Essays on persistence in growth rates and the success of the British Premium Bond
Explore this paper's citation graph
- Published
- 2014-09-05
- Cited by
- 0
- References
- 37
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:150610997
References
- Early warning of bank failure: A logit regression approach
- Which Optimal Design For LLDAs
- In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
- Does the Stock Market Overreact to Corporate Earnings Information
- The Valuation of Nonsystematic Risks and the Pricing of Swedish Lottery Bonds
- Estimating and Interpreting Forward Interest Rates: Sweden 1992-1994
- SOME TIME SERIES PROPERTIES OF ACCOUNTING INCOME
- An Introduction To Risk And Return From Common Stocks
- Parsimonious modeling of yield curves
- Dividend yields and expected stock returns
- Bettors Love Skewness, Not Risk, at the Horse Track
- Size, Seasonality, and Stock Market Overreaction
- Premium Bonds-A Postscript
- Expectations and the Cross-Section of Stock Returns
- Preferences Toward Risk and Asset Prices: Evidence from Russian Lottery Bonds
- Premium Bonds-The Effect of the Price Structure
- RISK AVERSION IN THE SMALL AND IN THE LARGE
- European Tax Arbitrage with Risk and Efiort Aversion The Case of Swedish Lottery Bonds
Cited by
No citing papers recorded for this paper.
Related papers
No related papers recorded.