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1.
A new empirical perspective on the capm by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1981
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2.
Market microstructure and asset pricing: An empirical investigation of NYSE and NASDAQ securities by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1990
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3.
The seasonal behavior of the liquidity premium in asset pricing by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1993
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4.
The puzzling price behavior of treasury bills that mature at the turn of calendar months by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1986
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5.
Investor preference for large firms: new evidence on economies of size by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1983
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6.
The arbitrage pricing theory: Some empirical results by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1981
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7.
Forward and future prices: evidence from the foreign exchange markets by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1981
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8.
Elroy Dimson, editor. stock market anomalies by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1989
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