| A Comparison of the Power of Parametric and Nonparametric Tests of Location Shift for Event Studies.pdf | 1.2 M | 10/22/2005 11:33:00 PM |
| A Generalized Simple Formula to Compute the Implied Volatility.pdf | 329.9 K | 10/22/2005 11:33:00 PM |
| A Spectral Analysis of Transactions Stock Market Data.pdf | 687.3 K | 10/23/2005 12:08:00 AM |
| A test of the Investor's Daily stock ranking system.pdf | 839.5 K | 10/23/2005 12:16:00 AM |
| Accuracy of International Interest Rate Forecasts.pdf | 872.6 K | 10/23/2005 12:19:00 AM |
| An Improved Approach to Computing Implied Volatility.pdf | 555.1 K | 10/23/2005 12:05:00 AM |
| Asset Pricing and the Illiquidity Premium.pdf | 175.4 K | 10/22/2005 11:40:00 PM |
| Black-Scholes Revisited Some Important Details.pdf | 442.2 K | 10/23/2005 12:01:00 AM |
| Closed-End Fund Discounts and Expected Investment Performance.pdf | 137.4 K | 10/22/2005 11:36:00 PM |
| Combining Bond Rating Forecasts Using Logit.pdf | 1.1 M | 10/23/2005 12:36:00 AM |
| Deterministic nonlinearity in the stock returns of major European equity markets and the United States.pdf | 1.0 M | 10/23/2005 12:28:00 AM |
| Distinguishing Between Rationales for Short-Horizon Predictability of Stock Returns.pdf | 154.4 K | 10/22/2005 11:38:00 PM |
| Dividend Yields and Stock Returns Evidence of Time Variation between Bull and Bear Markets.pdf | 1.1 M | 10/23/2005 12:35:00 AM |
| Do Gold Market Returns Have Long Memory.pdf | 1.0 M | 10/23/2005 12:30:00 AM |
| Do Investors Learn Evidence from a Gold Market Anomaly.pdf | 1.1 M | 10/23/2005 12:37:00 AM |
| Earnings Forecasts and the Information Contained in Spinoff Announcements.pdf | 831.5 K | 10/23/2005 12:15:00 AM |
| Economically significant stock market forecasts.pdf | 941.8 K | 10/23/2005 12:26:00 AM |
| Evidence on the Mean-Reverting Tendencies of Closed-End Fund Discounts.pdf | 122.2 K | 10/22/2005 11:34:00 PM |
| Further Evidence on Mean Reversion in Index Basis Changes.pdf | 1.4 M | 10/23/2005 12:43:00 AM |
| Graphical Portfolio Analysis.pdf | 707.1 K | 10/23/2005 12:08:00 AM |
| Imperfect Information and Stock Market Volatility.pdf | 139.0 K | 10/22/2005 11:36:00 PM |
| International Evidence on the Predictability of Stock Returns.pdf | 931.2 K | 10/23/2005 12:24:00 AM |
| January Seasonality in Preferred Stocks.pdf | 487.3 K | 10/23/2005 12:02:00 AM |
| jThe relationship between mutual fund fees and expenses and their effects on performance.pdf | 1.1 M | 10/23/2005 12:31:00 AM |
| Long-Term Synthetic Puts.pdf | 718.0 K | 10/23/2005 12:09:00 AM |
| Markov Chains and Regression toward the Mean.pdf | 519.7 K | 10/23/2005 12:04:00 AM |
| New Evidence on Optimal Asset Allocation.pdf | 112.4 K | 10/22/2005 11:34:00 PM |
| On q.pdf | 1.0 M | 10/23/2005 12:29:00 AM |
| Optimal Asset Allocation Over the Business Cycle.pdf | 1.1 M | 10/23/2005 12:34:00 AM |
| Optimal Number of Stock Holdings in Mutual Fund Portfolios Based on Market Performance.pdf | 111.9 K | 10/22/2005 11:34:00 PM |
| Performance of Enhanced Index and Quantitative Equity Funds.pdf | 167.7 K | 10/22/2005 11:39:00 PM |
| Price Movement Effects on the State of the Electronic Limit-Order Book.pdf | 170.3 K | 10/22/2005 11:39:00 PM |
| Price reversal and drift following earnings announcements.pdf | 820.2 K | 10/23/2005 12:13:00 AM |
| Pricing U.S. Dollar Index Futures Options An Empirical Investigation.pdf | 127.8 K | 10/22/2005 11:35:00 PM |
| Profit Possibilities in Currency Markets Arbitrage, Hedging, and Speculation.pdf | 164.0 K | 10/22/2005 11:38:00 PM |
| Profit Warnings and Timing.pdf | 98.7 K | 10/22/2005 11:33:00 PM |
| Random Walks and Market Efficiency Tests of Latin American Emerging Equity Markets A Revisit.pdf | 901.9 K | 10/23/2005 12:22:00 AM |
| Reflections on the Efficient Market Hypothesis 30 Years Later.pdf | 132.6 K | 10/22/2005 11:36:00 PM |
| Risk-Adjusted Long-Term Contrarian Profits Evidence from Non-S&P 500 High-Volume Stocks.pdf | 158.9 K | 10/22/2005 11:38:00 PM |
| Selectivity and Market Timing Performance of Fidelity Sector Mutual Funds.pdf | 845.6 K | 10/23/2005 12:17:00 AM |
| Specialist Risk Attitudes and the Bid-Ask Spread.pdf | 169.5 K | 10/22/2005 11:39:00 PM |
| Stochastic Properties of Time-Averaged Financial Data.pdf | 894.1 K | 10/23/2005 12:21:00 AM |
| Stock Returns and the Business Cycle.pdf | 152.3 K | 10/22/2005 11:37:00 PM |
| Stock Returns in Thinly Traded Markets.pdf | 795.3 K | 10/23/2005 12:12:00 AM |
| Stock-Price Effects of Internet Buy-Sell Recommendations The Motley Fool Case.pdf | 1.6 M | 10/23/2005 12:45:00 AM |
| Synthetic Trades and Calendar Day Patterns The Case of the DollarSterling Markets.pdf | 1.2 M | 10/23/2005 12:39:00 AM |
| Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets.pdf | 248.7 K | 10/22/2005 11:46:00 PM |
| The Dogs of the Dow Myth.pdf | 908.4 K | 10/23/2005 12:23:00 AM |
| The Effects of Inverted Yield Curves on Asset Returns.pdf | 821.3 K | 10/23/2005 12:14:00 AM |
| The generation of stock market cycles.pdf | 319.9 K | 10/22/2005 11:52:00 PM |
| The Puzzling Increase in the Underpricing of Seasoned Equity Offerings.pdf | 125.6 K | 10/22/2005 11:35:00 PM |
| The Relationship Between Stock and Option Price Changes.pdf | 874.7 K | 10/23/2005 12:20:00 AM |
| The Relative Cost Efficiency of Stock versus Mutual Thrifts A Bayesian Approach.pdf | 183.3 K | 10/22/2005 11:41:00 PM |
| The Stochastic Properties of Major Canadian Exchange Rates.pdf | 1.3 M | 10/23/2005 12:41:00 AM |
| Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets.pdf | 960.1 K | 10/23/2005 12:27:00 AM |
| Volume and Volatility News or Noise.pdf | 1.1 M | 10/23/2005 12:32:00 AM |