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Testing rational expectations in agricultural markets using periodic models

Kuiper, Erno; Franses, Philip Hans; Kloek, Teunis - 1993

Persistent link: https://www.econbiz.de/10000894161

Industrial econometrics and panel data : a full costs model of retail margins

Hertog, René G. J. den; Kloek, Teunis; Thurik, Adriaan R. - 1991

Persistent link: https://www.econbiz.de/10000842075

Experiments with some alternatives for simple implrtance sampling in Monte Carlo integration

Dijk, H. K. van; Kloek, T. - 1983

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Stock selection, style rotation, and risk

Lucas, André; Dijk, Ronald van; Kloek, Teunis - 2001 - This version: February 12, 2001

Using US data from June 1984 to July 1999, we show that the impact of firm-specificcharacteristics like size and book-to-price on future excess stock returns varies considerably overtime. The impact can be either positive or negative at different times. This time variation ispartially...

Persistent link: https://www.econbiz.de/10011316893