search query: @author Kon, S. J. / total: 8
references: 1-8 / 8
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1.
Structural change and time dependence in models of stock returns
Journal of Empirical Finance
1999 : SEP, VOL. 6:3, p. 283-308
 1999 Kim, D.
Kon, S. J.
2.
The value of self registration for new debt issues.
Journal of Business
1989 : APR, VOL. 62:2, p. 271-292
 1989 Kadapakkam, P. R.
Kon, S. J.
3.
Models of stock returns - a comparison.
Journal of Finance
1984 : MAR, VOL. 39:1, p. 147-165
 1984 Kon, S. J.
4.
The market-timing performance of mutual fund managers.
Journal of Business
1983 : JUL, VOL. 56:3, p. 323-347
 1983 Kon, S. J.
5.
Portfolio Management with stock index futures.
Financial Analysts' Journal
1982 : JAN-FEB, VOL. 38:1, p. 52-60
 1982 Figlewski, S.
Kon, S. J.
6.
The investment performance of mutual funds: an empirical investigation of timing, selectivity, and market efficiency.
Journal of Business
1979 : APR, VOL. 52:2, p. 263-289
 1979 Kon, S. J.
Jen, F. C.
7.
Specification tests for portfolio regression parameter stationarity and the implication for empirical research.
Journal of Finance
1979 : MAY, VOL. 34:2, p. 451-465
 1979 Kon, S. J.
Lau, W. P.
8.
Estimation of time-varying systematic risk and performance for mutual fund portfolios: an application of switching regression.
Journal of Finance
1978 : 2 MAY VOL.33 p.457-475
 1978 Kon, S. J.
Jen, F. C.
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