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Accuracy of consensus expectations for top-down earnings share forecasts for two S&P indexes

Chung, Richard; Kryzanowski, Lawrence - In: Applied financial economics 9 (1999) 3, pp. 233-238

Persistent link: https://www.econbiz.de/10001454461

The profitability of trading strategies based on book value and earnings in Hong Kong : market inefficiency vs. risk premia

Cheung, Joseph K. - In: Journal of international financial management and accounting 8 (1997) 3, pp. 204-233

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Robustness of selectivity and timing measures of performance based on quadratic and dummy variable regressions

Chung, Richard - In: International review of financial analysis 6 (1997) 3, pp. 257-262

Persistent link: https://www.econbiz.de/10001248791

Tests of investor cognizance using earnings forecasts of North American analysts

Chung, Richard; Kryzanowski, Lawrence - In: International review of economics & finance : IREF 10 (2001) 2, pp. 187-204

Persistent link: https://www.econbiz.de/10001583345

Augmenting the Intertemporal CAPM with Inflation : Further Evidence from Alternative Models

Shi, Qi; Li, Bin; Cheung, Adrian (Wai‐Kong); Chung, … - 2020

Studies consistently find that inflation is an important augmented factor for intertemporal capital asset pricing models (ICAPMs) when pricing the Fama–French 25 size and book-to-market portfolios. We extend this line of research by investigating two alternative ICAPM models (from Michel; Hahn...

Persistent link: https://www.econbiz.de/10014098402

A test of integration and cointegration of commercial mortgage rates

Sa-Aadu, Jarjisu; Shilling, James D.; Wang, George H. K. - In: Journal of financial services research : JFSR 18 (2000) 1, pp. 45-61

Persistent link: https://www.econbiz.de/10001538096

What do rental contracts reveal about adverse selection and moral hazard in rental housing markets?

Benjamin, John D. - In: Real estate economics : journal of the American Real … 26 (1998) 2, pp. 309-329

Persistent link: https://www.econbiz.de/10001242757

Hedonic prices and contractual contingencies

Shilling, James D. (contributor) - In: Journal of urban economics 32 (1992) 1, pp. 108-118

Persistent link: https://www.econbiz.de/10001165046

A theory and empirical test of land option pricing

Shilling, James D. (contributor) - In: Journal of urban economics 28 (1990) 2, pp. 178-186

Persistent link: https://www.econbiz.de/10001165453

A simulation analysis of the relationship between retail sales and shopping center rents

Chun, Gregory H.; Eppli, Mark J.; Shilling, James D. - In: The journal of real estate research 21 (2001) 3, pp. 163-186

Persistent link: https://www.econbiz.de/10001601732