Similar Search Results - EconBiz

Refining the bootstrap method of stochastic dominance analysis : the case of the January effect

Larsen, Glen A.; Resnick, Bruce G. - In: Review of quantitative finance and accounting 7 (1996) 1, pp. 65-79

Persistent link: https://www.econbiz.de/10001467530

Bootstrapping a distance test for stochastic dominance analysis

Larsen, Glen A. - In: Review of quantitative finance and accounting 3 (1993) 1, pp. 61-69

Persistent link: https://www.econbiz.de/10001145794

Enhancing the Returns of SRI Portfolios Using a Minimum Variance Small-Basket Strategy

Larsen, Glen A. - 2014

The focus of this research is on enhancing the returns of socially responsible investment (SRI) portfolios by constructing minimum variance small-basket portfolios. The results suggest that individual investors and professional financial planners on behalf of their clients can realize enhanced...

Persistent link: https://www.econbiz.de/10013063702

New evidence on the January effect before personal income taxes

Jones, Steven L.; Lee, Winson B.; Apenbrink, Rudolf E. W. - 1990

Persistent link: https://www.econbiz.de/10000807435

Mean-reverting expected returns and seasonality in the contrarian investment strategy

Jones, Steven L. - 1988

Persistent link: https://www.econbiz.de/10000874844

New evidence on the January effect before personal income taxes

Jones, Steven L. - In: The journal of finance : the journal of the American … 46 (1991) 5, pp. 1909-1924

Persistent link: https://www.econbiz.de/10001115506

The distribution of stock returns implied in their options at the turn-of-the-year : a test of seasonal volatility

Jones, Steven L. - In: The journal of business : B 70 (1997) 2, pp. 281-311

Persistent link: https://www.econbiz.de/10001220012

Bias in estimating the systematic risk of extreme performers : implications for financial analysis, the leverage effect, and long-run reversals

Jones, Steven L.; Yeoman, John C. - In: The journal of corporate finance : contracting, … 18 (2012) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10009491792

Initial uncertainty and the risk of setting a fixed-offer price : implications for the pricing of bookbuilt and best-efforts IPOs

Jones, Steven L.; Yeoman, John C. - In: The journal of corporate finance : contracting, … 27 (2014), pp. 194-215

Persistent link: https://www.econbiz.de/10010410161

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