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PRICE BEHAVIOR IN A REGIONAL OVER-THE-COUNTER SECURITIES MARKET. (1979). Senchack, Andrew J. ; Beedles, William L..
In: Journal of Financial Research.
RePEc:bla:jfnres:v:2:y:1979:i:2:p:119-131.

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  9. Jessup, 1973. Returns in Over-the-Counter Stock Markets
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  10. K. J. Cohen S. F. Maier R. A. Schwart D. K. Whitcomb “The Returns Generation Process, Returns Variance, and the Effect of Thinness on Securities Markets,” Journal of Finance 1978 149 167

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  12. M. Blume “On the Assessment of Risk,” Journal of Finance 1971 1 10

  13. P. F. Jessup R. B. Upson “Opportunities in Regional Markets,” Financial Analysts Journal 1970 75 79
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  14. R. B. Upson P. F. Jessup “Risk-Return Relationships in Regional Securities Markets,” Journal of Financial and Quantitative Analysis 1970 677 95

  15. R. W. McEnally “A Note on the Return Behavior of High Risk Common Stocks,” Journal of Finance 1974 199 202

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  17. T. Agmon “The Relations Among Equity Markets: A Study of Share Price Co-Movements in the United States, United Kingdom, Germany and Japan,” Journal of Finance 1972 839 55

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  53. PRICE BEHAVIOR IN A REGIONAL OVER-THE-COUNTER SECURITIES MARKET. (1979). Senchack, Andrew J. ; Beedles, William L..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:2:y:1979:i:2:p:119-131.

    Full description at Econpapers || Download paper

  54. Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas. (). Kourogenis, Nikolaos ; Koundouri, Phoebe ; Pittis, Nikitas ; Samartzis, Panagiotis.
    In: DEOS Working Papers.
    RePEc:aue:wpaper:1318.

    Full description at Econpapers || Download paper

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