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Violation of the iid-normal assumption : effects on tests of asset-pricing models using Australian data
Groenewold, Nicolaas; Fraser, Patricia - 1999
Persistent link: https://www.econbiz.de/10001388079
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Expected returns, yield spreads, and asset pricing tests
Campbello, Murillo; Chen, Long; Zhang, Lu - 2005
Persistent link: https://www.econbiz.de/10002823463
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The attributes of a costly recall : evidence from the automotive industry
Rupp, Nicholas G. - In: Review of industrial organization : RIO 25 (2004) 1, pp. 21-44
Persistent link: https://www.econbiz.de/10002259925
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Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi; Lundblad, Christian - In: Journal of econometrics 109 (2002) 2, pp. 195-237
Persistent link: https://www.econbiz.de/10001689009
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Share market reaction to large daily price declines : evidence from the JSE
Robertson, A. C.; Page, Michael J.; Smit, Eon van der M. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 23 (1999) 3, pp. 15-48
Persistent link: https://www.econbiz.de/10001437537
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Violation of the iid-normal assumption : effects on testes of asset-pricing models using Australian data
Groenewold, Nicolaas; Fraser, Patricia - In: International review of financial analysis 11 (2002) 4, pp. 491-510
Persistent link: https://www.econbiz.de/10001745140
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Expected returns, yield spreads, and asset pricing tests
Campello, Murillo; Chen, Long; Zhang, Lu - In: The review of financial studies 21 (2008) 3, pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247