| A Monte Carlo Method for Optimal Portfolios.pdf | 658.4 K | 10/23/2005 1:06:00 AM |
| A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets.pdf | 302.2 K | 10/23/2005 12:49:00 AM |
| An Exploration of Neo-Austrian Theory Applied to Financial Markets.pdf | 374.8 K | 10/23/2005 12:55:00 AM |
| Analyzing the Analysts When Do Recommendations Add Value.pdf | 310.3 K | 10/23/2005 12:51:00 AM |
| Are Investors Rational Choices among Index Funds.pdf | 132.0 K | 10/23/2005 12:35:00 AM |
| Continuous-Time Methods in Finance A Review and an Assessment.pdf | 247.9 K | 10/23/2005 12:45:00 AM |
| Data-Snooping, Technical Trading Rule Performance, and the Bootstrap.pdf | 1.6 M | 10/23/2005 1:46:00 AM |
| Empirical Analysis of the Yield Curve The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross.pdf | 767.5 K | 10/23/2005 1:11:00 AM |
| Empirical Evaluation of AssetPricing Models A Comparison of the SDF and Beta Methods.pdf | 168.0 K | 10/23/2005 12:39:00 AM |
| Equilibrium Anomalies.pdf | 302.9 K | 10/23/2005 12:50:00 AM |
| Expected Option Returns.pdf | 178.7 K | 10/23/2005 12:41:00 AM |
| Foundations of Technical Analysis Computational Algorithms, Statistical Inference, and Empirical Implementation.pdf | 6.1 M | 10/23/2005 2:21:00 AM |
| Have Individual Stocks Become More Volatile An Empirical Exploration of Idiosyncratic Risk.pdf | 856.3 K | 10/23/2005 1:18:00 AM |
| Idiosyncratic Risk Matters.pdf | 349.4 K | 10/23/2005 12:53:00 AM |
| Implied Volatility Functions Empirical Tests.pdf | 765.0 K | 10/23/2005 1:10:00 AM |
| Improved Methods for Tests of Long-Run Abnormal Stock Returns.pdf | 212.3 K | 10/23/2005 12:43:00 AM |
| Investing for the Long Run when Returns Are Predictable.pdf | 410.8 K | 10/23/2005 12:58:00 AM |
| Is Disinflation Good for the Stock Market.pdf | 403.4 K | 10/23/2005 12:57:00 AM |
| Market States and Momentum.pdf | 152.8 K | 10/23/2005 12:37:00 AM |
| Massively Confused Investors Making Conspicuously Ignorant Choices (MCIMCIC).pdf | 91.5 K | 10/23/2005 12:33:00 AM |
| Mutual Fund Performance An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses.pdf | 190.7 K | 10/23/2005 12:42:00 AM |
| Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns.pdf | 426.6 K | 10/23/2005 1:00:00 AM |
| Option Volume and Stock Prices Evidence on Where Informed.pdf | 224.5 K | 10/23/2005 12:44:00 AM |
| Price Momentum and Trading Volume.pdf | 414.8 K | 10/23/2005 12:59:00 AM |
| Profitability of Momentum Strategies An Evaluation of Alternative Explanations.pdf | 391.6 K | 10/23/2005 12:57:00 AM |
| Range-Based Estimation of Stochastic Volatility Models.pdf | 558.6 K | 10/23/2005 1:05:00 AM |
| Role of Speculative Short Sales in Price Formation The Case of the Weekend Effect.pdf | 170.0 K | 10/23/2005 12:39:00 AM |
| Should Investors Avoid All Actively Managed Mutual Funds A Study in Bayesian Performance Evaluation.pdf | 372.7 K | 10/23/2005 12:55:00 AM |
| Spurious Regression In Financial Economics.pdf | 188.8 K | 11/9/2005 6:31:00 PM |
| Stock Valuation and Learning about Profitability.pdf | 361.8 K | 10/23/2005 12:54:00 AM |
| The 52-Week High and Momentum Investing.pdf | 159.6 K | 10/23/2005 12:38:00 AM |
| The Dow Theory William Peter Hamiltons Track Record Reconsidered.pdf | 372.6 K | 10/23/2005 12:55:00 AM |
| The Impact of Trader Type on the Futures Volatility-Volume Relation.pdf | 107.8 K | 10/23/2005 12:34:00 AM |
| The Value Spread.pdf | 333.7 K | 10/23/2005 12:52:00 AM |
| Trading Is Hazardous to Your Wealth.pdf | 285.9 K | 10/23/2005 12:48:00 AM |
| Value versus Growth The International Evidence.pdf | 123.5 K | 10/23/2005 12:34:00 AM |
