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More powerful portfolio approaches to regressing abnormal returns on firm-specific variables for cross-sectional studies
Chandra, Ramesh; Balachandran, Bala V. - In: The journal of finance : the journal of the American … 47 (1992) 5, pp. 2055-2070
Persistent link: https://www.econbiz.de/10001138514
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A portfolio approach to estimating the average correlation coefficient for the constant correlation model
Aneja, Yash P.; Chandra, Ramesh; Gunay, Erdal - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1435-1438
Persistent link: https://www.econbiz.de/10001080348
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Costs of equity capital and model mispricing
Pástor, Ľuboš; Stambaugh, Robert F. - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 67-121
Persistent link: https://www.econbiz.de/10001355201
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Two-pass tests of asset pricing models with useless factors
Kan, Raymond; Zhang, Chu - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
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Conditioning variables and the cross section of stock returns
Ferson, Wayne E.; Harvey, Campbell R. - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
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An empirical comparison of alternative models of the short-term interest rate
Chan, K. C. (contributor) - In: The journal of finance : the journal of the American … 47 (1992) 3, pp. 1209-1227
Persistent link: https://www.econbiz.de/10001132016
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Transformed securities and alternative factor structures
Huang, Roger D. - In: The journal of finance : the journal of the American … 47 (1992) 1, pp. 397-405
Persistent link: https://www.econbiz.de/10001124485
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Statistical properties of the Roll serial covariance bid ask spread estimator
Harris, Lawrence E. - In: The journal of finance : the journal of the American … 45 (1990) 2, pp. 579-590
Persistent link: https://www.econbiz.de/10001089793
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Estimation bias induced by discrete security prices
Ball, Clifford A. - In: The journal of finance : the journal of the American … 43 (1988) 4, pp. 841-865
Persistent link: https://www.econbiz.de/10001073082
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Accounting for forward rates in markets for foreign currency
Backus, David - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1887-1908
Persistent link: https://www.econbiz.de/10001155919