Narrow search
Showing 1 - 10 of 24
Cover Image
Drawing inferences from statistics based on multi-year asset returns
Richardson, Matthew; Stock, James H. - 1990
Persistent link: https://www.econbiz.de/10000806961
Cover Image
Behavioralize this! : International evidence on autocorrelation patterns of stock index and features return
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - 1999
Persistent link: https://www.econbiz.de/10001394327
Cover Image
A test for multivariate normality in stock returns
Richardson, Matthew - In: The journal of business : B 66 (1993) 2, pp. 295-321
Persistent link: https://www.econbiz.de/10001144662
Cover Image
Drawing inferences from statistics based on multiyear asset returns
Richardson, Matthew - In: Journal of financial economics 25 (1989) 2, pp. 323-348
Persistent link: https://www.econbiz.de/10001096536
Cover Image
Stock returns and inflation : a long-horizon perspective
Boudoukh, Jacob - In: The American economic review 83 (1993) 5, pp. 1346-1355
Persistent link: https://www.econbiz.de/10001154963
Cover Image
Using generalized method of moments to test mean-variance efficiency
MacKinlay, Archie Craig - In: The journal of finance : the journal of the American … 46 (1991) 2, pp. 511-527
Persistent link: https://www.econbiz.de/10001108685
Cover Image
A unified approach to testing for serial correlation in stock returns
Richardson, Matthew - In: The journal of business : B 67 (1994) 3, pp. 371-399
Persistent link: https://www.econbiz.de/10001167694
Cover Image
A tale of three schools : insights on autocorrelations of short-horizon stock returns
Boudoukh, Jacob - In: The review of financial studies 7 (1994) 3, pp. 539-573
Persistent link: https://www.econbiz.de/10001169079
Cover Image
Industry returns and the fisher effect
Boudoukh, Jacob - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1596-1615
Persistent link: https://www.econbiz.de/10001175173
Cover Image
The volatility of a firm's assets and the leverage effect
Choi, Jaewon; Richardson, Matthew - In: Journal of financial economics 121 (2016) 2, pp. 254-277
Persistent link: https://www.econbiz.de/10011590720