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Issue Date:
06/22/2006
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1. Seasonal and non-seasonal long memory in the US interest rate and the...
Introduction Many macroeconomic time series contain important seasonal components. It is a common belief that modelers need to pay specific attention to the nature of ... (PERIODICAL ARTICLE)
2. The dynamic interaction between equity prices and supply shocks.
Introduction Real stock prices have been fluctuating significantly around an upward trend on frequencies of approximately 25-years duration in most of the industrialized countries over ... (PERIODICAL ARTICLE)
3. The impact of announced motives, financial distress, and industry...
Introduction Divestiture activities increased sharply during the 1990s as a part of widespread corporate restructuring activities. Firms sold non-core businesses to focus on core competencies ... (PERIODICAL ARTICLE)
4. Did decimalization benefit members of the Toronto Stock Exchange?
Introduction The decimalization of the North American market has attracted considerable research interest among academics, exchanges, and the regulatory body. (1) Large numbers of studies ... (PERIODICAL ARTICLE)
5. Is there conditional mean reversion in stock returns?
Introduction Recent research by Fama and French (1988a, 1988b), Poterba and Summers (1988), and Bekaert and Hodrick (1992) reports significant negative serial correlation in long-term ... (PERIODICAL ARTICLE) | |
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