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An empirical investigation of the persistence of stock and bond return seasonality
Lavin, Angeline M. - In: The journal of applied business research 16 (2000) 2, pp. 65-80
Persistent link: https://www.econbiz.de/10001499352
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A statistical model for the relationship between futures contract hedging effectiveness and investment horizon length
Geppert, John M. - In: The journal of futures markets 15 (1995) 5, pp. 507-536
Persistent link: https://www.econbiz.de/10001186659
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The CCM model : a stock valuation tool for a student managed investment fund
Bowers, Jared H.; Lavin, Angeline M. - In: Managerial finance 38 (2012) 9, pp. 892-911
Persistent link: https://www.econbiz.de/10009632426
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The hedge ratio : an exact test of the random walk hypothesis
Geppert, John M. - In: Journal of the Midwest Finance Association 20 (1991), pp. 96-106
Persistent link: https://www.econbiz.de/10001172970
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An error-correction model for forecasting changes in crude oil, heating oil, and unleaded gasoline futures prices
Geppert, John M. - In: The journal of business and economic studies 3 (1997) 2, pp. 63-90
Persistent link: https://www.econbiz.de/10001218762
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Analysis of the probability of deletion of S&P 500 companies : survival analysis and neural networks approach
Geppert, John M.; Ivanov, Stoyu I.; Karels, Gordon V. - In: The quarterly review of economics and finance : journal … 50 (2010) 2, pp. 191-201
Persistent link: https://www.econbiz.de/10008688960
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An error-correction model for forecasting changes in foreign currency futures spreads
Wilcox, Stephen E.; Geppert, John M. - In: Journal of economics and finance 31 (2007) 1, pp. 122-142
Persistent link: https://www.econbiz.de/10003611759
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Do tax-exempt yields adjust slowly to substantial changes in taxable yields?
Dudney, Donna; Geppert, John M. - In: The journal of futures markets 28 (2008) 8, pp. 763-789
Persistent link: https://www.econbiz.de/10003746346
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Health care and the cross-section of US stock returns
Payne, Brian C.; Geppert, John M. - In: Journal of economics and finance 39 (2015) 1, pp. 153-170
Persistent link: https://www.econbiz.de/10011326104