//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Cross-sectional performance an...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
15
Language
All
Undetermined
15
Author
All
Berger, Dave
9
Turtle, H.J.
9
Pukthuanthong, Kuntara
3
Abeysekera, Sarath P.
1
Barabanov, Sergeys
1
Brockman, Paul
1
Jimmy Yang, J
1
Jimmy Yang, J.
1
Li, David X.
1
Ozocak, Onem
1
Walker, Thomasj
1
Zhang, Chengping
1
more ...
less ...
Published in...
All
Applied financial economics
3
Journal of financial economics
3
Economics letters
1
Financial management
1
Global finance journal
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of multinational financial management
1
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
1
The journal of portfolio management : a publication of Institutional Investor
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
19
RePEc
9
Other ZBW resources
1
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cross-sectional performance and investor sentiment in a multiple risk factor model
Berger, Dave
;
Turtle, H.J.
- In:
Journal of banking & finance
36
(
2012
)
4
,
pp. 1107-1122
Persistent link: https://www.econbiz.de/10009834078
Saved in:
2
Emerging market crises and US equity market returns
Berger, Dave
;
Turtle, H.J.
- In:
Global finance journal
22
(
2011
)
1
,
pp. 32-42
Persistent link: https://www.econbiz.de/10009178334
Saved in:
3
TIME VARIABILITY IN MARKET RISK AVERSION
Berger, Dave
;
Turtle, H.J.
- In:
The journal of financial research : a publ. of the …
32
(
2009
)
3
,
pp. 285-308
Persistent link: https://www.econbiz.de/10008307122
Saved in:
4
A barrier option framework for corporate security valuation
Brockman, Paul
;
Turtle, H.J.
- In:
Journal of financial economics
67
(
2003
)
3
,
pp. 511-530
Persistent link: https://www.econbiz.de/10006507470
Saved in:
5
Temporal dependence in asset pricing models
Turtle, H.J.
- In:
Economics letters
45
(
1994
)
3
,
pp. 361-372
Persistent link: https://www.econbiz.de/10006802446
Saved in:
6
Semiparametric ARCH Models: An Estimating Function Approach
Li, David X.
;
Turtle, H.J.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 174-186
Persistent link: https://www.econbiz.de/10008217911
Saved in:
7
Institutional Investors and Shareholder Litigation
Barabanov, Sergeys
;
Ozocak, Onem
;
Turtle, H.J.
;
Walker, …
- In:
Financial management
37
(
2008
)
2
,
pp. 227-250
Persistent link: https://www.econbiz.de/10008067454
Saved in:
8
An Empirical Examination of Long Run Relationships in International Markets
Turtle, H.J.
;
Abeysekera, Sarath P.
- In:
Journal of multinational financial management
6
(
1996
)
2-3
,
pp. 109
Persistent link: https://www.econbiz.de/10007135926
Saved in:
9
Time-varying performance of international mutual funds
Turtle, H.J.
;
Zhang, Chengping
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 334-349
Persistent link: https://www.econbiz.de/10009967203
Saved in:
10
Is THE DIVERSIFICATION BENEFIT OF FRONTIER MARKETS REALIZABLE BY MEAN-VARIANCE INVESTORS? The Evidence of Investable Funds
Berger, Dave
;
Pukthuanthong, Kuntara
;
Jimmy Yang, J
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
4
,
pp. 36-48
Persistent link: https://www.econbiz.de/10010166708
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->