Similar Search Results

Market moves and the information content of option prices

McIntyre, Michael L.; Jackson, David - In: International review of economics & finance : IREF 18 (2009) 2, pp. 327-340

Persistent link: https://www.econbiz.de/10003832749

The inescapably ethical foundation of sustainability

McIntyre, Michael L.; Caputo, Tullio; Murphy, S. A. - In: International journal of business governance & ethics : … 12 (2017) 2, pp. 127-150

Persistent link: https://www.econbiz.de/10011858277

Corporate governance and informed trading

Jackson, David; Dutta, Shantanu; Nitani, Miwako - In: International journal of managerial finance : IJMF 4 (2008) 4, pp. 295-322

Persistent link: https://www.econbiz.de/10003933756

Inferring trader behavior from transaction data : a trade count model

Jackson, David - In: Journal of economics and finance 31 (2007) 3, pp. 283-301

Persistent link: https://www.econbiz.de/10003691048

Performance evaluation with stochastic discount factors

Farnsworth, Heber; Ferson, Wayne E.; Jackson, David; … - In: The journal of business : B 75 (2002) 3, pp. 473-503

Persistent link: https://www.econbiz.de/10001682443

Performance evaluation with stochastic discount factors

Farnsworth, Heber; Ferson, Wayne E.; Jackson, David; … - 2002

Persistent link: https://www.econbiz.de/10001650680

Performance Evaluation with Stochastic Discount Factors

Farnsworth, Heber - 2002

We study the use of stochastic discount factor (SDF) models in evaluating the investment performance of portfolio managers. By constructing artificial mutual funds with known levels of investment ability, we evaluate a large set of SDF models. We find that the measures of performance are not...

Persistent link: https://www.econbiz.de/10012469924