Similar Search Results

Portfolio rebalancing, institutional ownership, and the small firm-January effect

Porter, David C.; Powell, Gary E.; Weaver, Daniel G. - In: Review of Financial Economics 5 (1996) 1, pp. 19-29

Persistent link: https://www.econbiz.de/10005210976

Removing Biases in Computed Returns: An Analysis of Bias in Equally-Weighted Return Indexes of REITs

Fisher, Lawrence; Weaver, Daniel G.; Webb, Gwendolyn - In: International Real Estate Review 15 (2012) 1, pp. 43-71

In this paper, we apply the method for removing the upward bias in returns in equally-weighted return indexes developed by Fisher, Weaver, and Webb (2010) to real estate investment trust (REIT) stocks in the US. While we find significant bias in this index, two trends are evident: first, there...

Persistent link: https://www.econbiz.de/10010544686

'Teenies' anyone?

Ronen, Tavy; Weaver, Daniel G. - In: Journal of Financial Markets 4 (2001) 3, pp. 231-260

Persistent link: https://www.econbiz.de/10005320006

Can order exposure be mandated?

Anand, Amber; Weaver, Daniel G. - In: Journal of Financial Markets 7 (2004) 4, pp. 405-426

Persistent link: https://www.econbiz.de/10005322118

The value of the specialist: Empirical evidence from the CBOE

Anand, Amber; Weaver, Daniel G. - In: Journal of Financial Markets 9 (2006) 2, pp. 100-118

Persistent link: https://www.econbiz.de/10005322140

The visibility effects of Amex listing

Baker, H. Kent; Powell, Gary E.; Weaver, Daniel G. - In: The quarterly review of economics and finance : journal … 39 (1999) 3, pp. 341-361

Persistent link: https://www.econbiz.de/10001433917

The effect of NYSE listing on a firm's media visibility

Baker, H. Kent - In: Journal of economics and finance 22 (1998) 1, pp. 19-28

Persistent link: https://www.econbiz.de/10001249950

Post-trade transparency on Nasdaq's national market system

Porter, David C. - In: Journal of financial economics 50 (1998) 2, pp. 231-252

Persistent link: https://www.econbiz.de/10001250557

Calculating the cost of capital of an unlevered firm for use in project evaluation

Brick, Ivan E.; Weaver, Daniel G. - In: Review of quantitative finance and accounting 9 (1997) 2, pp. 111-129

Persistent link: https://www.econbiz.de/10001590897

"Teenies" anyone?

Ronen, Tavy; Weaver, Daniel G. - In: Journal of financial markets 4 (2001) 3, pp. 231-260

Persistent link: https://www.econbiz.de/10001587944