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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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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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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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Calculating the probability of failure of the Norwegian banking sector
Clare, Andrew; Priestley, Richard - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005761335
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Seasonality, stock returns and the macroeconomy
Priestley, Richard - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005761337
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The APT, Macroeconomic and Financial Factors, and Expectation Generating Processes
Priestley, Richard - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005244979
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The effects of stock index futures trading on stock index volatility: an analysis of the asymmetric response of volatility to news.
Antoniou, Antonios; Holmes, Phil; Priestley, Richard - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005249083
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Miller-Modigliani, Behavioural Models of Dividend Policy and the Dividend Behaviour of the Aggregate Stock Market : Some Evidence for the UK
Garrett, Ian; Priestley, Richard - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005249084
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An asset pricing approach to estimating the persistence in expected returns
Priestley, Richard - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005249085
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Risk factors in the Malaysian stock market
Clare, Andrew; Priestley, Richard - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005249088