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The accruals anomaly : can imp...
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1
Profitability of short-term contrarian strategies : implications for market efficiency
Conrad, Jennifer S.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 379-386
Persistent link: https://www.econbiz.de/10001222707
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2
Forward discount bias : is it near-rationality in the foreign exchange market?
Gruen, David W. R.
- In:
The economic record : er
71
(
1995
)
213
,
pp. 157-166
Persistent link: https://www.econbiz.de/10001186623
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3
Evaluating the robustness of market anomaly evidence
Brown, William D.
;
Moore, Erin A.
;
Pfeiffer, Ray J.
- In:
Advances in quantitative analysis of finance and …
6
(
2008
),
pp. 27-47
Persistent link: https://www.econbiz.de/10003733843
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4
Pension-plan real estate investment in an asset-liability framework
Chun, Gregory H.
;
Ciochetti, Brian A.
;
Shilling, James D.
- In:
Real estate economics : journal of the American Real …
28
(
2000
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10001516144
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5
Intermarket spread opportunities between Canadian and American agricultural futures
Elfakhani, Said
- In:
International review of economics & finance : IREF
6
(
1997
)
4
,
pp. 361-377
Persistent link: https://www.econbiz.de/10001235523
Saved in:
6
Arbitrage, carrying costs, and inflation : a reexamination of market efficiency in treasury bill futures
Lin, James Wuh
- In:
International review of economics & finance : IREF
5
(
1996
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10001208596
Saved in:
7
Price reversal, transaction costs, and arbitrage profits in the real estate securities market
Mei, Jianping
- In:
The journal of real estate finance and economics
11
(
1995
)
2
,
pp. 153-165
Persistent link: https://www.econbiz.de/10001189282
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8
Portfolio return autocorrelation
Mech, Timothy S.
- In:
Journal of financial economics
34
(
1993
)
3
,
pp. 307-344
Persistent link: https://www.econbiz.de/10001153611
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9
Trading costs and the relative rates of price discovery in stock, futures, and option markets
Fleming, Jeff
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 353-387
Persistent link: https://www.econbiz.de/10001198895
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10
Tick size reduction, execution costs, and informational efficiency in the regular and E-mini Nasdaq-100 index futures markets
Kurov, Alexander
- In:
The journal of futures markets
28
(
2008
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10003746360
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