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SUBJECT:
Prices
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Econometric models
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Rate of return
CAMPUS:
Diliman
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SUBJECT:
Prices
AND
Econometric models
AND
Rate of return
CAMPUS:
Diliman
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The day-of-the-week effect in the Philippine stock market, January 3, 2000 to July 23, 2004
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Almonte, Catherine Kalayaan S.
Published 2004
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Expectation puzzles, time-varying risk premia, and dynamic models of the term structure
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Covariance risk, mispricing, and the cross section of security returns
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Have individual stocks become more volatilen an empirical exploration of idiosyncratic risk
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Asset pricing models : implications for expected returns and portfolio selection
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New facts in finance
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Portfolio advice for a multifactor world
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Cochrane, John H.
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An international dynamic asset pricing model
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Hodrick, Robert J.
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CAMPUS
Diliman
DATABASE
Union Catalog (Buklod)
8
UNIT LIBRARY
School of Economics
7
Diliman Main Library: Filipiniana Books Section
1
YEAR OF PUBLICATION
From:
To:
CLASSIFICATION
H - Social Science
8
SUBJECT
Econometric models
Prices
Rate of return
Forecasting
4
Portfolio management
4
Assets (Accounting)
3
Capital assets pricing model
3
Securities
3
Stocks
3
Capital of investments
2
Stock exchanges
2
Stock price forecasting
2
Analysis of covariance
1
Arbitrage
1
Attitudes
1
Bonds
1
Capital asset pricing models
1
Capital investments
1
Economic models
1
Group of Seven countries
1
Insider training in securities
1
Interest rates
1
Risk
1
Risk management
1
Stockholders
1
see all ...
AUTHOR
Cochrane, John H.
2
Almonte, Catherine Kalayaan S.
1
Campbell, John Y.
1
Dai, Qiang
1
Daniel, Kent D.
1
De La Salle University. Center for Business and Economics Research and Development
1
Hirshleifer, David
1
Hodrick, Robert J.
1
MacKinlay, A. Craig
1
Ng, Dvid Tat-Chee
1
Pastor, Lubos
1
Sengmueller, Paul
1
Singleton, Kenneth J.
1
Subrahmanyam, Avanidhar
1
see all ...
RESOURCE TYPE
Book
8
LANGUAGE
English
8
TUKLAS
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