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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 |