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Estimating and testing continuous-time models in finance : the role of transition densities
Aït-Sahalia, Yacine - In: Annual review of financial economics 1 (2009), pp. 341-359
Persistent link: https://www.econbiz.de/10003924504
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Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
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A review and analysis of the holiday effect
Brockman, Paul - In: Financial markets, institutions & instruments 4 (1995) 5, pp. 37-58
Persistent link: https://www.econbiz.de/10001200363
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Volatility tests and efficient markets : a review essay
Cochrane, John H. - In: Journal of monetary economics 27 (1991) 3, pp. 463-485
Persistent link: https://www.econbiz.de/10001108299
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More unsettling evidence on the perfect markets hypothesis
DeJong, David Neil - In: Economic review 77 (1992) 6, pp. 1-13
Persistent link: https://www.econbiz.de/10001134265
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Efficient capital markets : II
Fama, Eugene F. - In: The journal of finance : the journal of the American … 46 (1991) 5, pp. 1575-1617
Persistent link: https://www.econbiz.de/10001117447
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Das Underpricing-Phänomen bei Aktienneuemissionen : Systematisierung von Erklärungsansätzen und Überblick über empirische Untersuchungen
Wilkens, Marco; Graßhoff, Armin - 1999
Persistent link: https://www.econbiz.de/10001423844
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Forecasting movements in the stock market : a comparison between static and dynamic models
Jung, Chulho - In: The southern business & economic journal 17 (1994) 4, pp. 297-315
Persistent link: https://www.econbiz.de/10001166047
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Le phénomène de "Mean Reversion" dans les prix boursiers : survol théorique et évidence sur le marché Suisse
Christen, François - 1994
Persistent link: https://www.econbiz.de/10000901463