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E-V and E-S Capital Asset Pricing Models: Some Empirical Tests
Jahankhani, Ali - In: Journal of Financial and Quantitative Analysis 11 (1976) 04, pp. 513-528
Persistent link: https://www.econbiz.de/10008476559
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Skewness Persistence in Common Stock Returns
Singleton, J. Clay; Wingender, John - In: Journal of Financial and Quantitative Analysis 21 (1986) 03, pp. 335-341
Persistent link: https://www.econbiz.de/10005407189
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The Implications of Recursiveness in Capital Markets–Theory and Empirical Tests
Singleton, J. Clay; Lauer, Joseph R. - In: Journal of Financial and Quantitative Analysis 14 (1979) 01, pp. 59-76
Persistent link: https://www.econbiz.de/10005609777
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Additional Evidence of Heteroscedasticity in the Market Model
Bey, Roger P.; Pinches, George E. - In: Journal of Financial and Quantitative Analysis 15 (1980) 02, pp. 299-322
Persistent link: https://www.econbiz.de/10005609862
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An Analysis of Portfolio Accumulation Strategies Employing Low-Priced Common Stocks
Pinches, George E.; Simon, Gary M. - In: Journal of Financial and Quantitative Analysis 7 (1972) 03, pp. 1773-1796
Persistent link: https://www.econbiz.de/10008477072
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Testing for Market Efficiency: A Comparison of the Cumulative Average Residual Methodology and Intervention Analysis
Larcker, David F.; Gordon, Lawrence A.; Pinches, George E. - In: Journal of Financial and Quantitative Analysis 15 (1980) 02, pp. 267-287
Persistent link: https://www.econbiz.de/10005139264