Narrow search
Showing 1 - 4 of 4
Cover Image
The distribution of common stock price changes : an application of transactions time and subordinated stochastic models
Westerfield, Randolph - In: Journal of financial and quantitative analysis : JFQA 12 (1977) 5, pp. 743-765
Persistent link: https://www.econbiz.de/10003013105
Cover Image
A model of capital asset risk
Pettit, R. Richardson; Westerfield, Randolph; Hopewell, … - In: Journal of financial and quantitative analysis : JFQA 7 (1972) 2, pp. 1649-1668
Persistent link: https://www.econbiz.de/10002644494
Cover Image
Using the capital asset pricing model and the market model to predict security returns
Pettit, R. Richardson; Westerfield, Randolph - In: Journal of financial and quantitative analysis : JFQA 9 (1974) 4, pp. 579-605
Persistent link: https://www.econbiz.de/10002644537
Cover Image
Patterns in Japanese common stock returns : day of the week and turn of the year effects
Jaffe, Jeffrey; Westerfield, Randolph - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 2, pp. 261-272
Persistent link: https://www.econbiz.de/10003059852