15 books
Asset Pricing Model Specification and the Term Structure Evidence (Classic Reprint)
On Euler-Equation Restrictions on the Temporal Behavior of Asset Returns (Classic Reprint)
Nontrading, Market-Making, and Estimates of Stock Price Volatility (Classic Reprint)
Capital Asset Pricing Model Tests in a Term Structure Context (Classic Reprint)
New Evidence on the Nature of Size
Stock Return Seasonalities and the "Tax-Loss Selling" Hypothesis: Analysis of the Arguments and Australian Evidence (Large Text Classic Reprint)
Dividend Behavior for the Aggregate Stock Market (Classic Reprint)
Stock Return Seasonalities and the Tax-Loss Selling Hypothesis
On Euler-Equation Restrictions on the Temporal Behavior of Asset Returns
Risk and Return
New Evidence on the Nature of Size Related Anomalies in Stock Prices
Nontrading, Market-Making, and Estimates of Stock Price Volatility
Nontrading, Market-Making, and Estimates of Stock Price Volatiity
Dividend Behavior for the Aggregate Stock Market
Capital Asset Pricing Model Tests in a Term Structure Context