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A Comparison of the Power of Parametric and Nonparametric Tests of Location Shift for Event Studies.pdf
A Generalized Simple Formula to Compute the Implied Volatility.pdf
A Spectral Analysis of Transactions Stock Market Data.pdf
A test of the Investor's Daily stock ranking system.pdf
Accuracy of International Interest Rate Forecasts.pdf
An Improved Approach to Computing Implied Volatility.pdf
Asset Pricing and the Illiquidity Premium.pdf
Black-Scholes Revisited Some Important Details.pdf
Closed-End Fund Discounts and Expected Investment Performance.pdf
Combining Bond Rating Forecasts Using Logit.pdf
Deterministic nonlinearity in the stock returns of major European equity markets and the United States.pdf
Distinguishing Between Rationales for Short-Horizon Predictability of Stock Returns.pdf
Dividend Yields and Stock Returns Evidence of Time Variation between Bull and Bear Markets.pdf
Do Gold Market Returns Have Long Memory.pdf
Do Investors Learn Evidence from a Gold Market Anomaly.pdf
Earnings Forecasts and the Information Contained in Spinoff Announcements.pdf
Economically significant stock market forecasts.pdf
Evidence on the Mean-Reverting Tendencies of Closed-End Fund Discounts.pdf
Further Evidence on Mean Reversion in Index Basis Changes.pdf
Graphical Portfolio Analysis.pdf
Imperfect Information and Stock Market Volatility.pdf
International Evidence on the Predictability of Stock Returns.pdf
January Seasonality in Preferred Stocks.pdf
jThe relationship between mutual fund fees and expenses and their effects on performance.pdf
Long-Term Synthetic Puts.pdf
Markov Chains and Regression toward the Mean.pdf
New Evidence on Optimal Asset Allocation.pdf
On q.pdf
Optimal Asset Allocation Over the Business Cycle.pdf
Optimal Number of Stock Holdings in Mutual Fund Portfolios Based on Market Performance.pdf
Performance of Enhanced Index and Quantitative Equity Funds.pdf
Price Movement Effects on the State of the Electronic Limit-Order Book.pdf
Price reversal and drift following earnings announcements.pdf
Pricing U.S. Dollar Index Futures Options An Empirical Investigation.pdf
Profit Possibilities in Currency Markets Arbitrage, Hedging, and Speculation.pdf
Profit Warnings and Timing.pdf
Random Walks and Market Efficiency Tests of Latin American Emerging Equity Markets A Revisit.pdf
Reflections on the Efficient Market Hypothesis 30 Years Later.pdf
Risk-Adjusted Long-Term Contrarian Profits Evidence from Non-S&P 500 High-Volume Stocks.pdf
Selectivity and Market Timing Performance of Fidelity Sector Mutual Funds.pdf
Specialist Risk Attitudes and the Bid-Ask Spread.pdf
Stochastic Properties of Time-Averaged Financial Data.pdf
Stock Returns and the Business Cycle.pdf
Stock Returns in Thinly Traded Markets.pdf
Stock-Price Effects of Internet Buy-Sell Recommendations The Motley Fool Case.pdf
Synthetic Trades and Calendar Day Patterns The Case of the DollarSterling Markets.pdf
Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets.pdf
The Dogs of the Dow Myth.pdf
The Effects of Inverted Yield Curves on Asset Returns.pdf
The generation of stock market cycles.pdf
The Puzzling Increase in the Underpricing of Seasoned Equity Offerings.pdf
The Relationship Between Stock and Option Price Changes.pdf
The Relative Cost Efficiency of Stock versus Mutual Thrifts A Bayesian Approach.pdf
The Stochastic Properties of Major Canadian Exchange Rates.pdf
Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets.pdf
Volume and Volatility News or Noise.pdf

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