haku: @author Kane, A. / yhteensä: 11
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1.
Regularities in volatility and the price of risk following large stock market movements in the US and Japan
Journal of International Money and Finance
2000 : FEB, VOL. 19:1, p. 1-32
 2000 Kane, A.
2.
The P/E multiple and market volatility
Financial Analysts' Journal
1996 : JUL-AUG, VOL. 52:4, p. 16-24
 1996 Kane, A.
Marcus, A.
Noh, J.
3.
Performance evaluation of market timers: theory and evidence.
Journal of Financial and Quantitative Analysis
1988 : DEC, VOL. 23:4, p. 425-435
 1988 Kane, A.
Marks, S. G.
4.
The delivery option on forward contracts : a note.
Journal of Financial and Quantitative Analysis
1988 : SEP, VOL. 23:3, p. 337-341
 1988 Kane, A.
Marucs, A. J.
5.
Valuation and optimal exercise of the wild card option in the treasury bond futures market.
Journal of Finance
1986 : MAR, VOL. 41:1, p. 195-207
 1986 Kane, A.
Marcus, A. J.
6.
Debt policy and the rate of return premium to leverage.
Journal of Financial and Quantitative Analysis
1985 : DEC, VOL. 20:4, p. 479-499
 1985 Kane, A.
Marcus, A. J.
McDonald, R. L.
7.
Earnings and dividend announcements : is there a corroboration effect?
Journal of Finance
1984 : SEP, VOL. 34:4, p. 1091-1099
 1984 Kane, A.
Lee, Y. K.
Marcus, A.
8.
How big is the tax advantage to debt?
Journal of Finance
1984 : JUL, VOL. 39:3, p. 841-855
 1984 Kane, A.
Marcus, A. J.
McDonald, R. L.
9.
Why haven't nominal rates declined?
Financial Analysts' Journal
1984 : MAR-APR, VOL. 40:2, p. 16-27
 1984 Bodie, Z.
Kane, A.
McDonald, R.
10.
Tests of the Fisher hypothesis with international data : theory and evidence.
Journal of Finance
1983 : MAY, VOL. 38:2, p. 539-551
 1983 Kane, A.
Rosenthal, L.
Ljung, G.
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