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Institutional investors and stock return anomalies

Edelen, Roger M.; Ince, Ozgur S.; Kadlec, Gregory B. - In: Journal of financial economics 119 (2016) 3, pp. 472-488

Persistent link: https://www.econbiz.de/10011589910

A Nonlinear Time Series Workshop : A Toolkit for Detecting and Identifying Nonlinear Serial Dependence

Patterson, Douglas M.; Ashley, Richard A. - 2000 - 1st ed. 2000.

1. Nonlinearity in Stochastic Processes: What it Is and Why it Matters -- 2. Detecting Nonlinear Serial Dependence -- 3. How to Run the Toolkit Program on a PC -- 4. Artificially Generated Data: Size Considerations -- 5. Artificially Generated Data: Power And Model Specification Considerations...

Persistent link: https://www.econbiz.de/10014021905

Identification of the coefficients in a non-linear : time series of the quadratic type

Hinich, Melvin J.; Patterson, Douglas M. - In: Journal of Econometrics 30 (1985) 1-2, pp. 269-288

Persistent link: https://www.econbiz.de/10005228783

The marginal value of management using stochastic control

Bosshardt, Donald I.; Patterson, Douglas M. - In: Journal of Economic Dynamics and Control 15 (1991) 3, pp. 455-489

Persistent link: https://www.econbiz.de/10005229297

Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output

Ashley, Richard A.; Patterson, Douglas M. - In: Journal of Business & Economic Statistics 24 (2006) July, pp. 266-277

Persistent link: https://www.econbiz.de/10005238260

The cross-sectional and cross-temporal universality of nonlinear serial dependencies: Evidence from world stock indices and the Taiwan Stock Exchange

Ammermann, Peter A.; Patterson, Douglas M. - In: Pacific-Basin Finance Journal 11 (2003) 2, pp. 175-195

Persistent link: https://www.econbiz.de/10005351953

Reply to Marsh's note

Hinich, Melvin J.; Patterson, Douglas M. - In: Journal of Econometrics 30 (1985) 1-2, pp. 297-299

Persistent link: https://www.econbiz.de/10005192777

Issuer surplus and the partial adjustment of IPO prices to public information

Edelen, Roger M.; Kadlec, Gregory B. - In: Journal of Financial Economics 77 (2005) 2, pp. 347-373

Persistent link: https://www.econbiz.de/10005376683

The pricing of equity offerings

Loderer, Claudio F.; Sheehan, Dennis P.; Kadlec, Gregory B. - In: Journal of Financial Economics 29 (1991) 1, pp. 35-57

Persistent link: https://www.econbiz.de/10005376755

Disclosure and agency conflict: Evidence from mutual fund commission bundling

Edelen, Roger M.; Evans, Richard B.; Kadlec, Gregory B. - In: Journal of Financial Economics 103 (2012) 2, pp. 308-326

This study provides empirical evidence on the role of disclosure in resolving agency conflicts in delegated investment management. For certain expenditures, fund managers have alternative means of payment which differ greatly in their opacity: payments can be expensed (relatively transparent);...

Persistent link: https://www.econbiz.de/10010571670