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Aggregation and dollar-weighted returns issues
Johnston, Ken; Hatem, John J.; Paul, Chris W. - In: Quarterly journal of finance & accounting : QJFA 53 (2015) 1/2, pp. 75-96
Persistent link: https://www.econbiz.de/10011437499
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Beating buffet with hedge funds
Johnston, Ken; Hatem, John J.; Gross, Jessica; Sharpe, Jamie - In: Journal of business and economic perspectives 49 (2022) 1, pp. 10-34
Persistent link: https://www.econbiz.de/10013438440
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The role of systematic covariance and coskewness in the pricing of real estate : evidence from equity REITs
Vines, Timothy W. - In: The journal of real estate research 9 (1994) 4, pp. 421-429
Persistent link: https://www.econbiz.de/10001176460
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Tax loss selling and the contrarian investment strategy
Johnston, Ken - In: Journal of economics and finance 20 (1996) 2, pp. 87-94
Persistent link: https://www.econbiz.de/10001221333