5 results
Intraday Market Price Integration for Shares Cross-Listed Internationally
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 2 / June 2002
- Published online by Cambridge University Press:
- 06 April 2009, pp. 243-269
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- June 2002
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Performance Attribution using an APT with Prespecified Macrofactors and Time-Varying Risk Premia and Betas
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 32 / Issue 2 / June 1997
- Published online by Cambridge University Press:
- 06 April 2009, pp. 205-224
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- June 1997
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The Contrarian Investment Strategy Does Not Work in Canadian Markets
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 27 / Issue 3 / September 1992
- Published online by Cambridge University Press:
- 06 April 2009, pp. 383-395
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- September 1992
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General Factor Models and the Structure of Security Returns
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 18 / Issue 1 / March 1983
- Published online by Cambridge University Press:
- 06 April 2009, pp. 31-52
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- March 1983
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Asset Pricing Models When the Number of Securities Held is Constrained: A Comparison and Reconciliation of the Mao and Levy Models
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 17 / Issue 1 / March 1982
- Published online by Cambridge University Press:
- 06 April 2009, pp. 63-73
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- March 1982
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