haku: @indexterm STOCK PRICES / yhteensä: 12
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1.
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.
2.
A nonparametric distribution-free test for serial independence in stock returns: a correction.
Journal of Financial and Quantitative Analysis
1990 : SEP, VOL. 25:3, p. 411-418
 1990 Corrado, C. J.
Schatzberg, J.
3.
Stock price reactions to The Wall Street Journal's securities recommendations.
Journal of Financial and Quantitative Analysis
1990 : SEP, VOL. 25:3, p. 399-411
 1990 Liu, P.
Syed, A.
Smith, S.
4.
A mean-variance derivation of a multifactor equilibrium model.
Journal of Financial and Quantitative Analysis
1987 : JUN, VOL. 22:2, p. 227-236
 1987 Ehrhardt, M. C.
5.
Portfolio returns from active industry group rotation.
Financial Analysts' Journal
1986 : SEP, VOL. 42:5, p. 43-50
 1986 Sorensen, E. H.
Burke, T.
6.
An empirical analysis of the interfirm equity investment process. (!CORPORATE INVESTMENTS !EQUITY SECURITIES)
Journal of Financial Economics
1985 : DEC, VOL. 14:4, p. 523-553
 1985 Mikkelson, W. H.
Ruback, R. S.
7.
A simplified approach to common stock valuation.
Financial Analysts' Journal
1985 : NOV-DEC, VOL. 41:6, p. 35-41
 1985 Fielitz, B. D.
Muller, F. L.
8.
Takeovers : folklore and science.
Harvard Business Review
1984 : NOV-DEC, VOL. 62:6, p. 109-121
 1984 Jensen, M. C.
9.
Linking corporate stock price performance to strategy formulation.
Journal of Business Strategy
1983 : SUMMER, VOL. 4:1, p. 40-50
 1983 Branch, B.
Gale, B.
10.
Stock prices, beta, and strategic planning.
Harvard Business Review
1983 : MAY-JUN, VOL. 61:3, p. 157-164
 1983 Harrington, D. R.
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