Narrow search
Showing 1 - 10 of 75
Cover Image
Money and stock prices : Market efficiency and the lag in effect of monetary policy
Rozeff, Michael S. - In: Journal of Financial Economics 1 (1974) 3, pp. 245-302
Persistent link: https://www.econbiz.de/10005477836
Cover Image
The economic determinants of the market reaction to proposed mandatory accounting changes in the oil and gas industry: A cross-sectional analysis
Collins, Daniel W.; Rozeff, Michael S.; Dhaliwal, Dan S. - In: Journal of Accounting and Economics 3 (1981) 1, pp. 37-71
Persistent link: https://www.econbiz.de/10005492621
Cover Image
Business forecasting : J. Holten Wilson and Barry Keating, (Richard D. Irwin, Homewood, IL), 1990, pp. 386, $45.95
Rozeff, Michael S. - In: International Journal of Forecasting 6 (1990) 4, pp. 569-570
Persistent link: https://www.econbiz.de/10005418080
Cover Image
Volume, volatility, liquidity and efficiency of the Singapore stock exchange before and after automation
Naidu, G. N.; Rozeff, Michael S. - In: Pacific-Basin Finance Journal 3 (1995) 1, pp. 137-138
Persistent link: https://www.econbiz.de/10005462372
Cover Image
COSKEWNESS, DIVIDEND YIELD AND CAPITAL ASSET PRICING
Cook, Thomas J.; Rozeff, Michael S. - In: Journal of Financial Research 7 (1984) 3, pp. 231-241
Persistent link: https://www.econbiz.de/10010889355
Cover Image
VARIANCE, RETURN, AND HIGH-LOW PRICE SPREADS
Lin, Ji-Chai; Rozeff, Michael S. - In: Journal of Financial Research 17 (1994) 3, pp. 301-319
Persistent link: https://www.econbiz.de/10010889480
Cover Image
THE SPEED OF ADJUSTMENT OF PRICES TO PRIVATE INFORMATION: EMPIRICAL TESTS
Lin, Ji-Chai; Rozeff, Michael S. - In: Journal of Financial Research 18 (1995) 2, pp. 143-156
Persistent link: https://www.econbiz.de/10010889509
Cover Image
GROWTH, BETA AND AGENCY COSTS AS DETERMINANTS OF DIVIDEND PAYOUT RATIOS
Rozeff, Michael S. - In: Journal of Financial Research 5 (1982) 3, pp. 249-259
Persistent link: https://www.econbiz.de/10010889603
Cover Image
Size and Earnings/Price Ratio Anomalies: One Effect or Two?
Cook, Thomas J.; Rozeff, Michael S. - In: Journal of Financial and Quantitative Analysis 19 (1984) 04, pp. 449-466
Persistent link: https://www.econbiz.de/10005609726
Cover Image
Long-run Performance after Stock Splits: 1927 to 1996
Byun, Jinho; Rozeff, Michael S. - In: Journal of Finance 58 (2003) 3, pp. 1063-1086
We measure the postsplit performance of 12,747 stock splits from 1927 to 1996 using two methods to measure abnormal returns: size and book-to-market reference portfolios with bootstrapping, and calendar-time abnormal returns combined with factor models. Between 1927 and 1996, neither method...
Persistent link: https://www.econbiz.de/10005214963