Narrow search
Showing 1 - 10 of 97
Cover Image
Parameter instability in mutual fund portfolios : a shifting regimes test
Bauer, Richard J. - In: Quarterly journal of business and economics : QJBE 26 (1987) 1, pp. 50-62
Persistent link: https://www.econbiz.de/10001029222
Cover Image
A shifting regimes approach to the stationarity of the market model parameters of individual securities
Hays, Patrick A. - In: Journal of financial and quantitative analysis : JFQA 21 (1986) 3, pp. 307-321
Persistent link: https://www.econbiz.de/10001012664
Cover Image
Evidence of long memory in US stock returns : the case of the 1990s Bubble
Hays, Patrick A.; Rajagopal, Sanjay; Schreiber, Max - In: Quarterly journal of finance & accounting : QJFA 49 (2010) 1, pp. 5-18
Persistent link: https://www.econbiz.de/10008758367
Cover Image
Are net discount ratios stationary? : Evidence of mean-reversion and persistence
Hays, Patrick A. (contributor) - In: The journal of risk and insurance : the journal of the … 67 (2000) 3, pp. 439-450
Persistent link: https://www.econbiz.de/10001530429
Cover Image
Conditions affecting the timing of convertible bond sales
Hoffmeister, J. R. - In: Journal of business research : JBR 15 (1987) 1, pp. 101-106
Persistent link: https://www.econbiz.de/10001029669
Cover Image
Parameter instability in mutual fund portofolio : a shiftimg regimes test
Bauer, Richard J.; Hays, Patrick A.; Upton, David E. - In: Quarterly journal of business and economics : QJBE 26 (1987) 1, pp. 50-62
Persistent link: https://www.econbiz.de/10003697667
Cover Image
Stability of the Arbitrage Pricing Theory Model Factors
Hays, Patrick A.; Upton, David E.; Aby Jr, Carroll D. - In: Quarterly journal of business and economics : QJBE 36 (1997) 2, pp. 71
Persistent link: https://www.econbiz.de/10006315550
Cover Image
A Shifting Regimes Approach to the Stationarity of the Market Model Parameters of Individual Securities
Hays, Patrick A.; Upton, David E. - In: Journal of Financial and Quantitative Analysis 21 (1986) 03, pp. 307-321
Persistent link: https://www.econbiz.de/10005140477
Cover Image
Cross-validation of the economic significance of factors in security returns
Upton, David E. - In: Journal of business research : JBR 31 (1994) 1, pp. 33-38
Persistent link: https://www.econbiz.de/10001170979
Cover Image
Investment classics
Aby, Carroll D. (contributor); Vaughn, Donald E. (contributor) - 1979
Persistent link: https://www.econbiz.de/10000582422