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Variation and covariation between market timing and selectivity : an alternative to traditional meta-analysis
Howell, Sydney D.; Armada, Manuel J. Rocha - In: International journal of business 5 (2000) 2, pp. 57-96
Persistent link: https://www.econbiz.de/10001522449
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Three essays in market microstructure
Zabotina, Tatyana V. - 2002
Persistent link: https://www.econbiz.de/10003777581
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Microstructure des marchés financiers : institutions, modèles et tests empiriques
Biais, Bruno; Foucault, Thierry; Hillion, Pierre Henri - 1997
Persistent link: https://www.econbiz.de/10001365535
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Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei; Luo, Xingguo; Xu, Qi - In: The journal of futures markets 43 (2023) 1, pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
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Stabilisierungswirkungen der Geldpolitik : eine theoretische und empirische Analyse
Vöpel, Henning - 2004
Persistent link: https://www.econbiz.de/10001984121
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Modelling realized variance when returns are serially correlated
Oomen, Roel C. A. - 2004
Persistent link: https://www.econbiz.de/10002194843
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Alternative variance-ratio tests using ranks and signs
Wright, Jonathan H. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001441577
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Ex dividend day equilibrium and taxes
Kaplanis, Costas P. - 1985 - Rev
Persistent link: https://www.econbiz.de/10000963526
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Finance : a characteristics approach
Blake, David (ed.) - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001401329
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Stein and CAPM estimators of the means in asset allocation
Grauer, Robert R. - In: International review of financial analysis 4 (1995) 1, pp. 35-66
Persistent link: https://www.econbiz.de/10001201560