Similar Search Results

Nonparametric estimation of mean and variance and pricing of securities

Siddique, Akhtar R. - In: Revista de análisis económico 15 (2000) 1, pp. 27-45

Persistent link: https://www.econbiz.de/10001537953

Common asset pricing factors in volatilities and returns in futures markets

Siddique, Akhtar R. - In: Journal of banking & finance 27 (2003) 12, pp. 2347-2368

Persistent link: https://www.econbiz.de/10001824109

Nonparametric estimation of mean and variance and pricing of securities

Siddique, Akhtar R. - In: Revista de análisis económico 15 (2000) 1, pp. 27-45

Persistent link: https://www.econbiz.de/10009943871

Common asset pricing factors in volatilities and returns in futures markets

Siddique, Akhtar R. - In: Journal of Banking & Finance 27 (2003) 12, pp. 2347-2368

Persistent link: https://www.econbiz.de/10005213263

Corrigendum to: Common asset pricing factors in volatilies and returns in futures markets

Siddique, Akhtar R. - In: Journal of Banking & Finance 27 (2003) 12, pp. 2393-2393

Persistent link: https://www.econbiz.de/10005213601

An Examination of Long-Term Abnormal Stock Returns and Operating Performance Following R&D Increases

Eberhart, Allan C.; Maxwell, William F.; Siddique, Akhtar R. - In: Journal of Finance 59 (2004) 2, pp. 623-650

We examine a sample of 8,313 cases, between 1951 and 2001, where firms unexpectedly increase their research and development (R&D) expenditures by a significant amount. We find consistent evidence of a misreaction, as manifested in the significantly positive abnormal stock returns that our sample...

Persistent link: https://www.econbiz.de/10005302707