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Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 20 / Issue 2 / June 1985
- Published online by Cambridge University Press:
- 06 April 2009, pp. 261-272
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- June 1985
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The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 12 / Issue 5 / December 1977
- Published online by Cambridge University Press:
- 19 October 2009, pp. 743-765
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- December 1977
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Abstract–How Diversification Reduces Risk: Some Further Evidence
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 4 / November 1975
- Published online by Cambridge University Press:
- 19 October 2009, p. 561
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- November 1975
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Using the Capital Asset Pricing Model and the Market Model to Predict Security Returns
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 9 / Issue 4 / September 1974
- Published online by Cambridge University Press:
- 19 October 2009, pp. 579-605
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- September 1974
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A Model of Capital Asset Risk
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 7 / Issue 2 / March 1972
- Published online by Cambridge University Press:
- 19 October 2009, pp. 1649-1668
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- March 1972
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