search query: @author Levy, H. / total: 48
references: 5-14 / 48
« previous page | next page »
 titleyearauthor
5.
Regression, Correlation, and the Time Interval: Additive- Multiplicative Framework
Management Science
2001 : AUG, VOL. 47:8, p. 1150-1159
 2001 Levy, H.
Guttman, I.
Tkatch, I.
6.
The danger of assuming homogeneous expectations
Financial Analysts' Journal
1996 : MAY/JUN, VOL. 52:3, p. 65-70
 1996 Levy, M.
Levy, H.
7.
Stochastic dominance and expected utility: Survey and analysis
Management Science
1992 : APR, VOL. 38:4, p. 555-593
 1992 Levy, H.
8.
Further tests of the separation theorem and the capital asset pricing model.
American Economic Review
1992 : JUN, VOL. 82:3, p. 664-670
 1992 Kroll, Y.
Levy, H.
9.
The capital asset pricing model with diverse holding periods
Management Science
1992 : NOV, VOL. 38:11, p. 1529-1542
 1992 Levy, H.
Samuelson, P.A.
10.
The mean-coefficient-of-variation rule: the lognormal case.
Management Science
1991 : JUN, VOL. 37:6, p. 745-747
 1991 Levy, H.
11.
Los costes de agencia cuando el talento del agente es desconocido: un enfoque Bayesiano.
Informacion Comercial Espanola
1990 : DEC, 688, p. 92-105
 1990 Levy, H.
12.
The valuation of firm commitment underwriting contracts for seasoned new equity issues: theory and evidence
Financial Management
1990 : SUMMER, VOL. 19:2, p. 48-59
 1990 Bae, S.C.
Levy, H.
13.
The Coupon Effect on Term Premiums
Journal of Financial Research
1989 : SPRING, VOL. 12:1, 15-21
 1989 Brooks, R.
Levy, H.
Livingston, M.
14.
Market reaction to quarterly earnings announcements: a stochastic dominance based test of market efficiency.
Management Science
1989 : APR, VOL. 35:4, p. 425-446
 1989 Falk, H.
Levy, H.
« previous page | next page »
SCIMA