-
1
-
-
0010769357
-
Filter rules: Interpretation of market efficiency, experimental problem and Australian experience
-
Ball, R. (1978) Filter rules: interpretation of market efficiency, experimental problem and Australian experience, Accounting Education, 18, 1-7.
-
(1978)
Accounting Education
, vol.18
, pp. 1-7
-
-
Ball, R.1
-
2
-
-
84977713178
-
Predicting stock returns in an efficient market
-
Balvers, R. J., Cosimano, T. F. and McDonald, B. (1990) Predicting stock returns in an efficient market, Journal of Finance, 55, 1109-28.
-
(1990)
Journal of Finance
, vol.55
, pp. 1109-1128
-
-
Balvers, R.J.1
Cosimano, T.F.2
McDonald, B.3
-
3
-
-
84977723932
-
Predictable variations in stock index returns
-
Breen, W., Glosten, L. R. and Jagannathan, R. (1990) Predictable variations in stock index returns, Journal of Finance, 44, 1177-89.
-
(1990)
Journal of Finance
, vol.44
, pp. 1177-1189
-
-
Breen, W.1
Glosten, L.R.2
Jagannathan, R.3
-
5
-
-
0000007521
-
The dividend-price ratio and expectations of future dividends and discount factors
-
Campbell, J. Y. and Shiller, R. J. (1988a) The dividend-price ratio and expectations of future dividends and discount factors, Review of Financial Studies, 1, 195-228.
-
(1988)
Review of Financial Studies
, vol.1
, pp. 195-228
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
6
-
-
84977717068
-
Stock prices, earnings and expected dividends
-
Campbell, J. Y. and Shiller, R. J. (1988b) Stock prices, earnings and expected dividends, Journal of Finance, 43, 661-76.
-
(1988)
Journal of Finance
, vol.43
, pp. 661-676
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
7
-
-
0001148167
-
Time-variation in expected returns
-
Conrad, J. and Kaul, G. (1988) Time-variation in expected returns, Journal of Business, 61, 409-25.
-
(1988)
Journal of Business
, vol.61
, pp. 409-425
-
-
Conrad, J.1
Kaul, G.2
-
9
-
-
84977703147
-
Further evidence on investor overreaction and market seasonality
-
DeBondt, F.M. Werner and Thaler, R. H. (1987) Further evidence on investor overreaction and market seasonality, Journal of Finance, 42, 557-81.
-
(1987)
Journal of Finance
, vol.42
, pp. 557-581
-
-
DeBondt Werner, F.M.1
Thaler, R.H.2
-
10
-
-
0000480869
-
Efficient capital markets: A review of theory and empirical work
-
Fama, E. F. (1970) Efficient capital markets: a review of theory and empirical work, Journal of Finance, 25, 383-417.
-
(1970)
Journal of Finance
, vol.25
, pp. 383-417
-
-
Fama, E.F.1
-
11
-
-
0001674920
-
Filter rules and stock market trading profits
-
Special Supplement
-
Fama, E. F. and Blume, M. (1966) Filter rules and stock market trading profits, Journal of Business, Special Supplement, 39, 226-41.
-
(1966)
Journal of Business
, vol.39
, pp. 226-241
-
-
Fama, E.F.1
Blume, M.2
-
12
-
-
84936823605
-
Permanent and temporary components of stock prices
-
Fama, E. F. and French, K. (1988) Permanent and temporary components of stock prices, Journal of Political Economy, 96, 246-73.
-
(1988)
Journal of Political Economy
, vol.96
, pp. 246-273
-
-
Fama, E.F.1
French, K.2
-
13
-
-
34250890715
-
Business conditions and expected returns on stocks and bonds
-
Fama, E. F. and French, K. (1989) Business conditions and expected returns on stocks and bonds, Journal of Financial Economics, 25, 23-49.
-
(1989)
Journal of Financial Economics
, vol.25
, pp. 23-49
-
-
Fama, E.F.1
French, K.2
-
14
-
-
0002157562
-
The rationality of the foreign exchange rate: Chartists, fundamentalists, and trading in the foreign exchange rate
-
Frankel, J. and Froot, K. (1990a) The rationality of the foreign exchange rate: chartists, fundamentalists, and trading in the foreign exchange rate, American Economic Review, 80, 181-5.
-
(1990)
American Economic Review
, vol.80
, pp. 181-185
-
-
Frankel, J.1
Froot, K.2
-
15
-
-
0002433255
-
Chartists, fundamentalists and the demand for dollars
-
A. S. Courakis and M. P. Taylor (eds), Oxford University Press
-
Frankel, J. and Froot, K. (1990b) Chartists, fundamentalists and the demand for dollars, in Private Behaviour and Government Policy in Interdependent Economies, A. S. Courakis and M. P. Taylor (eds), Oxford University Press.
-
(1990)
Private Behaviour and Government Policy in Interdependent Economies
-
-
Frankel, J.1
Froot, K.2
-
16
-
-
0002849453
-
The case for flexible exchange rate
-
University of Chicago Press, Chicago
-
Friedman, M. (1953) The case for flexible exchange rate, in Essays in Positive Economics, University of Chicago Press, Chicago.
-
(1953)
Essays in Positive Economics
-
-
Friedman, M.1
-
17
-
-
84977717550
-
Heard on the street: Information inefficiencies in a market with short-term speculators
-
Froot, K. A., Scharfstein, D. S. and Stein, J. C. (1992) Heard on the street: information inefficiencies in a market with short-term speculators. Journal of Finance, 47, 1461-84.
-
(1992)
Journal of Finance
, vol.47
, pp. 1461-1484
-
-
Froot, K.A.1
Scharfstein, D.S.2
Stein, J.C.3
-
18
-
-
0001529858
-
Random walks and technical theories: Some additional evidence
-
Jensen, M. C. and Benington, G. A. (1970) Random walks and technical theories: some additional evidence, Journal of Finance, 25, 469-82.
-
(1970)
Journal of Finance
, vol.25
, pp. 469-482
-
-
Jensen, M.C.1
Benington, G.A.2
-
20
-
-
0042723647
-
A note on stochastic dominance for risk averters and risk takers
-
Li, C. K. and Wong, W. K. (1999) A note on stochastic dominance for risk averters and risk takers, RAIRO Recherche Oṕerationnelle, 33, 509-24.
-
(1999)
RAIRO Recherche Oṕerationnelle
, vol.33
, pp. 509-524
-
-
Li, C.K.1
Wong, W.K.2
-
21
-
-
0005650578
-
Foundations of technical analysis: Computational algorithms, statistical inference, and empirical implementation
-
Lo, A. W., Mamaysky H. and Wang, J. (2000) Foundations of technical analysis: computational algorithms, statistical inference, and empirical implementation, Journal of Finance, 55, 1705-64.
-
(2000)
Journal of Finance
, vol.55
, pp. 1705-1764
-
-
Lo, A.W.1
Mamaysky, H.2
Wang, J.3
-
22
-
-
84984177958
-
An extended multinomial Dirichlet model for error bounds for dollar-unit sampling
-
Matsumura, E. M., Tsui, K. W. and Wong, W. K. (1990) An extended multinomial Dirichlet model for error bounds for dollar-unit sampling, Contemporary Accounting Research, 6, 485-500.
-
(1990)
Contemporary Accounting Research
, vol.6
, pp. 485-500
-
-
Matsumura, E.M.1
Tsui, K.W.2
Wong, W.K.3
-
23
-
-
0001865903
-
Likely gains from market timing
-
March-April
-
Sharpe, W. F. (1975) Likely gains from market timing, Financial Analysts Journal, March-April, 60-9.
-
(1975)
Financial Analysts Journal
, pp. 60-69
-
-
Sharpe, W.F.1
-
25
-
-
1642309931
-
-
NBER Working Paper, No. 2446. Reprinted in Market Volatility, MIT Press, Cambridge, MA
-
Shiller, R. J. (1987) Investor behaviour in the October 1987 stock market crash: survey evidence, NBER Working Paper, No. 2446. Reprinted in Market Volatility, MIT Press, Cambridge, MA.
-
(1987)
Investor Behaviour in the October 1987 Stock Market Crash: Survey Evidence
-
-
Shiller, R.J.1
-
26
-
-
0003165641
-
Market timing: Is it a folly?
-
Sy, W. (1990) Market timing: is it a folly? Journal of Portfolio Management, 16, 11-16.
-
(1990)
Journal of Portfolio Management
, vol.16
, pp. 11-16
-
-
Sy, W.1
-
28
-
-
26844566214
-
Estimating parameters in autoregressive models in non-normal situations: Symmetric innovations
-
Tiku, M. L., Wong, W. K. and Bian, G. (1999a) Estimating parameters in autoregressive models in non-normal situations: symmetric innovations, Communications in Statistics: Theory and Methods, 28, 315-41.
-
(1999)
Communications in Statistics: Theory and Methods
, vol.28
, pp. 315-341
-
-
Tiku M.L. Wong, W.K.1
Bian, G.2
-
29
-
-
0041065109
-
Time series models with asymmetric innovations
-
Tiku, M. L., Wong, W. K. and Bian, G. (1999b) Time series models with asymmetric innovations, Communications in Statistics: Theory and Methods, 28, 1331-60.
-
(1999)
Communications in Statistics: Theory and Methods
, vol.28
, pp. 1331-1360
-
-
Tiku, M.L.1
Wong, W.K.2
Bian, G.3
-
30
-
-
0001759220
-
Time series models with nonnormal innovations: Symmetric location-scale distributions
-
Tiku, M. L., Wong, W. K., Vaughan, D. C. and Bian, G. (2000) Time series models with nonnormal innovations: symmetric location-scale distributions, Journal of Time Series Analysis, 21, 571-96.
-
(2000)
Journal of Time Series Analysis
, vol.21
, pp. 571-596
-
-
Tiku, M.L.1
Wong, W.K.2
Vaughan, D.C.3
Bian, G.4
-
31
-
-
84967500705
-
An equity indicator for the Singapore market
-
May
-
Wong, W. K. (1993) An equity indicator for the Singapore market, Journal of Singapore Stock Exchange, May, 21-3.
-
(1993)
Journal of Singapore Stock Exchange
, pp. 21-23
-
-
Wong, W.K.1
-
32
-
-
0041722261
-
A composite equity indicator for Singapore
-
May
-
Wong, W. K. (1994) A composite equity indicator for Singapore, Journal of Singapore Stock Exchange, May, 24-6.
-
(1994)
Journal of Singapore Stock Exchange
, pp. 24-26
-
-
Wong, W.K.1
-
34
-
-
3142548189
-
Can the forecasts generated from E/P ratio and bond yield be used to beat stock markets?
-
Wong, W. K., Chew, B. K. and Sikorski, D. (2001) Can the forecasts generated from E/P ratio and bond yield be used to beat stock markets? Multinational Finance Journal, 5, 59-86.
-
(2001)
Multinational Finance Journal
, vol.5
, pp. 59-86
-
-
Wong, W.K.1
Chew, B.K.2
Sikorski, D.3
-
35
-
-
0033443215
-
A note on convex stochastic dominance theory
-
Wong, W. K. and Li, C. K. (1999) A note on convex stochastic dominance theory, Economics Letters, 62, 293-300.
-
(1999)
Economics Letters
, vol.62
, pp. 293-300
-
-
Wong, W.K.1
Li, C.K.2
|