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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
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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
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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
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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
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Endogenous cross correlations
Satchell, Stephen; Yang, J.-H. Steffi - In: Macroeconomic dynamics 11 (2007), pp. 124-153
Persistent link: https://www.econbiz.de/10003616361
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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
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Estimating consumption plans for recursive utility by maximum entropy methods
Satchell, Stephen; Thorp, Susan; Williams, Oliver - 2012
Persistent link: https://www.econbiz.de/10009564475
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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
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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
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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