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Option trading and stock returns : a re-examination

Narayanan, Rajesh P.; Rangan, Nanda K.; Richardson, Terry L. - In: Research in banking and finance 3 (2003), pp. 287-330

Persistent link: https://www.econbiz.de/10001758198

Equity underwriting by commercial banks prior to Glass-Steagall : a further examination of justification for the act

Ang, James S.; Richardson, Terry L. - 2000

Persistent link: https://www.econbiz.de/10001524395

The January effect : size, price or shares outstanding?

Richardson, Terry L. - In: The southern business & economic journal 21 (1998) 2, pp. 86-102

Persistent link: https://www.econbiz.de/10001238899

The underwriting experience of commercial bank affiliates prior to the Glass-Steagall Act : a reexamination of evidence for passage of the act

Ang, James S. - In: Journal of banking & finance 18 (1994) 2, pp. 351-395

Persistent link: https://www.econbiz.de/10001164272

The Cross-Autocorrelation of Size-Based Portfolio Returns is Not an Artifact of Portfolio Autocorrelation

Richardson, Terry - 2001

Prior studies find evidence of asymmetric size-based portfolio return cross-autocorrelations where lagged large-firm returns lead current small-firm returns. However, Boudoukh, Richardson, and Whitelaw (1994) question whether this economic relationship is independent of the impact of portfolio...

Persistent link: https://www.econbiz.de/10012788320

The Cross-autocorrelation of Size-Based Portfolio Returns Is Not an Artifact of Portfolio Autocorrelation

Richardson, Terry; Peterson, David R. - In: The journal of financial research : a publ. of the … 22 (1999) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10007341636

THE CROSS-AUTOCORRELATION OF SIZE-BASED PORTFOLIO RETURNS IS NOT AN ARTIFACT OF PORTFOLIO AUTOCORRELATION

Richardson, Terry; Peterson, David R. - In: Journal of Financial Research 22 (1999) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10008518470

The January effect : size, price or shares outstanding?

Richardson, Terry L. - In: The southern business & economic journal 21 (1998) 2, pp. 86-102

Persistent link: https://www.econbiz.de/10009891936

The underwriting experience of commercial bank affiliates prior to the Glass-Steagall Act: A reexamination of evidence for passage of the act

Ang, James S.; Richardson, Terry - In: Journal of Banking & Finance 18 (1994) 2, pp. 351-395

Persistent link: https://www.econbiz.de/10005201041

Causes of cross-autocorrelation in security returns: Transaction costs versus information quality

Richardson, Terry; Peterson, David - In: Journal of Economics and Finance 21 (1997) 3, pp. 29-39

Persistent link: https://www.econbiz.de/10005598014

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