A new dividend forecasting procedure that rejects bubbles in asset prices: the case of 1929's stock crash.
- Published in:
- Review of Financial Studies, 1996, v. 9, n. 2, p. 333, doi. 10.1093/rfs/9.2.333
- By:
- Publication type:
- Article
Works matching IS 08939454 AND DT 1996 AND VI 9 AND IP 2
Results: 10
1
2
Testing continuous-time models of the spot interest rate.
- Published in:
- Review of Financial Studies, 1996, v. 9, n. 2, p. 385, doi. 10.1093/rfs/9.2.385
- By:
- Publication type:
- Article
3
The time variation of risk and return in foreign exchange markets: a general equilibrium perspective.
- Published in:
- Review of Financial Studies, 1996, v. 9, n. 2, p. 427, doi. 10.1093/rfs/9.2.427
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- Publication type:
- Article
4
Trading volume with private valuation: evidence from the ex-dividend day.
- Published in:
- Review of Financial Studies, 1996, v. 9, n. 2, p. 471, doi. 10.1093/rfs/9.2.471
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- Publication type:
- Article
5
Portfolio performance measurement: theory and applications.
- Published in:
- Review of Financial Studies, 1996, v. 9, n. 2, p. 511, doi. 10.1093/rfs/9.2.511
- By:
- Publication type:
- Article
6
Measuring the pricing error of the arbitrage pricing theory.
- Published in:
- Review of Financial Studies, 1996, v. 9, n. 2, p. 557, doi. 10.1093/rfs/9.2.557
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- Publication type:
- Article
7
Time-series implications of aggregate dividend behavior.
- Published in:
- Review of Financial Studies, 1996, v. 9, n. 2, p. 589, doi. 10.1093/rfs/9.2.589
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- Publication type:
- Article
8
U.K. and U.S. trading of British cross-listed stocks: an intraday analysis of market integration.
- Published in:
- Review of Financial Studies, 1996, v. 9, n. 2, p. 619, doi. 10.1093/rfs/9.2.619
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- Publication type:
- Article
9
The strategic timing of corporate disclosures.
- Published in:
- Review of Financial Studies, 1996, v. 9, n. 2, p. 665, doi. 10.1093/rfs/9.2.665
- By:
- Publication type:
- Article
10
Risk aversion, liquidity, and endogenous short horizons.
- Published in:
- Review of Financial Studies, 1996, v. 9, n. 2, p. 691, doi. 10.1093/rfs/9.2.691
- By:
- Publication type:
- Article