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EVIDENCE OF A RELATION BETWEEN STOCK PRICE REACTIONS AROUND CASH DIVIDEND CHANGES AND YIELDS

Fehrs, Donald H.; Benesh, Gary A.; Peterson, David R. - In: Journal of Financial Research 11 (1988) 2, pp. 111-123

Persistent link: https://www.econbiz.de/10010889524

AN EXAMINATION OF MARKET REACTION TO SUBSTANTIAL SHIFTS IN DIVIDEND POLICY

Benesh, Gary A.; Keown, Arthur J.; Pinkerton, John M. - In: Journal of Financial Research 7 (1984) 2, pp. 131-142

Persistent link: https://www.econbiz.de/10010889106

THE IMPORTANCE OF LIQUIDITY AS A FACTOR IN ASSET PRICING

Keene, Marvin A.; Peterson, David R. - In: Journal of Financial Research 30 (2007) 1, pp. 91-109

We employ the Fama-French time-series regression approach to examine liquidity as a risk factor affecting stock returns. Prior studies establish liquidity as an important consideration in investment decisions. Here, liquidity is found to be an important factor affecting portfolio returns, even...

Persistent link: https://www.econbiz.de/10005523447

SECURITY PRICE REACTIONS AROUND PRODUCT RECALL ANNOUNCEMENTS

Pruitt, Stephen W.; Peterson, David R. - In: Journal of Financial Research 9 (1986) 2, pp. 113-122

Persistent link: https://www.econbiz.de/10010889119

THE CROSS-SECTIONAL EFFECTS OF OPTION LISTING ON FIRM STOCK RETURN VARIANCES

Niendorf, Bruce D.; Peterson, David R. - In: Journal of Financial Research 19 (1996) 4, pp. 515-539

Persistent link: https://www.econbiz.de/10010889249

INVESTOR EXPECTATIONS OF VOLATILITY INCREASES AROUND LARGE STOCK SPLITS AS IMPLIED IN CALL OPTION PREMIA

Klein, Linda S.; Peterson, David R. - In: Journal of Financial Research 11 (1988) 1, pp. 71-80

Persistent link: https://www.econbiz.de/10010889297

A MODEL OF HETEROGENEOUS EXPECTATIONS AS A DETERMINANT OF SHORT SALES

Peterson, David R.; Waldman, Donald M. - In: Journal of Financial Research 7 (1984) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10010889332

A TRANSACTION DATA STUDY OF DAY-OF-THE-WEEK AND INTRADAY PATTERNS IN OPTION RETURNS

Peterson, David R. - In: Journal of Financial Research 13 (1990) 2, pp. 117-131

Persistent link: https://www.econbiz.de/10010889366

THE NEGATIVE RELATION BETWEEN DAILY INDEX RETURN SERIAL CORRELATIONS AND CONDITIONAL VARIANCES: DOES IT HAVE MATHEMATICAL OR ECONOMIC ORIGINS?

Peterson, David R. - In: Journal of Financial Research 19 (1996) 3, pp. 429-442

Persistent link: https://www.econbiz.de/10010889423

AN EMPIRICAL STUDY OF THE DIFFUSION PROCESS OF SECURITIES AND PORTFOLIOS

Ang, James S.; Peterson, David R. - In: Journal of Financial Research 7 (1984) 3, pp. 219-229

Persistent link: https://www.econbiz.de/10010889458