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Biases in decomposing holding-period portfolio returns
Liu, Weimin; Strong, Norman - In: The review of financial studies 21 (2008) 5, pp. 2243-2274
Persistent link: https://www.econbiz.de/10003765176
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A liquidity-augmented capital asset pricing model
Liu, Weimin - In: Journal of financial economics 82 (2006) 3, pp. 631-671
Persistent link: https://www.econbiz.de/10003394340
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Do S&P 500 index options violate the martingale restriction?
Strong, Norman; Xu, Xinzhong - In: The journal of futures markets 19 (1999) 5, pp. 499-521
Persistent link: https://www.econbiz.de/10001410411
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Understanding the equity home bias : evidence from survey data
Strong, Norman; Xu, Xinzhong - In: The review of economics and statistics 85 (2003) 2, pp. 307-312
Persistent link: https://www.econbiz.de/10001762628
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Share repurchases, the clustering problem, and the free cash flow hypothesis
Wang, Chuan-san; Strong, Norman; Tung, Samuel S.; Lin, Steve - In: Financial management 38 (2009) 3, pp. 487-505
Persistent link: https://www.econbiz.de/10003929310
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Did regulation fair disclosure, SOX, and other analyst regulations reduce security mispricing?
Lee, Edward; Strong, Norman; Zhu, Zhenmei - In: Journal of accounting research 52 (2014) 3, pp. 733-774
Persistent link: https://www.econbiz.de/10010369798