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Citation: C. Merrill et S. Thorley, TIME DIVERSIFICATION AND OPTION PRICING THEORY - ANOTHER PERSPECTIVE - RESPONSE, Journal of portfolio management, 23(4), 1997, pp. 61-63

Authors: MCQUEEN G PINEGAR M THORLEY S

Citation: G. Mcqueen et al., DELAYED-REACTION TO GOOD-NEWS AND THE CROSS-AUTOCORRELATION OF PORTFOLIO RETURNS, The Journal of finance, 51(3), 1996, pp. 889-919

Authors: MCQUEEN G PINEGAR JM THORLEY S

Citation: G. Mcqueen et al., DELAYED-REACTION TO GOOD-NEWS AND THE CROSS-AUTOCORRELATION OF PORTFOLIO RETURNS, The Journal of finance, 51(3), 1996, pp. 1061-1062

Authors: MCQUEEN G THORLEY S

Citation: G. Mcqueen et S. Thorley, BUBBLES, STOCK RETURNS, AND DURATION DEPENDENCE, Journal of financial and quantitative analysis, 29(3), 1994, pp. 379-401

Authors: MCQUEEN G THORLEY S

Citation: G. Mcqueen et S. Thorley, ASYMMETRIC BUSINESS-CYCLE TURNING-POINTS, Journal of monetary economics, 31(3), 1993, pp. 341-362