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publications

(37)   

• Common risk factors in the returns on stocks and bonds
  Eugene F. Fama and Kenneth R. French 33(1):3-561 February1993.
  to imported by deepgorge and 1 other person on Jul 21, 2006, 9:05 PM
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• Business Conditions and Expected Returns on Stocks and Bonds
  Eugene F. Fama and Kenneth R. French 25(1):23-49November1989.
  to imported by deepgorge and 1 other person on Jul 21, 2006, 9:05 PM
  BibTeX 
• Dividend Yields and Expected Stock Returns
  Eugene F. Fama and Kenneth R. French 22(1):3-25October1988.
  to imported by deepgorge and 1 other person on Jul 21, 2006, 9:05 PM
  BibTeX 
• Market Efficiency, Long-term Returns, and Behavioral Finance
  Eugene F. Fama 49(3):283-3061 September1998.
  to imported by deepgorge and 1 other person on Jul 21, 2006, 9:05 PM
  BibTeX 
• The Information in the Term Structure
  Eugene F. Fama (1984)
  to imported by deepgorge and 1 other person on Jul 21, 2006, 9:05 PM
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• The Motivation and Impact of Pension Fund Activism
  Diane Del Guercio and Jennifer Hawkins 52(3):293-3401 June1999.
  to imported by deepgorge and 1 other person on Jul 21, 2006, 8:00 PM
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• Returns to Contrarian Investment Strategies: Tests of Naive Expectations Hypotheses
  Patricia M. Dechow and Richard G. Sloan 43(1):3-271 January1997.
  to imported by deepgorge and 1 other person on Jul 21, 2006, 8:00 PM
  BibTeX 
• Testing for Market Timing Ability: A Framework for Forecast Evaluation
  Robert E. Cumby and David M. Modest January1987.
  to imported by deepgorge and 1 other person on Jul 21, 2006, 8:00 PM
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• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  Halbert White Econometrica48(4):817-838May1980.
  to imported by deepgorge on Jul 20, 2006, 12:25 PM
  BibTeX 
• Informational Equilibrium
  John Riley Econometrica(1979)
  to imported by deepgorge on Jul 20, 2006, 12:25 PM
  BibTeX 
• Spurious Periodicity in Inappropriately Detrended Time Series
  Charles R. Nelson and H. Kang Econometrica(1981)
  to imported by deepgorge on Jul 20, 2006, 12:25 PM
  BibTeX 
• A Theory of Auctions and Competitive Bidding
  Paul Milgrom and Robert Weber Econometrica(1982)
  to imported by deepgorge on Jul 20, 2006, 12:25 PM
  BibTeX 
• An Intertemporal Capital Asset Pricing Model
  Robert C. Merton Econometrica41(5):867-887September1973.
  to imported by deepgorge on Jul 20, 2006, 12:25 PM
  BibTeX 
• Optimal Auctions with Risk Averse Buyers
  Eric Maskin and John Riley Econometrica(1984)
  to imported by deepgorge on Jul 20, 2006, 12:25 PM
  BibTeX 
• Asset pricing in Economies with Frictions
  Erzo. G. J. Luttmer Econometrica64(6):1439-1467(1996)
  to imported by deepgorge on Jul 20, 2006, 12:25 PM
  BibTeX 
• Asset Prices in an Exchange Economy
  Robert E. Lucas Econometrica46(6):1429-1445November1978.
  to imported by deepgorge and 1 other person on Jul 20, 2006, 12:25 PM
  BibTeX 
• Continuous Auctions and Insider Trading
  Albert S. Kyle Econometrica(1985)
  to imported by deepgorge and 1 other person on Jul 20, 2006, 12:25 PM
  BibTeX 
• Sequential Equilibria
  David Kreps and Robert Wilson Econometrica(1982)
  to imported by deepgorge on Jul 20, 2006, 12:25 PM
  BibTeX 
• Estimating Vector Autoregression with Panel Data
  D. Holtz-Eakin and W. Newey and H. Rosen Econometrica(1988)
  to imported by deepgorge on Jul 20, 2006, 12:25 PM
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• An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
  John C. Heaton Econometrica(1995)
  to imported by deepgorge on Jul 20, 2006, 12:25 PM
  BibTeX