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Results:
1-9
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Results: 9
Authors:
Bellezza, SF
Citation: Sf. Bellezza, Insider trading and variable information life, ADV INV AN, 6, 1999, pp. 1-45
Authors:
Darrat, AF
Rahman, S
Citation: Af. Darrat et S. Rahman, The long-run relationship between spot and futures prices of the S&P 500 index: Evidence from cointegration tests, ADV INV AN, 6, 1999, pp. 47-54
Authors:
Fletcher, J
Citation: J. Fletcher, An empirical examination of the Capital Asset Pricing Model applied to UK stock returns, ADV INV AN, 6, 1999, pp. 55-68
Authors:
Linn, SC
Citation: Sc. Linn, A note on portfolio selection, randomly changing portfolio weights and diversification, ADV INV AN, 6, 1999, pp. 69-74
Authors:
Zera, SP
Pforsich, H
Citation: Sp. Zera et H. Pforsich, Mutual fund tax-efficiency and net new investment evidence from 1996, ADV INV AN, 6, 1999, pp. 75-89
Authors:
Fry, R
Biech, T
Mosevich, J
Nelken, I
Citation: R. Fry et al., A Fisher-Weil theorem for non-parallel interest shifts, ADV INV AN, 6, 1999, pp. 91-100
Authors:
Best, RJ
Best, RW
Yoder, JA
Citation: Rj. Best et al., Firm size and stock returns: A stochastic dominance analysis, ADV INV AN, 6, 1999, pp. 101-108
Authors:
Prat, G
Citation: G. Prat, Trends of interest rates term structure in US Secular data, ADV INV AN, 6, 1999, pp. 109-132
Authors:
Chen, SN
Jeon, K
Citation: Sn. Chen et K. Jeon, The Mean-Gini international asset pricing model under investment barriers, ADV INV AN, 6, 1999, pp. 133-156
Risultati:
1-9
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