Narrow search
Showing 1 - 10 of 203
Cover Image
Rational expectations and security analysts' earnings forecasts
Ackert, Lucy F.; Hunter, William Curt - 1992
Persistent link: https://www.econbiz.de/10000935912
Cover Image
An empirical examination of the price-dividend relation with dividend management
Ackert, Lucy F.; Hunter, William Curt - 2001
Persistent link: https://www.econbiz.de/10001577668
Cover Image
Rational price limits in futures markets : tests of a simple optimizing model
Ackert, Lucy F. - In: Review of financial economics : RFE 4 (1994) 1, pp. 93-108
Persistent link: https://www.econbiz.de/10001178524
Cover Image
The effect of circuit breakers on expected volatility : tests using implied volatilities
Ackert, Lucy F. - In: Atlantic economic journal : AEJ 25 (1997) 2, pp. 117-127
Persistent link: https://www.econbiz.de/10001224309
Cover Image
A sequential test methodology for detecting futures market disruptions with applications to futures margin management
Ackert, Lucy F. - In: Review of futures markets 9 (1990) 2, pp. 318-341
Persistent link: https://www.econbiz.de/10001124333
Cover Image
Business cycles and analysts' forecasts : further evidence of rationality
Hunter, William Curt - In: Economic review 78 (1993) 6, pp. 13-22
Persistent link: https://www.econbiz.de/10001162195
Cover Image
Tests of a simple optimizing model of daily price limits on futures contracts
Ackert, Lucy F.; Hunter, William Curt - 1989
Persistent link: https://www.econbiz.de/10000787084
Cover Image
A sequential test methodology for detecting futures market disruptions with applications to futures margin management
Ackert, Lucy F.; Hunter, William Curt - 1990
Persistent link: https://www.econbiz.de/10000796604
Cover Image
An Empirical Examination of the Price-Dividend Relation with Dividend Management
Ackert, Lucy F. - 2001
Some recent empirical evidence suggests that stock prices are not properly modeled as the present discounted value of expected dividends. In this paper, we estimate a present value model of stock price that is capable of explaining the observed long-term trends in stock prices. The model...
Persistent link: https://www.econbiz.de/10012787613
Cover Image
An Empirical Examination of the Price-Dividend Relation with Dividend Management
Ackert, Lucy F. - 2001
Some recent empirical evidence suggests that stock prices are not properly modelled as the present discounted value of expected dividends. In this paper we estimate a present value model of stock price that is capable of explaining the observed long-term trends in stock prices. The model...
Persistent link: https://www.econbiz.de/10012742724