Econometric evaluation of asset pricing models.
- Published in:
- Review of Financial Studies, 1995, v. 8, n. 2, doi. 10.1093/rfs/8.2.237
- By:
- Publication type:
- Article
Works matching IS 08939454 AND DT 1995 AND VI 8 AND IP 2
Results: 10
1
2
A critique of size-related anomalies.
- Published in:
- Review of Financial Studies, 1995, v. 8, n. 2, doi. 10.1093/rfs/8.2.275
- By:
- Publication type:
- Article
3
Measurement of market integration and arbitrage.
- Published in:
- Review of Financial Studies, 1995, v. 8, n. 2, doi. 10.1093/rfs/8.2.287
- By:
- Publication type:
- Article
4
The role of games in security design.
- Published in:
- Review of Financial Studies, 1995, v. 8, n. 2, doi. 10.1093/rfs/8.2.327
- By:
- Publication type:
- Article
5
The effect of tax heterogeneity on prices and volume around the ex-dividend day: evidence from the Milan stock exchange.
- Published in:
- Review of Financial Studies, 1995, v. 8, n. 2, doi. 10.1093/rfs/8.2.369
- By:
- Publication type:
- Article
6
Of shepherds, sheep, and the cross-autocorrelations in equity returns.
- Published in:
- Review of Financial Studies, 1995, v. 8, n. 2, doi. 10.1093/rfs/8.2.401
- By:
- Publication type:
- Article
7
Financial and industrial structure with agency.
- Published in:
- Review of Financial Studies, 1995, v. 8, n. 2, doi. 10.1093/rfs/8.2.431
- By:
- Publication type:
- Article
8
Option pricing with differential interest rates.
- Published in:
- Review of Financial Studies, 1995, v. 8, n. 2, doi. 10.1093/rfs/8.2.475
- By:
- Publication type:
- Article
9
Investment and insider trading.
- Published in:
- Review of Financial Studies, 1995, v. 8, n. 2, doi. 10.1093/rfs/8.2.501
- By:
- Publication type:
- Article
10
A theory of mutual formation and moral hazard with evidence from the history of the insurance industry.
- Published in:
- Review of Financial Studies, 1995, v. 8, n. 2, doi. 10.1093/rfs/8.2.545
- By:
- Publication type:
- Article