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The timing and stock selection abilities of bank funds : evidence based on meta-analysis

Sahu, Anandi Prasad - In: Journal of financial services research : JFSR 13 (1998) 2, pp. 137-152

Persistent link: https://www.econbiz.de/10001241369

A comparative analysis of the price-process model of mortgage valuation

Murphy, Austin - In: Review of financial economics : RFE 9 (2000) 2, pp. 65-82

Persistent link: https://www.econbiz.de/10001543150

An empirical analysis of segmented pricing of bond systematic risk

Benzschawel, Terry; Fu, Liang; Murphy, Austin - In: Credit and capital markets : Kredit und Kapital 47 (2014) 3, pp. 439-464

Persistent link: https://www.econbiz.de/10010433255

The continued forecasting effectiveness of a real earnings model of the equity premium

Murphy, Austin; AlSalman, Zeina - In: The journal of investing : JOI 32 (2023) 4, pp. 112-119

Persistent link: https://www.econbiz.de/10014307510

Random Walks and Market Efficiency : Evidence from International Real Estate

Kleiman, Robert T.; Payne, James E.; Sahu, Anandi - 2007

This study performs tests of the random walk hypothesis for international commercial real estate markets utilizing stock market indices of real estate share prices for three geographical regions: Europe, Asia and North America. The augmented Dickey-Fuller and Phillips-Perron unit root tests and...

Persistent link: https://www.econbiz.de/10014050593