Rezultati pretrage - "Stocks Prices Econometric models."

Explaining the cross-section of stock returns in Japan factors or characteristics? od Daniel, Kent

Consumption, stock returns, and the gains from international risk-shaping. od Lewis, Karen K.

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Random walks in the different sectoral submarkets of the Philippine Stock Exchange amid modernization od Rufino, Cesar C.

Dispersion and volatility in stock returns an empirical investigation od Campbell, John Y.

Profitability of momentum strategies : an evaluation of alternative explanations od Jegadeesh, Narasimhan

Capital gains taxes and stock reactions to quarterly earning announcements od Blouin, Jennifer L.

Pairs trading : performance of a relative value arbitrage rule od Gatev, Evan G.

Investment plans and stock returns od Lamont, Owen

Asset prices, consumption, and the business cycle. od Campbell, John Y.

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The day-of-the-week effect in the Philippine stock market, January 3, 2000 to July 23, 2004 od Almonte, Catherine Kalayaan S.