AN INVESTIGATION OF ALTERNATIVE ESTIMATORS OF EXPECTED RETURNS IN MEAN-VARIANCE ANALYSIS.
- Published in:
- Journal of Financial Research, 1997, v. 20, n. 1, p. 129, doi. 10.1111/j.1475-6803.1997.tb00240.x
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- Publication type:
- Article
Works matching IS 02702592 AND DT 1997 AND VI 20 AND IP 1
Results: 8
1
2
THE VALUE OF A REGULATORY SEAL OF APPROVAL.
- Published in:
- Journal of Financial Research, 1997, v. 20, n. 1, p. 111, doi. 10.1111/j.1475-6803.1997.tb00239.x
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- Publication type:
- Article
3
THE SURVIVAL OF INITIAL PUBLIC OFFERINGS IN THE AFTERMARKET.
- Published in:
- Journal of Financial Research, 1997, v. 20, n. 1, p. 93, doi. 10.1111/j.1475-6803.1997.tb00238.x
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- Publication type:
- Article
4
A VARIANCE DECOMPOSITION ANALYSIS OF THE INFORMATION IN THE TERM STRUCTURE.
- Published in:
- Journal of Financial Research, 1997, v. 20, n. 1, p. 71, doi. 10.1111/j.1475-6803.1997.tb00237.x
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- Publication type:
- Article
5
INTERTEMPORAL ASSET PRICING WITHOUT CONSUMPTION DATA: EMPIRICAL TESTS.
- Published in:
- Journal of Financial Research, 1997, v. 20, n. 1, p. 53, doi. 10.1111/j.1475-6803.1997.tb00236.x
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- Publication type:
- Article
6
JANUARY RETURN SEASONALITY IN REAL ESTATE INVESTMENT TRUSTS: INFORMATION VS. TAX-LOSS SELLING EFFECTS.
- Published in:
- Journal of Financial Research, 1997, v. 20, n. 1, p. 33, doi. 10.1111/j.1475-6803.1997.tb00235.x
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- Publication type:
- Article
7
A SIMULTANEOUS TEST OF COMPETING THEORIES REGARDING THE JANUARY EFFECT.
- Published in:
- Journal of Financial Research, 1997, v. 20, n. 1, p. 13, doi. 10.1111/j.1475-6803.1997.tb00234.x
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- Publication type:
- Article
8
THE RELATIONS BETWEEN OPTION MISPRICING AND VOLUME IN THE BLACK-SCHOLES OPTION MODEL.
- Published in:
- Journal of Financial Research, 1997, v. 20, n. 1, p. 1, doi. 10.1111/j.1475-6803.1997.tb00233.x
- By:
- Publication type:
- Article