search query: @author Dennis, P. / total: 3
references: 1-3 / 3
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1.
The effect of stock splits on liquidity and excess returns: evidence from shareholder ownership composition
Journal of Financial Research
2003 : FALL, VOL. 26:3, p. 355-370
 2003 Dennis, P.
Strickland, D.
2.
Risk-neutral skewness: evidence from stock options
Journal of Financial and Quantitative Analysis
2002 : SEP, VOL. 37:3, p. 471-493
 2002 Dennis, P.
Mayhew, S.
3.
The effects of rebalancing on size and book-to-market ratio portfolio returns
Financial Analysts' Journal
1995 : MAY-JUN, VOL. 51:3, p. 47-56
 1995 Dennis, P.
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