TC4S:\Articles - Newsletters - Magazine\Journal of Finance |
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 A Monte Carlo Method for Optimal Portfolios.pdf | 659 KB | 10/23/2005 10:06 AM |
| A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets.pdf | 303 KB | 10/23/2005 9:49 AM |
| An Exploration of Neo-Austrian Theory Applied to Financial Markets.pdf | 375 KB | 10/23/2005 9:55 AM |
| Analyzing the Analysts When Do Recommendations Add Value.pdf | 311 KB | 10/23/2005 9:51 AM |
| Are Investors Rational Choices among Index Funds.pdf | 132 KB | 10/23/2005 9:35 AM |
| Continuous-Time Methods in Finance A Review and an Assessment.pdf | 248 KB | 10/23/2005 9:45 AM |
| Data-Snooping, Technical Trading Rule Performance, and the Bootstrap.pdf | 1,637 KB | 10/23/2005 10:46 AM |
| Empirical Analysis of the Yield Curve The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross.pdf | 768 KB | 10/23/2005 10:11 AM |
| Empirical Evaluation of AssetPricing Models A Comparison of the SDF and Beta Methods.pdf | 169 KB | 10/23/2005 9:39 AM |
| Equilibrium Anomalies.pdf | 303 KB | 10/23/2005 9:50 AM |
| Expected Option Returns.pdf | 179 KB | 10/23/2005 9:41 AM |
| Foundations of Technical Analysis Computational Algorithms, Statistical Inference, and Empirical Implementation.pdf | 6,211 KB | 10/23/2005 11:21 AM |
| Have Individual Stocks Become More Volatile An Empirical Exploration of Idiosyncratic Risk.pdf | 857 KB | 10/23/2005 10:18 AM |
| Idiosyncratic Risk Matters.pdf | 350 KB | 10/23/2005 9:53 AM |
| Implied Volatility Functions Empirical Tests.pdf | 765 KB | 10/23/2005 10:10 AM |
| Improved Methods for Tests of Long-Run Abnormal Stock Returns.pdf | 213 KB | 10/23/2005 9:43 AM |
| Investing for the Long Run when Returns Are Predictable.pdf | 411 KB | 10/23/2005 9:58 AM |
| Is Disinflation Good for the Stock Market.pdf | 404 KB | 10/23/2005 9:57 AM |
| Market States and Momentum.pdf | 153 KB | 10/23/2005 9:37 AM |
| Massively Confused Investors Making Conspicuously Ignorant Choices (MCIMCIC).pdf | 92 KB | 10/23/2005 9:33 AM |
| Mutual Fund Performance An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses.pdf | 191 KB | 10/23/2005 9:42 AM |
| Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns.pdf | 427 KB | 10/23/2005 10:00 AM |
| Option Volume and Stock Prices Evidence on Where Informed.pdf | 225 KB | 10/23/2005 9:44 AM |
| Price Momentum and Trading Volume.pdf | 415 KB | 10/23/2005 9:59 AM |
| Profitability of Momentum Strategies An Evaluation of Alternative Explanations.pdf | 392 KB | 10/23/2005 9:57 AM |
| Range-Based Estimation of Stochastic Volatility Models.pdf | 559 KB | 10/23/2005 10:05 AM |
| Role of Speculative Short Sales in Price Formation The Case of the Weekend Effect.pdf | 171 KB | 10/23/2005 9:39 AM |
| Should Investors Avoid All Actively Managed Mutual Funds A Study in Bayesian Performance Evaluation.pdf | 373 KB | 10/23/2005 9:55 AM |
| Spurious Regression In Financial Economics.pdf | 189 KB | 11/10/2005 2:31 AM |
| Stock Valuation and Learning about Profitability.pdf | 362 KB | 10/23/2005 9:54 AM |
| The 52-Week High and Momentum Investing.pdf | 160 KB | 10/23/2005 9:38 AM |
| The Dow Theory William Peter Hamiltons Track Record Reconsidered.pdf | 373 KB | 10/23/2005 9:55 AM |
| The Impact of Trader Type on the Futures Volatility-Volume Relation.pdf | 108 KB | 10/23/2005 9:34 AM |
| The Value Spread.pdf | 334 KB | 10/23/2005 9:52 AM |
| Trading Is Hazardous to Your Wealth.pdf | 286 KB | 10/23/2005 9:48 AM |
| Value versus Growth The International Evidence.pdf | 124 KB | 10/23/2005 9:34 AM |
