haku: @indexterm financial models / yhteensä: 494
viitteet: 230-239 / 494
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230.
Arbitrage-based estimation of nonstationary shifts in the term structure of interest rates. (!Arbitrage model)
Journal of Finance
1989 : JUL, VOL. 44:3, p. 591-610
 1989 Bliss, R. R.
Ronn, E. I.
231.
The size and incidence of the losses from noise trading.
Journal of Finance
1989 : JUL, VOL. 44:3, p. 681-696
 1989 Bradford de Long, J.
Shleifer, A.
Summers, L. A.
232.
The informational content of initial public offerings.
Journal of Finance
1989 : JUN, VOL. 44:2, p. 469-477
 1989 Gale, I.
Stiglitz, J. E.
233.
Seasoned offerings, imitation costs, and the underpricing of initial public offerings.
Journal of Finance
1989 : JUN, VOL. 44:2, p. 421-449
 1989 Welch, I.
234.
Signalling and the pricing of new issues.
Journal of Finance
1989 : JUN, VOL. 44:2, p. 393-420
 1989 Grinblatt, M.
Hwang, C. Y.
235.
Valuing commercial mortgages : an empirical investigation of the contingent-claims approach to pricing risky debt.
Journal of Finance
1989 : JUN, VOL. 44:2, p. 345-373
 1989 Titman, S.
Torous, W.
236.
The time variation of risk and return in the foreign exchange and stock markets.
Journal of Finance
1989 : JUN, VOL. 44:2, p. 307-325
 1989 Giovannini, A.
Jorion, P.
237.
The arbitrage pricing theory and supershares.
Journal of Finance
1989 : JUN, VOL. 44:2, p. 263-281
 1989 Latham, M.
238.
Empirical tests of the consumption oriented CAPM.
Journal of Finance
1989 : JUN, VOL. 44:2, p. 231-262
 1989
239.
Dynamic capital structure choice : theory and tests.
Journal of Finance
1989 : MAR, VOL. 44:1, p. 19-40
 1989 Fischer, E. O.
Heinkel, R.
Zechner, J.
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