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A test for multivariate normality in stock returns
Richardson, Matthew - In: The journal of business : B 66 (1993) 2, pp. 295-321
Persistent link: https://www.econbiz.de/10001144662
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A unified approach to testing for serial correlation in stock returns
Richardson, Matthew - In: The journal of business : B 67 (1994) 3, pp. 371-399
Persistent link: https://www.econbiz.de/10001167694
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Common divisors, payout persistence, and return predictability
Powell, John Gregory; Shi, Jing; Smith, Tom; Whaley, Robert - In: International review of finance 9 (2009) 4, pp. 335-357
Persistent link: https://www.econbiz.de/10003923619
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Political regimes, business cycles, seasonalities, and returns
Powell, John Gregory; Shi, Jing; Smith, Tom; Whaley, … - In: Journal of banking & finance 33 (2009) 6, pp. 1112-1128
Persistent link: https://www.econbiz.de/10003841911
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The simultaneous relation between fund flows and returns
Benson, Karen; Faff, Robert W.; Smith, Tom - In: Australian journal of management 35 (2010) 1, pp. 51-68
Persistent link: https://www.econbiz.de/10003975426
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Ex ante bond returns and time-varying monotonicity
Yahyaei, Hamid; Singh, Abhay; Smith, Tom - In: Journal of international financial markets, … 99 (2025), pp. 1-22
Persistent link: https://www.econbiz.de/10015405693