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The cross section of expected returns and amortized spreads
He, Zhongzhi Lawrence; Kryzanowski, Lawrence - In: Review of Pacific Basin financial markets and policies 9 (2006) 4, pp. 597-638
Persistent link: https://www.econbiz.de/10003413738
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Cost of equity for Canadian and US sectors
He, Zhongzhi; Kryzanowski, Lawrence - In: The North American journal of economics and finance : a … 18 (2007) 2, pp. 215-229
Persistent link: https://www.econbiz.de/10003608992
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Portfolio performance measurement using APM-free kernel models
Ayadi, Mohamed A.; Kryzanowski, Lawrence - In: Journal of banking & finance 29 (2005) 3, pp. 623-659
Persistent link: https://www.econbiz.de/10002516949
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Integration or segmentation of the Canadian stock market : evidence based on the APT
Koutoulas, George - In: The Canadian journal of economics 27 (1994) 2, pp. 329-351
Persistent link: https://www.econbiz.de/10001168686
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Performance attribution using an APT with prespecified macrofactors and time-varying risk premia and betas
Kryzanowski, Lawrence - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 205-224
Persistent link: https://www.econbiz.de/10001224465
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Transaction costs and option-pricing biases : some evidence for options on foreign exchange futures
Ghalbouni, Joseph P. - In: Review of futures markets 9 (1990) 1, pp. 26-48
Persistent link: https://www.econbiz.de/10001102030
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Are idiosyncratic volatility and MAX priced in the Canadian market?
Aboulamer, Anas; Kryzanowski, Lawrence - In: Journal of empirical finance 37 (2016), pp. 20-36
Persistent link: https://www.econbiz.de/10011662897