ARBITRAGE OPPORTUNITY OF ADR: TAIWAN EVIDENCE.
- Published in:
- International Journal of Finance, 2006, v. 18, n. 3, p. 4127
- By:
- Publication type:
- Article
Works matching IS 10412743 AND DT 2006 AND VI 18 AND IP 3
Results: 5
1
2
FAMA -- FRENCH THREE-FACTOR MODEL VERSUS ARBITRAGE PRICING THEORY ON ESTIMATING THE EXPECTED RETURNS ON VALUE STRATEGIES: Evidence from the Athens Stock Market.
- Published in:
- International Journal of Finance, 2006, v. 18, n. 3, p. 4073
- By:
- Publication type:
- Article
3
BOND RELATIVE VALUE AND TERM STRUCTURE OF CREDIT SPREADS: SOME "REAL WORLD" MODELS.
- Published in:
- International Journal of Finance, 2006, v. 18, n. 3, p. 4044
- By:
- Publication type:
- Article
4
PREDICTABILITY IN DAILY STOCK RETURNS.
- Published in:
- International Journal of Finance, 2006, v. 18, n. 3, p. 4013
- By:
- Publication type:
- Article
5
ARBITRAGE STRATEGY WITH N CURRENCIES.
- Published in:
- International Journal of Finance, 2006, v. 18, n. 3, p. 4105
- By:
- Publication type:
- Article