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Estimating security betas using prior information based on firm fundamentals
Cosemans, Mathijs; Frehen, Rik; Schotman, Peter C.; … - In: The review of financial studies 29 (2016) 4, pp. 1072-1112
Persistent link: https://www.econbiz.de/10011530007
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Option trading and individual investor performance
Bauer, Rob; Cosemans, Mathijs; Eichholtz, Piet - In: Journal of banking & finance 33 (2009) 4, pp. 731-746
Persistent link: https://www.econbiz.de/10003820948
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Empirical studies on the behaviour of interest rates and exchange rates : [Mit holl. Zsfassung]
Schotman, Peter C. - 1989
Persistent link: https://www.econbiz.de/10000022418
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When unit roots matter : excess volatility and excess smoothness of long term interest rates
Schotman, Peter C. - 1991
Persistent link: https://www.econbiz.de/10000818771
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Discussion of 'Are market values fair?'
Schotman, Peter C. - In: Frontiers in pension finance, (pp. 20 - 22). 2008
Persistent link: https://www.econbiz.de/10014559864
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Small sample properties of the regression test of the expectations model of the term structure
Schotman, Peter C. - In: Economics letters 57 (1997) 2, pp. 129-134
Persistent link: https://www.econbiz.de/10001235649
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When units roots matter : excess volatility and excess smoothness of long-term interest rates
Schotman, Peter C. - In: Journal of empirical finance 8 (2001) 5, pp. 669-694
Persistent link: https://www.econbiz.de/10001655359
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When unit roots matter : excess volatility and excess smoothness of long term interest rates
Schotman, Peter C. - 1991
Persistent link: https://www.econbiz.de/10000815002
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On Bayesian routes to unit roots
Schotman, Peter C.; Dijk, Herman K. van - 1991
Persistent link: https://www.econbiz.de/10000815014
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On Bayesian routes to unit roots
Schotman, Peter C.; Dijk, Herman K. van - 1991
Persistent link: https://www.econbiz.de/10000817130