Expectations, Security yields, and inflation: Ex-ante risk premia on UK shares, corporate bonds
K.V. Peasnell, R.A. Yaansah
págs. 155-174
Duration moments and yield curve movements
G.R. Salkin, J.S.H. Kornbluth
págs. 175-193
Traditional versus operating cash flow in failure prediction
Erkki K. Laitinen
págs. 195-217
Some analytics of why conditional IRRs can contain growth rate related measurement error
Andrew W. Stark
págs. 219-229
On variance and lower partial moment betas the equivalence of systematic risk measures
K. Victor Chow, Karen C. Denning
págs. 231-241
A modified method for inferring the effective bid-ask spread from security returns
Beverly R. Fuller, Chi-Cheng Hsia
págs. 243-253
The expectations hypothesis of the term structure in eurocurrency markets
Mbodja Mougoue, Andre C. Szakmary
págs. 255-269
Statistical properties of daily returns: Evidence from European stock markets
A. Corhay, A. Tourani Rad
págs. 271-282
Security analyst forecasts and the earnings yield anomaly
W. Scott Bauman, Richard J. Dowen
págs. 283-291
A note on the relationship between systematic risk and growth in earnings
Arun J. Prakash, Shahid Hamid
págs. 293-297
Structural changes in return-generating models around tender offers: A note
Moon H. Song, David P. Ely
págs. 299-307