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The effect of risk factors on cost of equity estimation
Nagel, Gregory L.; Peterson, David R.; Prati, Robert S. - In: Quarterly journal of business and economics : QJBE 46 (2007) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10003500007
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The power of one and two sample t-statistics given event-induced variance increases and nonnormal stock returns : a comparative study
Higgins, Eric James - In: Quarterly journal of business and economics : QJBE 37 (1998) 1, pp. 27-49
Persistent link: https://www.econbiz.de/10001242428
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The significance of serial cross-correlations after controlling for a specific factor structure in security returns
Higgins, Eric James; Peterson, David R. - In: Quarterly journal of business and economics : QJBE 40 (2001) 3/4, pp. 117-139
Persistent link: https://www.econbiz.de/10001764366
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The Power of One and Two Sample t-Statistics Given Event-Induced Variance Increases and Nonnormal Stock Returns: A Comparative Study
Higgins, Eric J.; Peterson, David R. - In: Quarterly journal of business and economics : QJBE 37 (1998) 1, pp. 27-50
Persistent link: https://www.econbiz.de/10006307814
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Investigations into the determinants of risk : a new look
Ang, James S. - In: Quarterly journal of business and economics : QJBE 24 (1985) 1, pp. 3-20
Persistent link: https://www.econbiz.de/10001020393
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The Effect of Risk Factors on Cost of Equity Estimation
Nagel, Gregory L.; Peterson, David R.; Prati, Robert S. - In: Quarterly journal of business and economics : QJBE 46 (2007) 1, pp. 61
Persistent link: https://www.econbiz.de/10007755601