The intertemporal cross-price behavior of common stocks: Evidence and impications

The paper presents a measure of the intertemporal cross correlation between two time series and reports evidence of the presence of intertemporal cross dependence between the returns of NYSE stocks and those of the SP 500, showing that frequently traded stocks behave differently from stocks with thinner markets

A mean-standard deviation exposition of the theory of the firm under uncertainty

Presents a mean - standard deviation of the theory of the firm under uncertainty in graphical form

Why beta shifts as the return interval changes

The paper examines and explains why estimates of systematic risk (beta coefficient) shift the time-interval used to measure returns change

An assessment of risk in thinner markets: the Belgian case

This study uses the Market Model to assess the risk of securities in a thinner stock market, the Brussels Stock Exchange (Belgium) and compares the results to similar findings in French and U.S. stock exchanges

The future of business schools

A review of the challenges faced by business schools and how to deal with them

An assessment of risk in thinner markets: the Belgian case

This study uses the Market Model to assess the risk of securities in a thinner stock market, the Brussels Stock Exchange (Belgium) and compares the results to similar findings in French and U.S. stock exchanges

Why beta shifts as the return interval changes

The paper examines and explains why estimates of systematic risk (beta coefficient) shift the time-interval used to measure returns change