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Nonparametric estimation of mean and variance and pricing of securities
Siddique, Akhtar R. - In: Revista de análisis económico 15 (2000) 1, pp. 27-45
Persistent link: https://www.econbiz.de/10001537953
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Common asset pricing factors in volatilities and returns in futures markets
Siddique, Akhtar R. - In: Journal of banking & finance 27 (2003) 12, pp. 2347-2368
Persistent link: https://www.econbiz.de/10001824109
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Risk and risk management in the credit card industry
Butaru, Florentin; Chen, Qingqing; Clark, Brian; Das, Sanmay - 2015
Persistent link: https://www.econbiz.de/10011305424
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The long-term performance of corporate bonds (and stocks) following seasoned equity offerings
Eberhart, Allan C.; Siddique, Akhtar R. - In: The review of financial studies 15 (2002) 5, pp. 1385-1406
Persistent link: https://www.econbiz.de/10001718714
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Time-varying conditional skewness and the market risk premium
Harvey, Campbell R.; Siddique, Akhtar R. - In: Research in banking and finance 1 (2000), pp. 27-59
Persistent link: https://www.econbiz.de/10001684598
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Conditional skewness in asset pricing tests
Harvey, Campbell R.; Siddique, Akhtar R. - In: The journal of finance : the journal of the American … 55 (2000) 3, pp. 1263-1295
Persistent link: https://www.econbiz.de/10001497600
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Autoregressive conditional skewness
Harvey, Campbell R.; Siddique, Akhtar R. - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 465-487
Persistent link: https://www.econbiz.de/10001436379
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Estimation risk, complexity and portfolio selection : how much do investors lose?
Hasan, Iftekhar; Siddique, Akhtar R.; Simaan, Yusif E. - In: Monetary integration, markets and regulations, (pp. 361-397). 2004
Persistent link: https://www.econbiz.de/10002928820
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An examination of long-term abnormal stock returns and operating performance following R&D increases
Eberhart, Allan C.; Maxwell, William F.; Siddique, Akhtar R. - In: The journal of finance : the journal of the American … 59 (2004) 2, pp. 623-650
Persistent link: https://www.econbiz.de/10002013812