cover Image
What determines expected international asset returns?
Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000883653
Cover Image
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000770623
Cover Image
An econometric analysis of nonsynchronous trading
Lo, Andrew W. - In: Journal of econometrics 45 (1990) 1, pp. 181-211
Persistent link: https://www.econbiz.de/10001332075
Cover Image
Fat tails, long memory, and the stock market since the 1960's
Lo, Andrew W. - In: Economic notes : economic review of Banca Monte dei … 26 (1997) 2, pp. 213-246
Persistent link: https://www.econbiz.de/10001337764
Cover Image
A critique of the stochastic discount factor methodology
Kan, Raymond; Zhou, Guofu - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1221-1248
Persistent link: https://www.econbiz.de/10001395748
Cover Image
Asset-pricing tests under alternative distributions
Zhou, Guofu - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1927-1942
Persistent link: https://www.econbiz.de/10001155917
Cover Image
International asset pricing with alternative distributional specifications
Harvey, Campbell R. - In: Journal of empirical finance 1 (1993) 1, pp. 107-131
Persistent link: https://www.econbiz.de/10001146680
Cover Image
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W. - In: The review of financial studies 3 (1990) 3, pp. 431-467
Persistent link: https://www.econbiz.de/10001105895