Research Article
Price Barriers and the Dynamics of Asset Prices in Equilibrium
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- 06 April 2009, pp. 137-159
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The Market Reaction to the Choice of Accounting Method for Stock Splits and Large Stock Dividends
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 161-182
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Tests and Properties of Variance Ratios in Microstructure Studies
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- 06 April 2009, pp. 183-204
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Performance Attribution using an APT with Prespecified Macrofactors and Time-Varying Risk Premia and Betas
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- 06 April 2009, pp. 205-224
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SOES Trading and Market Volatility
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 225-238
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Valuing Risky Fixed Rate Debt: An Extension
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 239-248
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