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General Tests of Latent Variab...
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General tests of latent variable models and mean-variance spanning
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
1
,
pp. 131-156
Persistent link: https://www.econbiz.de/10001141547
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Direct evidence of non-trading of NYSE and AMEX stocks
Foerster, Stephen Robert
;
Keim, Donald B.
- In:
Security market imperfections in worldwide equity markets
,
(pp. 144-166)
.
2000
Persistent link: https://www.econbiz.de/10001506411
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3
Finite sample properties of the generalized method of moments in tests of conditional asset pricing models
Ferson, Wayne E.
- In:
Journal of financial economics
36
(
1994
)
1
,
pp. 29-55
Persistent link: https://www.econbiz.de/10001164452
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Discussion of "Valuation effects of seasoned global equity offerings" by Errunza and Miller
Foerster, Stephen Robert
- In:
Journal of banking & finance
27
(
2003
)
9
,
pp. 1625-1627
Persistent link: https://www.econbiz.de/10001783360
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5
Financial management : a primer
Foerster, Stephen Robert
-
2003
Persistent link: https://www.econbiz.de/10001716797
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6
Dividend yields and stock returns : implications of abnormal January returns
Keim, Donald B.
- In:
Journal of financial economics
14
(
1985
)
3
,
pp. 473-489
Persistent link: https://www.econbiz.de/10001009723
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An analysis of mutual fund design : the case of investing in small-cap stocks
Keim, Donald B.
-
1998
Persistent link: https://www.econbiz.de/10000983034
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An analysis of mutual fund design : the case of investing in small-cap stocks
Keim, Donald B.
- In:
Journal of financial economics
51
(
1999
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10001256196
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Dividend yields and the January effect : more abnormal returns concentrated in January
Keim, Donald B.
- In:
The journal of portfolio management : a publication of …
12
(
1986
)
2
,
pp. 54-60
Persistent link: https://www.econbiz.de/10001114291
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Trading patterns, bid-ask spreads, and estimated security returns : the case of common stocks at calendar turning points
Keim, Donald B.
- In:
Journal of financial economics
25
(
1989
)
1
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pp. 75-97
Persistent link: https://www.econbiz.de/10001086143
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