1

The January Size Effect: Anomaly or Risk Mismeasurement?

Year:
1986
Language:
english
File:
PDF, 1.40 MB
english, 1986
2

Empirical Properties of Foreign Exchange Rates

Year:
1978
Language:
english
File:
PDF, 310 KB
english, 1978
11

BOND YIELDS: TRENDS OR RANDOM WALKS?

Year:
1975
Language:
english
File:
PDF, 479 KB
english, 1975
12

UNDERSTANDING THE DESIGN OF CONVERTIBLE DEBT

Year:
1998
Language:
english
File:
PDF, 182 KB
english, 1998
16

The Dependence of Prices and Volume

Year:
1978
Language:
english
File:
PDF, 249 KB
english, 1978
17

Stock Returns, Money Supply and the Direction of Causality

Year:
1977
Language:
english
File:
PDF, 358 KB
english, 1977
19

New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note

Year:
1984
Language:
english
File:
PDF, 431 KB
english, 1984
21

The stochastic properties of term structure movements

Year:
1987
Language:
english
File:
PDF, 1.25 MB
english, 1987
22

Risk changes around convertible debt offerings

Year:
2002
Language:
english
File:
PDF, 107 KB
english, 2002
23

Call-Option Pricing and the Turn of the Year

Year:
1989
Language:
english
File:
PDF, 268 KB
english, 1989
24

A Re-Examination

Year:
1978
Language:
english
File:
PDF, 2.59 MB
english, 1978
25

Option Pricing Model Estimates: Some Empirical Results

Year:
1982
Language:
english
File:
PDF, 1.85 MB
english, 1982
26

Warrant Price Movements and the Efficient Market Model

Year:
1975
Language:
english
File:
PDF, 348 KB
english, 1975
30

Trading in Warrants by Mechanical Systems

Year:
1977
Language:
english
File:
PDF, 466 KB
english, 1977
32

Duration: Response to critics

Year:
1989
Language:
english
File:
PDF, 476 KB
english, 1989
33

An Analysis of Monetary Aggregates

Year:
1978
Language:
english
File:
PDF, 397 KB
english, 1978
35

Variances and Option Prices in Theory and Practise*

Year:
1978
Language:
english
File:
PDF, 625 KB
english, 1978
36

Offshore alphas

Year:
1979
Language:
english
File:
PDF, 578 KB
english, 1979
37

Do Bond Investors Win or Lose?

Year:
1992
Language:
english
File:
PDF, 651 KB
english, 1992
38

Reply

Year:
1980
Language:
english
File:
PDF, 188 KB
english, 1980
39

Duration as a measure of basis risk

Year:
1989
Language:
english
File:
PDF, 198 KB
english, 1989
41

The January Size Effect: Anomaly or Risk Mismeasurement?

Year:
1986
Language:
english
File:
PDF, 1.36 MB
english, 1986