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Good news for value stocks : further evidence on market efficiency
Porta, Rafael La; La Porta, Rafael; Lakonishok, Josef; … - 1995
Persistent link: https://www.econbiz.de/10000928825
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Performance benchmarking managed funds : Australian fixed interest funds
Soucik, Victor (contributor); Allen, David E. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730509
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Performance benchmarking Australian fixed interest funds : some optimal factors
Allen, David E. (contributor); Soucik, Victor (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001770525
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The level and persistence of growth rates
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 2001
Persistent link: https://www.econbiz.de/10001581913
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Asset pricing, the Fama-French factor model and the implications of Quantile Regression analysis
Allen, David E.; Singh, Abhay Kumar; Powell, Robert - 2009
Persistent link: https://www.econbiz.de/10008667282
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Stock returns and equity premium evidence using dividend price ratios and dividend yields in Malaysia
Allen, David E.; Imbarine Bujang - 2009
Persistent link: https://www.econbiz.de/10008667285
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Return-volatility relationship : insights from linear and non-linear quantile regression
Allen, David E.; Singh, Abhay Kumar; Powell, Robert; … - 2013
Persistent link: https://www.econbiz.de/10009724826
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A quantile analysis of default risk for speculative and emerging companies
Allen, David E.; Kramadibrata, Akhmad R.; Powell, Robert; … - 2011
Persistent link: https://www.econbiz.de/10009410475
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Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression
Allen, David E.; Singh, Abhay K.; Powell, Robert J.; … - 2013
The purpose of this paper is to examine the asymmetric relationship betweenprice and implied volatility and the associated extreme quantile dependence usinglinear and non linear quantile regression approach. Our goal in this paper is todemonstrate that the relationship between the volatility and...
Persistent link: https://www.econbiz.de/10010326227