Search Results

The Liquidity of Property Shares: An International Comparison

Authors: Brounen, Dirk; Eichholtz, Piet; Ling, David

Source: Real Estate Economics, Volume 37, Number 3, Fall 2009 , pp. 413-445(33)

Publisher: Blackwell Publishing

Multiple objectives in portfolio construction

Authors: Xidonas, Panagiotis; Mavrotas, George; Askounis, Dimitrios; Psarras, John

Source: American J. of Finance and Accounting, Volume 1, Number 3, 17 June 2009 , pp. 239-255(17)

Publisher: Inderscience Publishers

The impact of risk factors on stock returns: the case of the National Bank of Greece

Authors: Vasiliou, Dimitrios; Papandreou, Andreas

Source: International Journal of Risk Assessment and Management, Volume 9, Numbers 1-2, 29 May 2009 , pp. 61-69(9)

Publisher: Inderscience Publishers

ADR characteristics and performance in international and global indexes

Authors: Bandopadhyaya, Arindam; Chugh, Lal C; Grant, James L

Source: Journal of Asset Management, Volume 10, Number 1, April 2009 , pp. 9-21(13)

Publisher: Palgrave Macmillan

Multiple-Predictor Regressions: Hypothesis Testing

Authors: Amihud, Yakov; Hurvich, Clifford M.; Wang, Yi

Source: Review of Financial Studies, Volume 22, Number 1, 2 January 2009 , pp. 413-434(22)

Publisher: Oxford University Press

ARE UK SHARE PRICES TOO HIGH? FUNDAMENTAL VALUE OR NEW ERA

Author: McMillan, David G.

Source: Bulletin of Economic Research, Volume 61, Number 1, January 2009 , pp. 1-20(20)

Publisher: Blackwell Publishing

Relationship between franking credits and the market risk premium: a reply

Authors: Gray, Stephen; Hall, Jason

Source: Accounting and Finance, Volume 48, Number 1, March 2008 , pp. 133-142(10)

Publisher: Blackwell Publishing

Relationship between franking credits and the market risk premium: a comment

Author: Lally, Martin

Source: Accounting and Finance, Volume 48, Number 1, March 2008 , pp. 143-151(9)

Publisher: Blackwell Publishing

Miller and Modigliani, Predictive Return Regressions and Cointegration

Authors: Alessandri, Piergiorgio; Robertson, Donald; Wright, Stephen

Source: Oxford Bulletin of Economics and Statistics, Volume 70, Number 2, April 2008 , pp. 181-207(27)

Publisher: Blackwell Publishing

Gaussian factor modelsfutures and forward prices

Author: Hyndman, Cody B.

Source: IMA Journal of Management Mathematics, Volume 18, Number 4, 24 October 2007 , pp. 353-369(17)

Publisher: Oxford University Press

Predicting stock returns and assessing prediction performance

Authors: Baker, Rose; Belgorodskiy, Alexander

Source: IMA Journal of Management Mathematics, Volume 18, Number 4, 24 October 2007 , pp. 413-433(21)

Publisher: Oxford University Press

Corporate governance efficiency: an indexing approach using the stochastic frontier analysis

Authors: Khiari, Wided; Karaa, Adel; Omri, Abdelwahed

Source: Corporate Governance: International Journal of Business in Society, Volume 7, Number 2, 2007 , pp. 148-161(14)

Publisher: Emerald Group Publishing Limited

Autocorrelation, structural breaks and the predictive ability of dividend yield

Authors: Chen, An-Sing; Zhang, Tai-Wei

Source: Applied Economics, Volume 39, Number 5, March 2007 , pp. 645-652(8)

Publisher: Routledge, part of the Taylor & Francis Group

Corporate governance efficiency: an indexing approach using the stochastic frontier analysis

Authors: Khiari, Wided; Karaa, Adel; Omri, Abdelwahed

Source: Corporate Governance: International Journal of Business in Society, Volume 7, Number 2, 2007 , pp. 148-161(14)

Publisher: Emerald Group Publishing Limited

Dividend-Driven Trading Strategies: Evidence from the Warsaw Stock Exchange

Authors: Brzeszczyński, Janusz; Gajdka, Jerzy

Source: International Advances in Economic Research, Volume 13, Number 3, August 2007 , pp. 285-300(16)

Publisher: Springer

REITs, Decimalization, and Ex-dividend Stock Prices

Authors: Hardin, William; Liano, Kartono; Huang, Gow-Cheng; Nagel, Gregory

Source: The Journal of Real Estate Finance and Economics, Volume 34, Number 4, May 2007 , pp. 499-511(13)

Publisher: Springer

The equity premium puzzle: an artificial neural network approach

Authors: Wong, Shee Q.; Hassan, Nik R.; Feroz, Ehsan

Source: Review of Accounting and Finance, Volume 6, Number 2, 2007 , pp. 150-161(12)

Publisher: Emerald Group Publishing Limited

On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing

Authors: BOUDOUKH, JACOB; MICHAELY, RONI; RICHARDSON, MATTHEW; ROBERTS, MICHAEL R.

Source: The Journal of Finance, Volume 62, Number 2, April 2007 , pp. 877-915(39)

Publisher: Blackwell Publishing

Non-linear long horizon returns predictability: evidence from six south-east Asian markets

Authors: McMillan, David; Speight, Alan

Source: Financial Engineering and the Japanese Markets, Volume 13, Number 2, June 2006 , pp. 95-111(17)

Publisher: Springer

Do firms understate stock option-based compensation expense disclosed under SFAS 123?

Authors: Aboody, David; Barth, Mary; Kasznik, Ron

Source: Review of Accounting Studies, Volume 11, Number 4, December 2006 , pp. 429-461(33)

Publisher: Springer