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The Integration of Mortgage Markets and Capital Markets.
- Published in:
- Real Estate Economics, 1993, v. 21, n. 4, p. 511, doi. 10.1111/1540-6229.00622
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- Article
Mean Reversions in GNMA Returns.
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- Real Estate Economics, 1990, v. 18, n. 2, p. 207, doi. 10.1111/1540-6229.00518
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- Article
Holiday Trading in Futures Markets.
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- Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 1, p. 307, doi. 10.1111/j.1540-6261.1994.tb04432.x
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- Article
The Resiliency of the High-Yield Bond Market: The LTV Default.
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- Journal of Finance (Wiley-Blackwell), 1989, v. 44, n. 4, p. 1085, doi. 10.1111/j.1540-6261.1989.tb02641.x
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- Article
Market Uncertainty and the Least-Cost Offering Method of Public Utility Debt: A Note.
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- Journal of Finance (Wiley-Blackwell), 1988, v. 43, n. 4, p. 1025, doi. 10.1111/j.1540-6261.1988.tb02620.x
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- Article
Implementable Quantitative Research.
- Published in:
- Journal of Alternative Investments, 2005, v. 8, n. 2, p. 71, doi. 10.3905/jai.2005.591579
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- Article
Intraday Drifts.
- Published in:
- Journal of Investing, 1999, v. 8, n. 2, p. 86, doi. 10.3905/joi.1999.319410
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- Article
Understanding distressed exchange offers.
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- Journal of Investing, 1997, v. 6, n. 3, p. 61, doi. 10.3905/joi.1997.408432
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- Article
Why rock the boat? The case of voluntary liquidation.
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- Journal of Investing, 1997, v. 6, n. 2, p. 71, doi. 10.3905/joi.1997.408423
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- Article
Survivorship bias: Reply.
- Published in:
- Journal of Portfolio Management, 1995, v. 21, n. 2, p. 105, doi. 10.3905/jpm.1995.409511
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- Article
Predicting intraday price reversals.
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- Journal of Portfolio Management, 1995, v. 21, n. 2, p. 42, doi. 10.3905/jpm.1995.409508
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- Article
Risk Arbitrage in Tender Offers.
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- Journal of Portfolio Management, 1992, v. 18, n. 4, p. 49, doi. 10.3905/jpm.1992.409417
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- Article
Selecting industries as inflation hedges.
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- Journal of Portfolio Management, 1989, v. 15, n. 4, p. 45, doi. 10.3905/jpm.1989.409224
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- Article
Fact and fancy of takeover junk bonds.
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- Journal of Portfolio Management, 1986, v. 13, n. 1, p. 34, doi. 10.3905/jpm.1986.409081
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- Publication type:
- Article
RANDOM WALKS IN WORLD MONEY RATES.
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- Journal of Business Finance & Accounting, 1996, v. 23, n. 9/10, p. 1453, doi. 10.1111/1468-5957.00088
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- Article
VALUATION OF CLOSELY-HELD FIRMS: A SURVEY.
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- Journal of Business Finance & Accounting, 1996, v. 23, n. 3, p. 419, doi. 10.1111/j.1468-5957.1996.tb01130.x
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- Publication type:
- Article
MARGIN REQUIREMENTS AND THE BEHAVIOR OF SILVER FUTURES PRICES.
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- Journal of Business Finance & Accounting, 1993, v. 20, n. 1, p. 41, doi. 10.1111/j.1468-5957.1993.tb00249.x
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- Article
ON EXCHANGE RATE CHANGES AND STOCK PRICE REACTIONS.
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- Journal of Business Finance & Accounting, 1990, v. 17, n. 3, p. 441, doi. 10.1111/j.1468-5957.1990.tb01196.x
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- Article
LOAN LOSS RESERVES AND INCOME SMOOTHING: THE EXPERIENCE IN THE U.S. BANKING INDUSTRY.
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- Journal of Business Finance & Accounting, 1988, v. 15, n. 4, p. 487, doi. 10.1111/j.1468-5957.1988.tb00150.x
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- Article
What Stocks Appeal to Institutional Investors?
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- Journal of Investing, 2005, v. 14, n. 1, p. 14, doi. 10.3905/joi.2005.479385
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- Article
FUTURES PRICE LIMIT MOVES AS OPTIONS.
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- Journal of Futures Markets, 2002, v. 22, n. 9, p. 901, doi. 10.1002/fut.10038
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- Article
Memories, Heteroscedasticity, and Price Limit in Currency Futures Markets.
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- Journal of Futures Markets, 1992, v. 12, n. 6, p. 680, doi. 10.1002/fut.3990120607
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- Article
Limit Moves and Price Resolution: A Reply.
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- Journal of Futures Markets, 1992, v. 12, n. 3, p. 361, doi. 10.1002/fut.3990120309
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- Article
Trading Noise, Adverse Selection, and Intraday Bid-Ask Spreads in Futures Markets.
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- Journal of Futures Markets, 1992, v. 12, n. 5, p. 519, doi. 10.1002/fut.3990120504
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- Article
Dependence in Commodity Prices.
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- Journal of Futures Markets, 1992, v. 12, n. 4, p. 429, doi. 10.1002/fut.3990120405
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- Article
Rolling Over Futures Contracts: A Note.
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- Journal of Futures Markets, 1992, v. 12, n. 2, p. 203, doi. 10.1002/fut.3990120208
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- Article
Testing Unbiasedness in Futures Markets: A Clarification.
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- Journal of Futures Markets, 1990, v. 10, n. 5, p. 555, doi. 10.1002/fut.3990100511
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- Article
Testing Rationality in Futures Markets.
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- Journal of Futures Markets, 1990, v. 10, n. 2, p. 137, doi. 10.1002/fut.3990100205
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- Article
Limit Moves and Price Resolution: The Case of the Treasury Bond Futures Market.
- Published in:
- Journal of Futures Markets, 1989, v. 9, n. 4, p. 321, doi. 10.1002/fut.3990090406
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- Article
The Daily Effect in the Gold Market: A Reply.
- Published in:
- Journal of Futures Markets, 1989, v. 9, n. 2, p. 175, doi. 10.1002/fut.3990090210
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- Article
Arbitrage Opportunities in Metal Futures Markets.
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- Journal of Futures Markets, 1988, v. 8, n. 2, p. 199, doi. 10.1002/fut.3990080207
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- Publication type:
- Article
A Further Investigation of the Day-of-the-Week Effect in the Gold Market.
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- Journal of Futures Markets, 1986, v. 6, n. 3, p. 409, doi. 10.1002/fut.3990060306
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- Article
Spreading between the Gold and Silver Markets: Is There a Parity?
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- Journal of Futures Markets, 1985, v. 5, n. 4, p. 579, doi. 10.1002/fut.3990050406
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- Article
THE SEASONALITY ON CONVERTIBLE BOND MARKETS:A STOCK EFFECT OR BOND EFFECT?
- Published in:
- Journal of Financial Research, 1988, v. 11, n. 4, p. 335, doi. 10.1111/j.1475-6803.1988.tb00093.x
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- Article
Volatility, Price Resolution, and the Effectiveness of Price Limits.
- Published in:
- Journal of Financial Services Research, 1989, v. 3, n. 2/3, p. 165, doi. 10.1007/BF00122800
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- Article