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Now showing items 1-10 of 12
Risk and return : a paradox?
(Cambridge, Mass. : Massachusetts Institute of Technology, 1983])
On Euler-equation restrictions on the temporal behavior of asset returns
(Cambridge, Mass. : Massachusetts Institute of Technology, 1984])
Dividend behavior for the aggregate stock market
(Cambridge, Mass. : Massachusetts Institute of Technology, Alfred P. Sloan School of Management, 1985)
Aggregate dividend behavior and its implications for tests of stock market rationality
(Cambridge, Mass. : Massachusetts Institute of Technology, 1983])
Asset pricing model specification and the term structure evidence
(Cambridge, Mass. : Massachusetts Institute of Technology, Alfred P. Sloan School of Management, 1985)
Dividend behavior for the aggregate stock market
(Cambridge, Mass. : Massachusetts Institute of Technology, Sloan School of Management, 1986)
Stock return seasonalities and the tax-loss selling hypothesis : analysis of the arguments and Australian evidence
(Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1982)
Nontrading, market-making, and estimates of stock price volatility
(Cambridge, Mass. : Massachusetts Institute of Technology, Alfred P. Sloan School of Management, 1985)
New evidence on the nature of size related anomalies in stock prices
(Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1982)
Nontrading, market-making, and estimates of stock price volatiity
(Cambridge, Mass. : Massachusetts Institute of Technology, Alfred P. Sloan School of Management, 1985)