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Error rates in CRSP and compustat data bases and their implications
Rosenberg, Barr; Houglet, Michel - In: The journal of finance : the journal of the American … 29 (1974) 4, pp. 1303-1310
Persistent link: https://www.econbiz.de/10002761304
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The distribution of the mid-range : a comment
Rosenberg, Barr - In: Econometrica : journal of the Econometric Society, an … 38 (1970) 1, pp. 176-177
Persistent link: https://www.econbiz.de/10002761275
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Exra-market components of covariance in security returns
Rosenberg, Barr - In: Journal of financial and quantitative analysis : JFQA 9 (1974) 2, pp. 263-274
Persistent link: https://www.econbiz.de/10002761328
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How active should a portfolio be? : the riskreward tradeoff
Rosenberg, Barr - In: Financial analysts' journal : FAJ 35 (1979) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10002761385
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Random coefficients models : the analysis of a cross section of time series by stochastically convergent parameter regression
Rosenberg, Barr - In: Annals of economic and social measurement : journal of … 2 (1973) 4, pp. 399-428
Persistent link: https://www.econbiz.de/10002761423
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Statistical analysis of price series obscured by averaging measures
Rosenberg, Barr - In: Journal of financial and quantitative analysis : JFQA 6 (1971) 4, pp. 1083-1094
Persistent link: https://www.econbiz.de/10002761458
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A survey of stochastic parameter regression
Rosenberg, Barr - In: Annals of economic and social measurement : journal of … 2 (1973) 4, pp. 381-397
Persistent link: https://www.econbiz.de/10002761470
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The analysis of a cross section of time series by stochastically convergent parameter regression
Rosenberg, Barr - In: Annals of economic and social measurement : journal of … 2 (1973) 4, pp. 399-428
Persistent link: https://www.econbiz.de/10003675959
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Systematic Risk of the CRSP Equal-weighted Common Stock Index: A History Estimated by Stochastic-Parameter Regression.
Ohlson, James; Rosenberg, Barr - In: The Journal of Business 55 (1982) 1, pp. 121-45
Persistent link: https://www.econbiz.de/10005832953
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The Prediction of Systematic and Specific Risk in Common Stocks
Rosenberg, Barr; McKibben, Walt - In: Journal of Financial and Quantitative Analysis 8 (1973) 02, pp. 317-333
Persistent link: https://www.econbiz.de/10008476543