MODELS OF STOCK RETURNS - A COMPARISON

[1] QUARTERLY DIVIDEND AND EARNINGS ANNOUNCEMENTS AND STOCKHOLDERS RETURNS - AN EMPIRICAL-ANALYSIS [J]. JOURNAL OF FINANCE, 1980, 35 (01) : 1 - 12

[2] A SIMPLIFIED JUMP PROCESS FOR COMMON-STOCK RETURNS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1983, 18 (01) : 53 - 65

[3] INFORMATION CONTENT OF ANNUAL EARNINGS ANNOUNCEMENTS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 : 67 - 92

[4] COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES [J]. JOURNAL OF BUSINESS, 1974, 47 (02) : 244 - 280

[5] INVESTIGATIONS OF NONSTATIONARITY IN PRICES [J]. JOURNAL OF BUSINESS, 1974, 47 (04) : 518 - 537

[6] MEASURING SECURITY PRICE PERFORMANCE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (03) : 205 - 258

[7] DIVIDEND INFORMATION, STOCK RETURNS AND MARKET EFFICIENCY .2. [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) : 297 - 330

[8] CHRISTIE A, 1983, INFORMATION ARRIVAL

[9] THE STOCHASTIC-BEHAVIOR OF COMMON-STOCK VARIANCES - VALUE, LEVERAGE AND INTEREST-RATE EFFECTS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1982, 10 (04) : 407 - 432

[10] SUBORDINATED STOCHASTIC-PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES [J]. ECONOMETRICA, 1973, 41 (01) : 135 - 155

[1] QUARTERLY DIVIDEND AND EARNINGS ANNOUNCEMENTS AND STOCKHOLDERS RETURNS - AN EMPIRICAL-ANALYSIS [J]. JOURNAL OF FINANCE, 1980, 35 (01) : 1 - 12

[2] A SIMPLIFIED JUMP PROCESS FOR COMMON-STOCK RETURNS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1983, 18 (01) : 53 - 65

[3] INFORMATION CONTENT OF ANNUAL EARNINGS ANNOUNCEMENTS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 : 67 - 92

[4] COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES [J]. JOURNAL OF BUSINESS, 1974, 47 (02) : 244 - 280

[5] INVESTIGATIONS OF NONSTATIONARITY IN PRICES [J]. JOURNAL OF BUSINESS, 1974, 47 (04) : 518 - 537

[6] MEASURING SECURITY PRICE PERFORMANCE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (03) : 205 - 258

[7] DIVIDEND INFORMATION, STOCK RETURNS AND MARKET EFFICIENCY .2. [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) : 297 - 330

[8] CHRISTIE A, 1983, INFORMATION ARRIVAL

[9] THE STOCHASTIC-BEHAVIOR OF COMMON-STOCK VARIANCES - VALUE, LEVERAGE AND INTEREST-RATE EFFECTS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1982, 10 (04) : 407 - 432

[10] SUBORDINATED STOCHASTIC-PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES [J]. ECONOMETRICA, 1973, 41 (01) : 135 - 155