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A comparison of multidimensional security princing models

Schweser, Carl - In: Journal of economics & business 30 (1978) 2, pp. 137-141

Persistent link: https://www.econbiz.de/10002784701

The doctoral origins contributions to the "Journal of Finance" from 1964 through 1975

Schweser, Carl - In: The journal of finance : the journal of the American … 32 (1977) 3, pp. 908-910

Persistent link: https://www.econbiz.de/10002784702

The Doctoral Origins of Contributors to the Journal of Finance from 1964 through 1975.

Schweser, Carl - In: Journal of Finance 32 (1977) 3, pp. 908-10

Persistent link: https://www.econbiz.de/10005691932

A note on the usefulness of bond ratings as measures of systematic risk

Schneeweis, Tom; Schweser, Carl - In: Nebraska journal of economics and business : NJEB 19 (1980) 1, pp. 63-71

Persistent link: https://www.econbiz.de/10003672260

Financial futures : fundamentals, strategies, and applications

Schwarz, Edward W.; Hill, Joanne M.; Schneeweis, Thomas - 1986

Persistent link: https://www.econbiz.de/10004690915

Capital Market Seasonality: The Case of Bond Returns

Schneeweis, Thomas; Woolridge, J. Randall - In: Journal of Financial and Quantitative Analysis 14 (1979) 05, pp. 939-958

Persistent link: https://www.econbiz.de/10005407180

Time Series Analysis of International Dollar Denominated Interest Rates

Finnerty, Joseph E; Schneeweis, Thomas - In: Journal of International Business Studies 10 (1979) 1, pp. 39-52

The yield levels and yield movements of Eurodollar rates are compared to yield level and yield movements of securities. Contrary to the previous studies, we could find no consistent and meaningful lead–lag relationship between U.S rates and Eurodollar rates. Additionally, we found that...

Persistent link: https://www.econbiz.de/10004970820

Survivor bias in commodity trading advisor performance

Schneeweis, Thomas; Spurgin, Richard; McCarthy, David - In: Journal of Futures Markets 16 (1996) 7, pp. 757-772

Persistent link: https://www.econbiz.de/10011197079

International trading/nontrading time effects on risk estimation in futures markets

Hill, Joanne; Schneeweis, Thomas; Yau, Jot - In: Journal of Futures Markets 10 (1990) 4, pp. 407-423

Persistent link: https://www.econbiz.de/10011197608

The “weekend effect” for stock indexes and stock index futures: Dividend and interest rate effects

Frederick J. Phillips‐Patrick; Schneeweis, Thomas - In: Journal of Futures Markets 8 (1988) 1, pp. 115-121

Persistent link: https://www.econbiz.de/10011197687