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ECONIS (ZBW)
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1
Rational expectations and the impact of money upon stock prices
Sorensen, Eric H.
- In:
Journal of financial and quantitative analysis : JFQA
17
(
1982
)
5
,
pp. 649-662
Persistent link: https://www.econbiz.de/10002834677
Saved in:
2
The effect of changing expectations upon stock returns
Peterson, David
;
Peterson, Pamela
- In:
Journal of financial and quantitative analysis : JFQA
17
(
1982
)
5
,
pp. 799-813
Persistent link: https://www.econbiz.de/10002650959
Saved in:
3
The Dow Jones averages, 1885-1995
Pierce, Phyllis S.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000584229
Saved in:
4
An empirical investigation of stock markets : the CCF approach
Hamori, Shigeyuki
-
2003
Persistent link: https://www.econbiz.de/10001780162
Saved in:
5
The delisting bias in CRSP data
Shumway, Tyler
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 327-340
Persistent link: https://www.econbiz.de/10001217791
Saved in:
6
Multivariate tests of the CAPM under heteroskedasticity : a note
Lee, Ahyee
- In:
International review of economics & finance : IREF
6
(
1997
)
4
,
pp. 431-439
Persistent link: https://www.econbiz.de/10001235516
Saved in:
7
Examining the sensitivity of the standardized cumulative prediction error as an event study test statistic
Glascock, John Leslie
(
contributor
)
- In:
Journal of economics & business
43
(
1991
)
1
,
pp. 49-57
Persistent link: https://www.econbiz.de/10001102253
Saved in:
8
Tests for parameter instability in regressions with I(1) processes
Hansen, Bruce E.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 321-335
Persistent link: https://www.econbiz.de/10001126533
Saved in:
9
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
Saved in:
10
An empirical examination of the deterministic component in stock price volatility
Gu, Mu
- In:
Journal of economic behavior & organization : JEBO
22
(
1993
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10001151056
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