search query: @author Vora, A. / total: 7
references: 4-7 / 7
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4.
The bias of conventional risk premiums in empirical tests of the capital asset pricing model.
Financial Management
1982 : SUMMER, VOL. 11:2, p. 90-96
 1982 Casabona, P. A.
Vora, A.
5.
On the theoretical and numeric problems of approximating the bond yield to maturity.
Engineering Economist
1980 : SUMMER, VOL. 25:4, p. 301-329
 1980 Hawawini, G. A.
Vora, A.
6.
Evidence of intertemporal systematic risks in the daily price movements of NYSE and AMEX common stocks.
Journal of Financial and Quantitative Analysis
1980 : JUN, VOL. 15:2, p. 331-339
 1980 Hawawini, G. A.
Vora, A.
7.
Bivariate spectral analysis of the capital asset pricing model.
Journal of Financial and Quantitative Analysis
1978 : 3 SEP VOL.13 p.435-459
 1978 Goldberg, M. A.
Vora, A.
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