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Nonnormalities and tests of asset pricing theories

Affleck-Graves, John F. - In: The journal of finance : the journal of the American … 44 (1989) 4, pp. 889-908

Persistent link: https://www.econbiz.de/10001072859

Multivariate tests of asset pricing : the comparative power of alternative statistics

Affleck-Graves, John F. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 2, pp. 163-185

Persistent link: https://www.econbiz.de/10001089822

Nonnormalities and Tests of Asset Pricing Theories.

Affleck-Graves, John; McDonald, Bill - In: Journal of Finance 44 (1989) 4, pp. 889-908

The robustness of the multivariate tests of Michael R. Gibbons, Stephen A. Ross, and Jay Shanken (1986) to nonnormalities in the residual covariance matrix is examined. After considering the relative performance of various tests of normality, simulation techniques are used to determine the...

Persistent link: https://www.econbiz.de/10005214159

An empirical examination of the preference structure for the distribution of earnings

McDonald, Bill - In: Journal of economics & business 35 (1983) 3/4, pp. 441-451

Persistent link: https://www.econbiz.de/10003622302

Event studies and systems methods : some additional evidence

McDonald, Bill - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 4, pp. 495-504

Persistent link: https://www.econbiz.de/10001043892

The impact of hedging on the market value of equity

Nelson, James M.; Moffitt, Jacquelyn Sue; … - In: The journal of corporate finance : contracting, … 11 (2005) 5, pp. 851-881

Persistent link: https://www.econbiz.de/10003183694

Trading mechanisms and the components of the bid-ask spread

Affleck-Graves, John F. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1471-1488

Persistent link: https://www.econbiz.de/10001171945

Underperformance in long-run stock returns following seasoned equity offerings

Spiess, D. Katherine - In: Journal of financial economics 38 (1995) 3, pp. 243-267

Persistent link: https://www.econbiz.de/10001180870

Regulatory and procedural effects on the underpricing of initial public of offerings

Affleck-Graves, John F. - In: The journal of financial research 12 (1989) 3, pp. 193-202

Persistent link: https://www.econbiz.de/10001106301

The relation between the value line enigma and post-earnings-announcement drift

Affleck-Graves, John F. - In: Journal of financial economics 31 (1992) 1, pp. 75-96

Persistent link: https://www.econbiz.de/10001133534

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