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[Rezension von: Lo, Andrew W., ..., A non-random walk down Wall Street]
Bulkley, George - In: The economic journal : the journal of the Royal … 113 (2003), pp. F668-670
Persistent link: https://www.econbiz.de/10001854316
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Why does the ratio of book to market value of equity explain cross-section stock returns?
Bulkley, George; Harris, Richard D. F. - 1996
Persistent link: https://www.econbiz.de/10000943015
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Excessive stock price dispersion : a regression test of cross-sectional volatility
Bulkley, George; Snell, Andy; Tonks, Ian - 1996
Persistent link: https://www.econbiz.de/10000944262
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Can the cross-sectional variation in expected stock returns explain momentum?
Bulkley, George; Nawosah, Vivekanand - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 777-794
Persistent link: https://www.econbiz.de/10003901176
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Does the precision of news affect market underreaction? : Evidence from returns following two classes of profit warnings
Bulkley, George; Herrerias, Renata - In: European financial management : the journal of the … 11 (2005) 5, pp. 603-624
Persistent link: https://www.econbiz.de/10003203817