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Warrant price movements and the efficient market model
Leabo, Dick A.; Rogalski, Richard J. - In: The journal of finance : the journal of the American … 30 (1975) 1, pp. 163-177
Persistent link: https://www.econbiz.de/10002365592
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Stock market return expectations : some general properties
Lakonishok, Josef - In: The journal of finance : the journal of the American … 35 (1980) 4, pp. 921-931
Persistent link: https://www.econbiz.de/10002368470
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Tax reform and ex-divident day behavior
Lakonishok, Josef; Vermaelen, Theo - 1982
Persistent link: https://www.econbiz.de/10002368483
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Volume and turn-of-the-year behavior
Lakonishok, Josef; Smidt, Seymour - In: Journal of financial economics 13 (1984) 3, pp. 435-455
Persistent link: https://www.econbiz.de/10002368498
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Testing the term structure implications of an intertemporal asset pricing model using Argentine data
Leiderman, Leonardo; Blejer, Mario I. - 1984
Persistent link: https://www.econbiz.de/10002368578
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On Grossman's model of efficient stock markets where trades have diverse information
Li, Raymond K. C. - In: Xiang gang jing ji xue hui hui kan : annual publ. of … (1984), pp. 105-118
Persistent link: https://www.econbiz.de/10002372126
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An evaluation of selected applications of stock market timing techniques, trading tactics, and trend analysis
Levy, Robert A. - 1966
Persistent link: https://www.econbiz.de/10002375807
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The predicitive significance of five-point chart patterns
Levy, Robert A. - In: The journal of business : B 44 (1971) 3, pp. 316-323
Persistent link: https://www.econbiz.de/10002375827
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Efficient market, expectations nad the random-walk model
Leung, Andrew - 1979
Persistent link: https://www.econbiz.de/10002376036
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Preferred habitat, liquidity premium and the efficient market hypothesis
Leung, Andrew - 1979
Persistent link: https://www.econbiz.de/10002376092