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How did that happen? : holding people accountable for results the positive, principled way
Connors, Roger - 2009 - 1. publ.
Persistent link: https://www.econbiz.de/10003822849
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A capital markets approach to mass tort bankruptcy
Smith, Thomas A. - In: The Yale law journal 104 (1994) 2, pp. 367-434
Persistent link: https://www.econbiz.de/10015126109
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Econometrics of financial models and market microstructure effects
Smith, Tom - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 4, pp. 519-540
Persistent link: https://www.econbiz.de/10001175119
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Stock splits : implications for models of the bid/ask spread
Gray, Stephen; Smith, Tom; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000949879
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Is the "ex ante" risk premium always positive? : A new approach to testing conditional asset pricing models
Boudoukh, Jacob - In: Journal of financial economics 34 (1993) 3, pp. 387-408
Persistent link: https://www.econbiz.de/10001153606
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The monotonicity of the term premium : another look
Richardson, Matthew - In: Journal of financial economics 31 (1992) 1, pp. 97-105
Persistent link: https://www.econbiz.de/10001133531
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Measuring aggregate economic fundamentals from short-term premiums
Richardson, Matthew - In: The journal of fixed income 1 (1991) 3, pp. 75-85
Persistent link: https://www.econbiz.de/10001117907
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A test for multivariate normality in stock returns
Richardson, Matthew - In: The journal of business : B 66 (1993) 2, pp. 295-321
Persistent link: https://www.econbiz.de/10001144662
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Optimal contract design : for whom?
Bollen, Nicolas P. B.; Smith, Tom; Whaley, Robert E. - In: The journal of futures markets 23 (2002) 8, pp. 719-750
Persistent link: https://www.econbiz.de/10001780618
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Stock splits : implications for investor trading costs
Gray, Stephen; Smith, Tom; Whaley, Robert E. - In: Journal of empirical finance 10 (2003) 3, pp. 271-303
Persistent link: https://www.econbiz.de/10001752105