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Conditioning variables and the cross section of stock returns
Ferson, Wayne E.; Harvey, Campbell R. - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
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Simple technical trading rules and the stochastic properties of stock returns
Brock, William A. - In: The journal of finance : the journal of the American … 47 (1992) 5, pp. 1731-1764
Persistent link: https://www.econbiz.de/10001138543
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General tests of latent variable models and mean-variance spanning
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 131-156
Persistent link: https://www.econbiz.de/10001141547
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Seasonality and consumption-based asset pricing
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 511-552
Persistent link: https://www.econbiz.de/10001128130
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Anomalous price behavior around repurchase tender offers
Lakonishok, Josef - In: The journal of finance : the journal of the American … 45 (1989) 2, pp. 455-477
Persistent link: https://www.econbiz.de/10001089721
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Are the latent variables in time-varying expected returns compensation for consumption risk?
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 45 (1990) 2, pp. 397-429
Persistent link: https://www.econbiz.de/10001089800
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Good news for value stocks : further evidence on market efficiency
La Porta, Rafael; Lakonishok, Josef; Shleifer, Andrei; … - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 859-874
Persistent link: https://www.econbiz.de/10001222416
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Institutional equity trading costs : NYSE versus Nasdaq
Chan, Louis K. C. - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 713-735
Persistent link: https://www.econbiz.de/10001222429
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Measuring fund strategy and performance in changing economic conditions
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 425-461
Persistent link: https://www.econbiz.de/10001205910
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The behavior of stock prices around institutional trades
Chan, Louis K. C. - In: The journal of finance : the journal of the American … 50 (1995) 4, pp. 1147-1174
Persistent link: https://www.econbiz.de/10001191737