The application of factor analysis to security returns A critical examination of the method using time series data from the London Stock Exchange

Industrial Performance Analysis A financial analysis of U.K. industry and commerce

Inter Company Comparisons Ltd., London (United Kingdom). Information Group Ltd

January 1985

44.00SIGLEAvailable from British Library Document Supply Centre- DSC:4459.08(1985/6) / BLDSC - Briti...

An investigation of the stability of relationships between returns from emerging stock markets

Sinclair, C.
Power, D.
Lonie, A.
Dundee Univ. (United Kingdom). Dept. of Accountancy and Business Finance

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3631.125103(9406) / BLDSC - British L...

An analysis of forecasting ability and market timing

Ward, C
Kay, J.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1991

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.214405(SU-DAF-WP--9108) / BLDSC ...

Factors or fantasies? An analysis of stock returns by industry

Green, C.J.
Zhuang, Y.
Maggioni, P.
Loughborough Univ. of Technology (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(97/8) / BLDSC - British Libr...

Factor analysis applied to the risk management of a portfolio of interest rate swaps

Niffikeer, C.I.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN034117 / BLDSC - British Library D...

The use of factor methods in the analysis of dynamic radionuclide studies

Martel, A.L

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:DX186893 / BLDSC - British Library D...

An investigation into the cross-sectional determinants of expected stock returns in the London Stock Exchange

Leledakis, G.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN041891 / BLDSC - British Library D...

A multi-factor analysis of UK foreign trade with special reference to the engineering industries

Akano, S

January 1980

SIGLEAvailable from British Library Document Supply Centre- DSC:D35141/81 / BLDSC - British Library ...

The analysis of structure factor data on a pulsed source

Howells, W.S
Science and Engineering Research Council (SERC), Chilton (United Kingdom). Rutherford Appleton Lab

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:8053.4153(RAL--86-042) / BLDSC - Bri...

Prediction and sufficiency in the model of factor analysis

Abul Naga, R.H.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.4455(31) / BLDSC - British Libra...

Semiparametric estimation of a characteristic-based factor model of stock returns

Connor, G.
Linton, O.
London School of Economics (United Kingdom). Financial Markets Group

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(346) / BLDSC - British Libra...

Some empirical evidence on the intertemporal stationarity of the security return distributions for the London Stock Exchange

Diacogiannis, G.P
Bath Univ. (United Kingdom). School of Management

SIGLEAvailable from British Library Lending Division - LD:3597.633(57) / BLDSC - British Library Doc...

The stability of the factor structure of the UK stock market

Bahri, S.S.
Leger, L.A.
Loughborough Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(98/18) / BLDSC - British Lib...

Investigation of a fundamental model of security returns

Boven, M. van

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN040443 / BLDSC - British Library D...

Assessing the predictability of U.K. stock market returns using statistics based on multiperiod returns

Mills, T.C
Hull Univ. (United Kingdom). Dept. of Economics and Commerce

January 1991

Available from British Library Document Supply Centre-DSC:4335.954(176) / BLDSC - British Library Do...

Industrial Performance Analysis A financial analysis of U.K. industry and commerce

Inter Company Comparisons Ltd., London (United Kingdom). Information Group Ltd

January 1985

44.00SIGLEAvailable from British Library Document Supply Centre- DSC:4459.08(1985/6) / BLDSC - Briti...

An investigation of the stability of relationships between returns from emerging stock markets

Sinclair, C.
Power, D.
Lonie, A.
Dundee Univ. (United Kingdom). Dept. of Accountancy and Business Finance

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3631.125103(9406) / BLDSC - British L...

An analysis of forecasting ability and market timing

Ward, C
Kay, J.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1991

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.214405(SU-DAF-WP--9108) / BLDSC ...

Factors or fantasies? An analysis of stock returns by industry

Green, C.J.
Zhuang, Y.
Maggioni, P.
Loughborough Univ. of Technology (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(97/8) / BLDSC - British Libr...

Factor analysis applied to the risk management of a portfolio of interest rate swaps

Niffikeer, C.I.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN034117 / BLDSC - British Library D...

The use of factor methods in the analysis of dynamic radionuclide studies

Martel, A.L

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:DX186893 / BLDSC - British Library D...

An investigation into the cross-sectional determinants of expected stock returns in the London Stock Exchange

Leledakis, G.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN041891 / BLDSC - British Library D...

A multi-factor analysis of UK foreign trade with special reference to the engineering industries

Akano, S

January 1980

SIGLEAvailable from British Library Document Supply Centre- DSC:D35141/81 / BLDSC - British Library ...

The analysis of structure factor data on a pulsed source

Howells, W.S
Science and Engineering Research Council (SERC), Chilton (United Kingdom). Rutherford Appleton Lab

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:8053.4153(RAL--86-042) / BLDSC - Bri...

Prediction and sufficiency in the model of factor analysis

Abul Naga, R.H.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.4455(31) / BLDSC - British Libra...

Semiparametric estimation of a characteristic-based factor model of stock returns

Connor, G.
Linton, O.
London School of Economics (United Kingdom). Financial Markets Group

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(346) / BLDSC - British Libra...

Some empirical evidence on the intertemporal stationarity of the security return distributions for the London Stock Exchange

Diacogiannis, G.P
Bath Univ. (United Kingdom). School of Management

SIGLEAvailable from British Library Lending Division - LD:3597.633(57) / BLDSC - British Library Doc...

The stability of the factor structure of the UK stock market

Bahri, S.S.
Leger, L.A.
Loughborough Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(98/18) / BLDSC - British Lib...

Investigation of a fundamental model of security returns

Boven, M. van

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN040443 / BLDSC - British Library D...

Assessing the predictability of U.K. stock market returns using statistics based on multiperiod returns

Mills, T.C
Hull Univ. (United Kingdom). Dept. of Economics and Commerce

January 1991

Available from British Library Document Supply Centre-DSC:4335.954(176) / BLDSC - British Library Do...

Industrial Performance Analysis A financial analysis of U.K. industry and commerce

Inter Company Comparisons Ltd., London (United Kingdom). Information Group Ltd

January 1985

44.00SIGLEAvailable from British Library Document Supply Centre- DSC:4459.08(1985/6) / BLDSC - Briti...

An investigation of the stability of relationships between returns from emerging stock markets

Sinclair, C.
Power, D.
Lonie, A.
Dundee Univ. (United Kingdom). Dept. of Accountancy and Business Finance

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3631.125103(9406) / BLDSC - British L...

An analysis of forecasting ability and market timing

Ward, C
Kay, J.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1991

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.214405(SU-DAF-WP--9108) / BLDSC ...

The application of factor analysis to security returns A critical examination of the method using time series data from the London Stock Exchange

Abstract

Extracted data

The application of factor analysis to security returns A critical examination of the method using time series data from the London Stock Exchange

Abstract

Extracted data

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