Books by Terry A. Marsh
Stock Return Seasonalities and the Tax-Loss Selling Hypothesis
BIS capital regulations and Ja
BIS capital regulations and Japanese banks' bad loan problems
Japanese banks' bad loans
Japanese banks' bad loans
Exchange listing and liquidity
Exchange listing and liquidity
Asset pricing model specification and the term structure evidence
Dividend behavior for the aggregate stock market
Nontrading, market-making, and estimates of stock price volatiity
Nontrading, market-making, and estimates of stock price volatility
On Euler-equation restrictions on the temporal behavior of asset returns
Aggregate dividend behavior and its implications for tests of stock market rationality
Capital asset pricing model tests in a term structure context
Risk and return : a paradox?
Stochastic processes for inter
Stochastic processes for interest rates and equilibrium bond prices
New evidence on the nature of size related anomalies in stock prices