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The international lead-lag effect between market returns : comparison of stock index futures and cash markets
Booth, G. Geoffrey - In: Journal of international financial markets, … 3 (1993) 2, pp. 59-71
Persistent link: https://www.econbiz.de/10001174456
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Excess returns, inflation and the efficiency of the housing market
Gatzlaff, Dean H. - In: Journal of the American Real Estate & Urban Economics … 22 (1994) 4, pp. 553-581
Persistent link: https://www.econbiz.de/10001176449
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Employing conditional variance processes to examine the market efficiency of the gold rates of return
Marshall, Michael - In: Journal of economics & business 46 (1994) 5, pp. 355-365
Persistent link: https://www.econbiz.de/10001177672
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Return-volume dynamics in futures markets
Kocagil, Ahmet Enis - In: The journal of futures markets 18 (1998) 4, pp. 399-426
Persistent link: https://www.econbiz.de/10001242640
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Commonality in the determinants of expected stock returns
Haugen, Robert A. - In: Journal of financial economics 41 (1996) 3, pp. 401-439
Persistent link: https://www.econbiz.de/10001200403
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Wealth effects from investing in competitors
Lacey, Nelson J. - In: The journal of business and economic studies 2 (1993) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10001217896
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Box spread arbitrage profits following the 1987 market crash : real or illusory?
Hemler, Michael Lee - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 1, pp. 71-90
Persistent link: https://www.econbiz.de/10001218123
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On estimating the expected rate of return in diffusion price models with application to estimating the expected return on the market
Goldenberg, David Harold - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 605-631
Persistent link: https://www.econbiz.de/10001219186
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The predictability of stock returns and the efficient market hypothesis
Fluck, Zsuzsanna; Malkiel, Burton G.; Quandt, Richard E. - 1993 - Current version
Persistent link: https://www.econbiz.de/10000865896