Volume 3; Issue 1

Finance Research Letters

Volume 3; Issue 1
2

On the robustness of cointegration tests when assessing market efficiency

Neil Kellard
Journal:
Finance Research Letters
Year:
2006
Language:
english
File:
PDF, 109 KB
english, 2006
3

Moments of the estimated Sharpe ratio when the observations are not IID

Yong Bao, Aman Ullah
Journal:
Finance Research Letters
Year:
2006
Language:
english
File:
PDF, 110 KB
english, 2006
4

The Fed model: A note

Javier Estrada
Journal:
Finance Research Letters
Year:
2006
Language:
english
File:
PDF, 164 KB
english, 2006
5

Do insiders crowd out analysts?

Aaron Gilbert, Alireza Tourani-Rad, Tomasz Piotr Wisniewski
Journal:
Finance Research Letters
Year:
2006
Language:
english
File:
PDF, 114 KB
english, 2006
7

Revisiting cumulative preferred stock valuation

Marco Realdon
Journal:
Finance Research Letters
Year:
2006
Language:
english
File:
PDF, 580 KB
english, 2006
8

Options to expand: Some remarks

Rossella Agliardi
Journal:
Finance Research Letters
Year:
2006
Language:
english
File:
PDF, 111 KB
english, 2006
9

Ross Best Paper Award

Journal:
Finance Research Letters
Year:
2006
File:
PDF, 32 KB
2006
10

Editorial Board

Journal:
Finance Research Letters
Year:
2006
Language:
english
File:
PDF, 22 KB
english, 2006