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USA
Theorie
134
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134
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83
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83
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52
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52
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44
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Satchell, Stephen
11
Bond, Shaun A.
3
Hwang, Soosung
3
Knight, John L.
2
Bai, Qing
1
Hatch, Brian
1
Knight, John B.
1
Lizieri, Colin
1
Patel, Kanak
1
Pedersen, Christian S.
1
Thorp, Susan
1
Williams, Oliver
1
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Real estate economics : journal of the American Real Estate and Urban Economics Association
3
DAE working paper
2
Applied financial economics
1
Applied mathematical finance
1
Journal of derivatives & hedge funds
1
Journal of economics and finance
1
Journal of financial and quantitative analysis : JFQA
1
Macroeconomic dynamics
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ECONIS (ZBW)
14
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1
Editorial: A general theory of smoothing and anti-smoothing, converting true returns to reported returns
Satchell, Stephen
- In:
Journal of derivatives & hedge funds
18
(
2012
)
2
,
pp. 111-112
Persistent link: https://www.econbiz.de/10009541905
Saved in:
2
Some statistics for testing the influence of the number of transactions on the distributions of returns
Satchell, Stephen
;
Yoon, Joungjun
-
1993
Persistent link: https://www.econbiz.de/10000142720
Saved in:
3
The underlying return-generating factors for REIT returns : an application of independent component analysis
Lizieri, Colin
;
Satchell, Stephen
;
Zhang, Qi
- In:
Real estate economics : journal of the American Real …
35
(
2007
)
4
,
pp. 569-598
Persistent link: https://www.econbiz.de/10003640860
Saved in:
4
The disappearance of style in the US equity market
Hwang, Soosung
;
Satchell, Stephen
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 597-613
Persistent link: https://www.econbiz.de/10003491204
Saved in:
5
Endogenous cross correlations
Satchell, Stephen
;
Yang, J.-H. Steffi
- In:
Macroeconomic dynamics
11
(
2007
),
pp. 124-153
Persistent link: https://www.econbiz.de/10003616361
Saved in:
6
Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John L.
;
Satchell, Stephen
- In:
Journal of economics and finance
32
(
2008
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10003710662
Saved in:
7
Estimating consumption plans for recursive utility by maximum entropy methods
Satchell, Stephen
;
Thorp, Susan
;
Williams, Oliver
-
2012
Persistent link: https://www.econbiz.de/10009564475
Saved in:
8
Testing linear factor models on individual stocks using the average F-test
Hwang, Soosung
;
Satchell, Stephen
- In:
The European journal of finance
20
(
2014
)
4/6
,
pp. 463-498
Persistent link: https://www.econbiz.de/10010461963
Saved in:
9
A re-examination of Sharpe's ratio for log-normal prices
Knight, John L.
;
Satchell, Stephen
- In:
Applied mathematical finance
12
(
2005
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10002727068
Saved in:
10
Small sample analysis of performance measures in the asymmetric response model
Pedersen, Christian S.
;
Satchell, Stephen
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
3
,
pp. 425-450
Persistent link: https://www.econbiz.de/10001522468
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