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Nonnormalities and Tests of Asset Pricing Theories.

Affleck-Graves, John; McDonald, Bill - In: Journal of Finance 44 (1989) 4, pp. 889-908

The robustness of the multivariate tests of Michael R. Gibbons, Stephen A. Ross, and Jay Shanken (1986) to nonnormalities in the residual covariance matrix is examined. After considering the relative performance of various tests of normality, simulation techniques are used to determine the...

Persistent link: https://www.econbiz.de/10005214159

An empirical examination of the preference structure for the distribution of earnings

McDonald, Bill - In: Journal of economics & business 35 (1983) 3/4, pp. 441-451

Persistent link: https://www.econbiz.de/10003622302

The long-run performance of stock returns following debt offerings

Spiess, D. Katherine; Affleck-Graves, John - In: Journal of Financial Economics 54 (1999) 1, pp. 45-73

Persistent link: https://www.econbiz.de/10005376782

Trading Mechanisms and the Components of the Bid-Ask Spread

Affleck-Graves, John; Hegde, Shantaram P.; Miller, Robert E. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1471-1488

Persistent link: https://www.econbiz.de/10006600322

Under-performance in long-run stock returns following seasoned equity offerings

Spiess, D.Katherine; Affleck-Graves, John - In: Journal of financial economics 38 (1995) 3, pp. 243-268

Persistent link: https://www.econbiz.de/10006533814

The Information Content Of Calls Of Debt: Evidence From Long-Run Stock Returns

Affleck-Graves, John; Miller, Robert E. - In: The journal of financial research : a publ. of the … 26 (2003) 4, pp. 421-448

Persistent link: https://www.econbiz.de/10006820330

Earnings Predictability, Information Asymmetry, and Market Liquidity

Affleck-Graves, John; Callahan, Carolyn M.; … - In: Journal of accounting research 40 (2002) 3, pp. 561-584

Persistent link: https://www.econbiz.de/10006559719

The impact of hedging on the market value of equity

Nelson, James M.; Moffitt, Jacquelyn Sue; … - In: The journal of corporate finance : contracting, … 11 (2005) 5, pp. 851-881

Persistent link: https://www.econbiz.de/10005920566

Conditional Price Trends in the Aftermarket for Initial Public Offerings

Affleck-Graves, John; Hegde, Shantaram; Miller, Robert E. - In: Financial management 25 (1996) 4, pp. 25-40

Persistent link: https://www.econbiz.de/10005989728

The Effect of the Trading System on the Underpricing of Initial Public Offerings

Affleck-Graves, John; Hegde, Shantaram P.; Miller, Robert E. - In: Financial management 22 (1993) 1, pp. 99-108

Persistent link: https://www.econbiz.de/10006009049