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Common Factors and the Empirical Validity of the Arbitrage Pricing Theory
Antoniou, Antonios; Garrett, Ian; Priestley, Richard - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403815
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Did Membership of the Exchange Rate Mechanism Reduce the Equity Market Risk Premium ?
Antoniou, Antonios; Garrett, Ian; Priestly, R. - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403819
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Modelling the dividend behaviour of the aggregate US stock market .
Garrett, Ian; Priestley, Richard - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403822
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Non-synchronous Trading and the October 1987 Crash
Garrett, Ian - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403823
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On the Implementation and Interpretation of the Market Model : An Alternative Approach
Garrett, Ian - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403827
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Using the Market Model : A Note.
Garrett, Ian - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403835
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Do Assumptions about Factor Structure Matter in Identifying the Number of Significant Factors in Test of the APT ?
Garrett, Ian; Priestley, Richard - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005761324
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On the Removal of Nonsynchronous Trading and Non Trading Effects from Security Prices and Stock Index Values
Garrett, Ian - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005761328
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The APT vs. the CAPM as a Description of Security Returns: The United Kindom Experience
Antoniou, Antonios; Garrett, Ian; Priestly, R. - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005761338
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Short versus Long Term Dependence in Stock Prices: Evidence from Variance Ratios and Rescaled Range Statistics
Garrett, Ian; Gavrides, Michael - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005169783