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publications

(8)   

• Is the foreign exchange market [`]risky'?: Some new survey-based results
  Ronald MacDonald Journal of Multinational Financial Management10(1):1--14Jan2000.
  to risk premia Exchange by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Risk premia on foreign exchange: a direct approach
  Kyung-Chun Mun and George Emir Morgan Journal of Multinational Financial Management13(3):231--250Jul2003.
  to Risk premia by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• A multivariate GARCH model of risk premia in foreign exchange markets
  Dimitrios Malliaropulos Economic Modelling14(1):61--79Jan1997.
  to exchange premia Risk foreign markets in by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Foreign exchange market efficiency revisited
  Jyh-Lin Wu and Show-Lin Chen Journal of International Money and Finance17(5):831--838Oct1998.
  to Forward premia by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Three analyses of the firm size premium
  Joel L. Horowitz and Tim Loughran and N. E. Savin Journal of Empirical Finance7(2):143--153Aug2000.
  to Size premia by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Expected returns and expected dividend growth
  Martin Lettau and Sydney C. Ludvigson Journal of Financial Economics76(3):583--626Jun2005.
  to premia Risk by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• Does the market react differently to domestic and foreign takeover announcements?: Evidence from the U.S. chemical and retail industries
  Kathryn L. Dewenter Journal of Financial Economics37(3):421--441Mar1995.
  to premia Takeover by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• Takeover bids and the relative prices of shares that differ in their voting rights
  Kristian Rydqvist Journal of Banking \& Finance20(8):1407--1425Sep1996.
  to premia Voting by smicha on Apr 22, 2008, 1:53 PM
  URL | BibTeX