Narrow search
Showing 1 - 6 of 6
Cover Image
Nonstationary expected returns : Implications for tests of market efficiency and serial correlation in returns
Ball, Ray; Kothari, S. P. - In: Journal of Financial Economics 25 (1989) 1, pp. 51-74
Persistent link: https://www.econbiz.de/10005477817
Cover Image
Problems in measuring portfolio performance An application to contrarian investment strategies
Ball, Ray; Kothari, S. P.; Shanken, Jay - In: Journal of Financial Economics 38 (1995) 1, pp. 79-107
Persistent link: https://www.econbiz.de/10005376570
Cover Image
Stock return variation and expected dividends : A time-series and cross-sectional analysis
Kothari, S. P.; Shanken, Jay - In: Journal of Financial Economics 31 (1992) 2, pp. 177-210
Persistent link: https://www.econbiz.de/10005376702
Cover Image
The relation between the return interval and betas : Implications for the size effect
Handa, Puneet; Kothari, S. P.; Wasley, Charles - In: Journal of Financial Economics 23 (1989) 1, pp. 79-100
Persistent link: https://www.econbiz.de/10005362651
Cover Image
Measuring long-horizon security price performance
Kothari, S. P.; Warner, Jerold B. - In: Journal of Financial Economics 43 (1997) 3, pp. 301-339
Persistent link: https://www.econbiz.de/10005362823
Cover Image
Book-to-market, dividend yield, and expected market returns: A time-series analysis
Kothari, S. P.; Shanken, Jay - In: Journal of Financial Economics 44 (1997) 2, pp. 169-203
Persistent link: https://www.econbiz.de/10005362903