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Garrett, Ian's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,144 |
Total
Citations
17 |
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1.
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Winter Blues and Time Variation in the Price of Risk
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Kamstra, Mark J.
York University - Schulich School of Business Kramer, Lisa A.
University of Toronto - Rotman School of Management Garrett, Ian
Manchester Business School
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Posted:
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18 Jul 03
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Last Revised:
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28 Feb 04
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540
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17
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Kamstra, Mark J.
York University - Schulich School of Business Kramer, Lisa A.
University of Toronto - Rotman School of Management Garrett, Ian
Manchester Business School
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Stock market seasonality, conditional CAPM, time-varying risk aversion, behavioral finance, seasonal affective disorder
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Kamstra, Mark J.
York University - Schulich School of Business Kramer, Lisa A.
University of Toronto - Rotman School of Management Garrett, Ian
Manchester Business School
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540
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17
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stock market seasonality, Conditional CAPM, time-varying risk aversion, behavioral finance, Seasonal Affective Disorder
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2.
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Charalambakis, Evangelos
affiliation not provided to SSRN Espenlaub, Susanne
University of Manchester - Manchester Business School Garrett, Ian
Manchester Business School
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295
(49,162)
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Capital structure, Dynamic Tradeoff theory, Endogeneity, Corporate tax status, Financial distress
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3.
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Garrett, Ian
Manchester Business School Priestley, Richard
Norwegian Business School
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209
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dividend growth, predictability, cash flow news, discount rate news
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4.
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Garrett, Ian
Manchester Business School Hyde, Stuart
University of Manchester - Manchester Business School Lozano, Martin
Post Doctoral Research Fellow
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04 Feb 11
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Last Revised:
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26 Nov 11
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100
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Empirical Asset Pricing, Factor Models, Financial Econometrics, Generalized Method of Moments, Stochastic Discount Factor, Beta Pricing
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5.
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Priestley, Richard
Norwegian Business School Garrett, Ian
Manchester Business School
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Records 1 -
5
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