haku: @indexterm financial models / yhteensä: 494
viitteet: 161-170 / 494
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 otsikkovuositekijä
161.
The dynamics of stock index and stock index futures returns
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 441-468
 1990 Stoll, H.R.
Whaley, R.E.
162.
Testing for financial buffer stocks in sectorial portfolio models
Review of Economics and Statistics
1990 : MAY, VOL. 72:2, p. 286-295
 1990 Owen, P. D.
163.
Estimation of stock price variances and serial covariances from discrete observations
Journal of Financial and Quantitative Analysis
1990 : SEP, VOL. 25:3, p. 291-306
 1990 Harris, L.
164.
Regularities in Tokyo stock echange security returns: P/E, Size, and seasonal influences
Journal of Financial Research
1990 : FALL, VOL. 13:3, p.249-263
 1990 Aggarwal, R.
Rao, R.P.
Hiraki, T.
165.
Transaction costs and day-of-the-week effects in the OTC/NASDAQ equity market
Journal of Financial Research
1990 : FALL; VOL. 13:3, p.243-248
 1990 Fortin, R.
166.
Using the CAPM as a general framework for asset pricing analysis
Journal of Financial Research
1990 : FALL, VOL. 13:3, p.233-241
 1990 Murphy, J.A.
167.
State antitakeover legislation and shareholder wealth
Journal of Financial Research
1990 : FALL, VOL. 13:3, p.221-231
 1990 Pugh, W.N.
Jahera, J.S. Jr.
168.
An empirical examination of the existence of a signaling value function for dividends
Journal of Financial Research
1990 : FALL, VOL. 13:3, p.201-219
 1990 Manakyan, H.
Caroll, C.
169.
Units of debt with warrants: evidence of the "penalty-free" issuance of an equity -like security
Journal of Financial Research
1990 : FALL, VOL. 13:3, p.187-199
 1990 Billingsley, R.S.
Lamy, R.E.
Smith, D.M.
170.
Stock returns and option prices: an exploratory study
Journal of Financial Research
1990 : FALL, VOL. 13:3, p.173-185
 1990 Ancel, E. W.
Rao, R.K.S.
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