Mean reversion in stock returns Evidence and implications

Risk and return in January Some UK evidence

Demos, A.
Sentana, E.
Shah, M
London School of Economics (United Kingdom). Financial Markets Group

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--162) / BLDSC - ...

Consumption, aggregate wealth and expected stock returns

Lettau, M.
Ludvigson, S.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2223) / BLDSC - British Lib...

Investment trusts discounts and abnormal returns UK evidence

Cheng, A.
Copeland, L.
O'Hanlon, J.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.214405(9203) / BLDSC - British L...

Mean reversion in stock index futures mispricing Evidence from the US and the UK

Pope, P.F.
Yadav, P.K.
Strathclyde Univ., Glasgow (United Kingdom). Dept. of Accounting and Finance

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.21465(92/034) / BLDSC - British ...

Estimating the mean-reverting component in stock prices A cross country comparison

Gallagher, L.
Sarno, L.
Taylor, M.P.
University Coll., Cork (Ireland). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.10305(97/4) / BLDSC - British Li...

Forecasting stock returns

Pesaran, M.
Timmermann, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9216) / BLDSC - B...

The behaviour of UK stock prices and returns

Hayes, S

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX188270 / BLDSC - British Library D...

Stock returns and inflation Some new evidence

Luintel, K.
Paudyal, K.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(01/08) / BLDSC - British Li...

The returns to takeovers The UK evidence

Higson, Chris
Elliott, Jamie
Institute of Finance and Accounting (United Kingdom)

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:4363. 2643(173-93) / BLDSC - British...

Excess stock returns and news Evidence from European markets

Malliaropulos, D.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(BU-CERF-DP--96-14) / BLDSC ...

Can output explain the predictability and volatility of stock returns

Rodriguez, R.
Restoy, F.
Pena, J.I.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1995) / BLDSC - British Lib...

Economic implications extraordinary movements in stock prices

Friedman, B.M.
Laibson, D.I
London School of Economics and Political Science (United Kingdom). Financial Markets Group

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--70) / BLDSC - B...

Stock transfer past and present A summary of research evidence

Taylor, M.
Scottish Homes, Edinburgh (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:7769.65665(no 6) / BLDSC - British Li...

The return on Investors

Moralee, J.
Hillage, J.
Institute for Employment Studies, Brighton (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:7520.300(IES--314) / BLDSC - British ...

International evidence for the predictability of bond and stock returns

Clare, A.
Thomas, S.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9206) / BLDSC - British Libr...

Risk and return in January Some UK evidence

Demos, A.
Sentana, E.
Shah, M
London School of Economics (United Kingdom). Financial Markets Group

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--162) / BLDSC - ...

Consumption, aggregate wealth and expected stock returns

Lettau, M.
Ludvigson, S.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2223) / BLDSC - British Lib...

Investment trusts discounts and abnormal returns UK evidence

Cheng, A.
Copeland, L.
O'Hanlon, J.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.214405(9203) / BLDSC - British L...

Mean reversion in stock index futures mispricing Evidence from the US and the UK

Pope, P.F.
Yadav, P.K.
Strathclyde Univ., Glasgow (United Kingdom). Dept. of Accounting and Finance

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.21465(92/034) / BLDSC - British ...

Estimating the mean-reverting component in stock prices A cross country comparison

Gallagher, L.
Sarno, L.
Taylor, M.P.
University Coll., Cork (Ireland). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.10305(97/4) / BLDSC - British Li...

Forecasting stock returns

Pesaran, M.
Timmermann, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9216) / BLDSC - B...

The behaviour of UK stock prices and returns

Hayes, S

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX188270 / BLDSC - British Library D...

Stock returns and inflation Some new evidence

Luintel, K.
Paudyal, K.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(01/08) / BLDSC - British Li...

The returns to takeovers The UK evidence

Higson, Chris
Elliott, Jamie
Institute of Finance and Accounting (United Kingdom)

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:4363. 2643(173-93) / BLDSC - British...

Excess stock returns and news Evidence from European markets

Malliaropulos, D.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(BU-CERF-DP--96-14) / BLDSC ...

Can output explain the predictability and volatility of stock returns

Rodriguez, R.
Restoy, F.
Pena, J.I.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1995) / BLDSC - British Lib...

Economic implications extraordinary movements in stock prices

Friedman, B.M.
Laibson, D.I
London School of Economics and Political Science (United Kingdom). Financial Markets Group

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--70) / BLDSC - B...

Stock transfer past and present A summary of research evidence

Taylor, M.
Scottish Homes, Edinburgh (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:7769.65665(no 6) / BLDSC - British Li...

The return on Investors

Moralee, J.
Hillage, J.
Institute for Employment Studies, Brighton (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:7520.300(IES--314) / BLDSC - British ...

International evidence for the predictability of bond and stock returns

Clare, A.
Thomas, S.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9206) / BLDSC - British Libr...

Risk and return in January Some UK evidence

Demos, A.
Sentana, E.
Shah, M
London School of Economics (United Kingdom). Financial Markets Group

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--162) / BLDSC - ...

Consumption, aggregate wealth and expected stock returns

Lettau, M.
Ludvigson, S.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2223) / BLDSC - British Lib...

Investment trusts discounts and abnormal returns UK evidence

Cheng, A.
Copeland, L.
O'Hanlon, J.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.214405(9203) / BLDSC - British L...

Mean reversion in stock returns Evidence and implications

Abstract

Extracted data

Mean reversion in stock returns Evidence and implications

Abstract

Extracted data

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