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MODELS OF STOCK RETURNS - A COMPARISON
被引:271
作者
:
KON, SJ
论文数:
0
引用数:
0
h-index:
0
KON, SJ
机构
:
来源
:
JOURNAL OF FINANCE
|
1984年
/ 39卷
/ 01期
关键词
:
D O I
:
10.2307/2327673
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:147 / 165
页数:19
相关论文
共 30 条
[1]
QUARTERLY DIVIDEND AND EARNINGS ANNOUNCEMENTS AND STOCKHOLDERS RETURNS - AN EMPIRICAL-ANALYSIS
[J].
AHARONY, J
论文数:
0
引用数:
0
h-index:
0
机构:
TEL AVIV UNIV, GRAD SCH BUSINESS ADM, TEL AVIV, ISRAEL
AHARONY, J
;
SWARY, I
论文数:
0
引用数:
0
h-index:
0
机构:
TEL AVIV UNIV, GRAD SCH BUSINESS ADM, TEL AVIV, ISRAEL
SWARY, I
.
JOURNAL OF FINANCE,
1980,
35
(01)
:1
-12
[2]
A SIMPLIFIED JUMP PROCESS FOR COMMON-STOCK RETURNS
[J].
BALL, CA
论文数:
0
引用数:
0
h-index:
0
BALL, CA
;
TOROUS, WN
论文数:
0
引用数:
0
h-index:
0
TOROUS, WN
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1983,
18
(01)
:53
-65
[3]
INFORMATION CONTENT OF ANNUAL EARNINGS ANNOUNCEMENTS
[J].
BEAVER, WH
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL
UNIV CHICAGO,CHICAGO,IL
BEAVER, WH
.
JOURNAL OF ACCOUNTING RESEARCH,
1968,
6
:67
-92
[4]
COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES
[J].
BLATTBERG, RC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
BLATTBERG, RC
;
GONEDES, NJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
GONEDES, NJ
.
JOURNAL OF BUSINESS,
1974,
47
(02)
:244
-280
[5]
INVESTIGATIONS OF NONSTATIONARITY IN PRICES
[J].
BONESS, AJ
论文数:
0
引用数:
0
h-index:
0
机构:
SUNY BUFFALO, BUFFALO, NY USA
BONESS, AJ
;
CHEN, AH
论文数:
0
引用数:
0
h-index:
0
机构:
SUNY BUFFALO, BUFFALO, NY USA
CHEN, AH
;
JATUSIPI.S
论文数:
0
引用数:
0
h-index:
0
机构:
SUNY BUFFALO, BUFFALO, NY USA
JATUSIPI.S
.
JOURNAL OF BUSINESS,
1974,
47
(04)
:518
-537
[6]
MEASURING SECURITY PRICE PERFORMANCE
[J].
BROWN, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
UNIV ROCHESTER,ROCHESTER,NY 14627
BROWN, SJ
;
WARNER, JB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
UNIV ROCHESTER,ROCHESTER,NY 14627
WARNER, JB
.
JOURNAL OF FINANCIAL ECONOMICS,
1980,
8
(03)
:205
-258
[7]
DIVIDEND INFORMATION, STOCK RETURNS AND MARKET EFFICIENCY .2.
[J].
CHAREST, G
论文数:
0
引用数:
0
h-index:
0
CHAREST, G
.
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
:297
-330
[8]
CHRISTIE A, 1983, INFORMATION ARRIVAL
[9]
THE STOCHASTIC-BEHAVIOR OF COMMON-STOCK VARIANCES - VALUE, LEVERAGE AND INTEREST-RATE EFFECTS
[J].
CHRISTIE, AA
论文数:
0
引用数:
0
h-index:
0
CHRISTIE, AA
.
JOURNAL OF FINANCIAL ECONOMICS,
1982,
10
(04)
:407
-432
[10]
SUBORDINATED STOCHASTIC-PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES
[J].
CLARK, PK
论文数:
0
引用数:
0
h-index:
0
CLARK, PK
.
ECONOMETRICA,
1973,
41
(01)
:135
-155
←
1
2
3
→
共 30 条
[1]
QUARTERLY DIVIDEND AND EARNINGS ANNOUNCEMENTS AND STOCKHOLDERS RETURNS - AN EMPIRICAL-ANALYSIS
[J].
AHARONY, J
论文数:
0
引用数:
0
h-index:
0
机构:
TEL AVIV UNIV, GRAD SCH BUSINESS ADM, TEL AVIV, ISRAEL
AHARONY, J
;
SWARY, I
论文数:
0
引用数:
0
h-index:
0
机构:
TEL AVIV UNIV, GRAD SCH BUSINESS ADM, TEL AVIV, ISRAEL
SWARY, I
.
JOURNAL OF FINANCE,
1980,
35
(01)
:1
-12
[2]
A SIMPLIFIED JUMP PROCESS FOR COMMON-STOCK RETURNS
[J].
BALL, CA
论文数:
0
引用数:
0
h-index:
0
BALL, CA
;
TOROUS, WN
论文数:
0
引用数:
0
h-index:
0
TOROUS, WN
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1983,
18
(01)
:53
-65
[3]
INFORMATION CONTENT OF ANNUAL EARNINGS ANNOUNCEMENTS
[J].
BEAVER, WH
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL
UNIV CHICAGO,CHICAGO,IL
BEAVER, WH
.
JOURNAL OF ACCOUNTING RESEARCH,
1968,
6
:67
-92
[4]
COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES
[J].
BLATTBERG, RC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
BLATTBERG, RC
;
GONEDES, NJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
GONEDES, NJ
.
JOURNAL OF BUSINESS,
1974,
47
(02)
:244
-280
[5]
INVESTIGATIONS OF NONSTATIONARITY IN PRICES
[J].
BONESS, AJ
论文数:
0
引用数:
0
h-index:
0
机构:
SUNY BUFFALO, BUFFALO, NY USA
BONESS, AJ
;
CHEN, AH
论文数:
0
引用数:
0
h-index:
0
机构:
SUNY BUFFALO, BUFFALO, NY USA
CHEN, AH
;
JATUSIPI.S
论文数:
0
引用数:
0
h-index:
0
机构:
SUNY BUFFALO, BUFFALO, NY USA
JATUSIPI.S
.
JOURNAL OF BUSINESS,
1974,
47
(04)
:518
-537
[6]
MEASURING SECURITY PRICE PERFORMANCE
[J].
BROWN, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
UNIV ROCHESTER,ROCHESTER,NY 14627
BROWN, SJ
;
WARNER, JB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
UNIV ROCHESTER,ROCHESTER,NY 14627
WARNER, JB
.
JOURNAL OF FINANCIAL ECONOMICS,
1980,
8
(03)
:205
-258
[7]
DIVIDEND INFORMATION, STOCK RETURNS AND MARKET EFFICIENCY .2.
[J].
CHAREST, G
论文数:
0
引用数:
0
h-index:
0
CHAREST, G
.
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
:297
-330
[8]
CHRISTIE A, 1983, INFORMATION ARRIVAL
[9]
THE STOCHASTIC-BEHAVIOR OF COMMON-STOCK VARIANCES - VALUE, LEVERAGE AND INTEREST-RATE EFFECTS
[J].
CHRISTIE, AA
论文数:
0
引用数:
0
h-index:
0
CHRISTIE, AA
.
JOURNAL OF FINANCIAL ECONOMICS,
1982,
10
(04)
:407
-432
[10]
SUBORDINATED STOCHASTIC-PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES
[J].
CLARK, PK
论文数:
0
引用数:
0
h-index:
0
CLARK, PK
.
ECONOMETRICA,
1973,
41
(01)
:135
-155
←
1
2
3
→