A statistical model for the relationship between futures contract hedging effectiveness and investment horizon length

von Geppert, John M.
Veröffentlicht in The journal of futures markets (1995)

Do tax-exempt yields adjust slowly to substantial changes in taxable yields?

von Dudney, Donna
Veröffentlicht in The journal of futures markets (2008)

Factor price equalization : a cointegration approach

von Burgman, Todd A.
Veröffentlicht in Weltwirtschaftliches Archiv (1993)

Factor price equalization : A cointegration approach

von Burgman, Todd A.
Veröffentlicht in Weltwirtschaftliches Archiv (1993)

An error-correction model for forecasting changes in foreign currency futures spreads

von Wilcox, Stephen E.
Veröffentlicht in Journal of economics and finance (2007)

Health care and the cross-section of US stock returns

von Payne, Brian C.
Veröffentlicht in Journal of economics and finance (2015)

The hedge ratio : an exact test of the random walk hypothesis

von Geppert, John M.
Veröffentlicht in Midwest Finance Association Journal of the Midwest Finance Association (1991)

An error-correction model for forecasting changes in crude oil, heating oil, and unleaded gasoline futures prices

von Geppert, John M.
Veröffentlicht in The journal of business and economic studies (1997)

Predicting firm reputation through content analysis of shareholders' letter

von Geppert, John M.
Veröffentlicht in Corporate reputation review (2008)

An anatomy of trading strategies : evidence from China

von Zhou, Haigang
Veröffentlicht in Emerging markets finance & trade (2010)

Asset pricing models : a comparison

von Lawrence, Edward R.
Veröffentlicht in Applied financial economics (2007)

An analysis of the importance of S&P 500 discretionary constituent changes

von Geppert, John M.
Veröffentlicht in Review of quantitative finance and accounting (2011)

An examination of the information content of S&P 500 index changes : analysis of systematic risk

von Geppert, John M.
Veröffentlicht in Review of accounting & finance (2011)

Analysis of the probability of deletion of S&P 500 companies : survival analysis and neural networks approach

von Geppert, John M.
Veröffentlicht in The quarterly review of economics and finance (2010)

An empirical analysis of the dynamic relation among investment, earnings and dividends

von DeFusco, Richard A.
Veröffentlicht in Managerial finance (2014)

Financial disclosure, investor protection and stock market behavior : an international comparison

Veröffentlicht in Review of quantitative finance and accounting (2011)