-
1
-
-
0043081258
-
International evidence on the co-movements between bond yields and stock returns: 1984-1994
-
Aburachis A., Kish R. International evidence on the co-movements between bond yields and stock returns: 1984-1994. Journal of Financial and Strategic Decisions. 12(2):1999;67-81.
-
(1999)
Journal of Financial and Strategic Decisions
, vol.12
, Issue.2
, pp. 67-81
-
-
Aburachis, A.1
Kish, R.2
-
2
-
-
84976184547
-
A nonparametric, distribution-free test for serial independence and stock returns
-
Ashley R., Patterson D. A nonparametric, distribution-free test for serial independence and stock returns. Journal of Financial and Quantitative Analysis. 21(2):1986;221-227.
-
(1986)
Journal of Financial and Quantitative Analysis
, vol.21
, Issue.2
, pp. 221-227
-
-
Ashley, R.1
Patterson, D.2
-
3
-
-
84972037096
-
A nonparametric, distribution-free test for serial independence and stock returns: A comment
-
Ashley R., Patterson D. A nonparametric, distribution-free test for serial independence and stock returns: a comment. Journal of Financial and Quantitative Analysis. 25(3):1990;417-418.
-
(1990)
Journal of Financial and Quantitative Analysis
, vol.25
, Issue.3
, pp. 417-418
-
-
Ashley, R.1
Patterson, D.2
-
4
-
-
84960665481
-
A data analytic look at skewness and elongation in common-stock return distributions
-
Badrinath S.G., Chatterjee S. A data analytic look at skewness and elongation in common-stock return distributions. Journal of Business and Economic Statistics. 9:1991;223-233.
-
(1991)
Journal of Business and Economic Statistics
, vol.9
, pp. 223-233
-
-
Badrinath, S.G.1
Chatterjee, S.2
-
5
-
-
0001772362
-
Using stock returns in event studies and the choice of parametric versus nonparametric test statistics
-
Berry M.A., Gallinger G.W., Henderson G. Using stock returns in event studies and the choice of parametric versus nonparametric test statistics. Quarterly Journal of Business and Economics. 29:1990;70-85.
-
(1990)
Quarterly Journal of Business and Economics
, vol.29
, pp. 70-85
-
-
Berry, M.A.1
Gallinger, G.W.2
Henderson, G.3
-
6
-
-
0000874311
-
On the contrarian investment strategy
-
Chan K.C. On the contrarian investment strategy. Journal of Business. 61:1988;147-164.
-
(1988)
Journal of Business
, vol.61
, pp. 147-164
-
-
Chan, K.C.1
-
8
-
-
38249006133
-
A nonparametric test for abnormal security price performance in event studies
-
Corrado C. A nonparametric test for abnormal security price performance in event studies. Journal of Financial Economics. 23(2):1989;385-396.
-
(1989)
Journal of Financial Economics
, vol.23
, Issue.2
, pp. 385-396
-
-
Corrado, C.1
-
9
-
-
84971922455
-
A nonparametric, distribution-free test for serial independence and stock returns: A correction
-
Corrado C., Schatzberg J. A nonparametric, distribution-free test for serial independence and stock returns: a correction. Journal of Financial and Quantitative Analysis. 25(3):1990;411-416.
-
(1990)
Journal of Financial and Quantitative Analysis
, vol.25
, Issue.3
, pp. 411-416
-
-
Corrado, C.1
Schatzberg, J.2
-
10
-
-
21144484222
-
The specification and power of the sign test in event study hypothesis tests using stock returns
-
Corrado C., Zivney C. The specification and power of the sign test in event study hypothesis tests using stock returns. Journal of Financial and Quantitative Analysis. 27:1992;465-478.
-
(1992)
Journal of Financial and Quantitative Analysis
, vol.27
, pp. 465-478
-
-
Corrado, C.1
Zivney, C.2
-
11
-
-
84986534178
-
A note on the behavior of security returns: A test of stock market overreaction and efficiency
-
Davidson W. A note on the behavior of security returns: a test of stock market overreaction and efficiency. Journal of Financial Research. 12:1989;245-252.
-
(1989)
Journal of Financial Research
, vol.12
, pp. 245-252
-
-
Davidson, W.1
-
12
-
-
48749144436
-
Testing the specification of multivariate models in the presence of alternative hypotheses
-
Davidson R., MacKinnon J. Testing the specification of multivariate models in the presence of alternative hypotheses. Journal of Econometrics. 23(3):1983;310-313.
-
(1983)
Journal of Econometrics
, vol.23
, Issue.3
, pp. 310-313
-
-
Davidson, R.1
MacKinnon, J.2
-
13
-
-
84900013243
-
Does the stock market overreact?
-
DeBondt W., Thaler R. Does the stock market overreact? Journal of Finance. 40:1985;793-808.
-
(1985)
Journal of Finance
, vol.40
, pp. 793-808
-
-
Debondt, W.1
Thaler, R.2
-
14
-
-
84977703147
-
Further evidence on investor overreaction and stock market seasonality
-
DeBondt W., Thaler R. Further evidence on investor overreaction and stock market seasonality. Journal of Finance. 42:1987;557-581.
-
(1987)
Journal of Finance
, vol.42
, pp. 557-581
-
-
Debondt, W.1
Thaler, R.2
-
15
-
-
0000902824
-
On the computation of returns in test of the stock market Overreaction Hypothesis
-
Dissanaike G. On the computation of returns in test of the stock market Overreaction Hypothesis. Journal of Banking and Finance. 18:1994;1083-1094.
-
(1994)
Journal of Banking and Finance
, vol.18
, pp. 1083-1094
-
-
Dissanaike, G.1
-
16
-
-
84977737676
-
The cross section of expected stock returns
-
Fama E.F., French K. The cross section of expected stock returns. Journal of Finance. 47:1992;427-465.
-
(1992)
Journal of Finance
, vol.47
, pp. 427-465
-
-
Fama, E.F.1
French, K.2
-
17
-
-
0013413658
-
Multifactor explanations of asset pricing anomalies
-
Fama E.F., French K. Multifactor explanations of asset pricing anomalies. Journal of Finance. 51:1996;55-84.
-
(1996)
Journal of Finance
, vol.51
, pp. 55-84
-
-
Fama, E.F.1
French, K.2
-
19
-
-
0003972176
-
The bootstrap and edgeworth expansion
-
New York: Springer-Verlag
-
Hall P. The bootstrap and edgeworth expansion. Springer series in statistics. 1992;1-328 Springer-Verlag, New York.
-
(1992)
Springer Series in Statistics
, pp. 1-328
-
-
Hall, P.1
-
22
-
-
38249006461
-
Another look at time-varying risk and return in a long horizon Contrarian Strategy
-
Jones S. Another look at time-varying risk and return in a long horizon Contrarian Strategy. Journal of Financial Economics. 33:1993;119-144.
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 119-144
-
-
Jones, S.1
-
24
-
-
0002337731
-
Tests for model specification in the presence of alternative hypothesis: Some further results
-
MacKinnon J., White H., Davidson R. Tests for model specification in the presence of alternative hypothesis: some further results. Journal of Econometrics. 21(1):1983;53-70.
-
(1983)
Journal of Econometrics
, vol.21
, Issue.1
, pp. 53-70
-
-
MacKinnon, J.1
White, H.2
Davidson, R.3
-
26
-
-
0043081257
-
-
Working Paper, Lehigh University
-
Mun, J. C., Kish, R. J., & Vasconcellos, G. M. (1999). The Contrarian Investment Strategy: additional evidence. Working Paper, Lehigh University.
-
(1999)
The Contrarian Investment Strategy: Additional Evidence
-
-
Mun, J.C.1
Kish, R.J.2
Vasconcellos, G.M.3
-
27
-
-
45149141217
-
Alternative methods for conditional stock volatility
-
Pagan A., Schwert W. Alternative methods for conditional stock volatility. Journal of Econometrics. 45:1990;267-290.
-
(1990)
Journal of Econometrics
, vol.45
, pp. 267-290
-
-
Pagan, A.1
Schwert, W.2
-
29
-
-
0003003174
-
The Overreaction Hypothesis, firm size, and stock market seasonality
-
Pettengill G., Jordan B. The Overreaction Hypothesis, firm size, and stock market seasonality. Journal of Portfolio Management. 16:1990;60-64.
-
(1990)
Journal of Portfolio Management
, vol.16
, pp. 60-64
-
-
Pettengill, G.1
Jordan, B.2
-
30
-
-
84987485466
-
The specification and power of the sign test in measuring security price performance: Comments and analysis
-
Zivney T., Thompson D. The specification and power of the sign test in measuring security price performance: comments and analysis. Financial Review. 4:1989;581-588.
-
(1989)
Financial Review
, vol.4
, pp. 581-588
-
-
Zivney, T.1
Thompson, D.2
|