Peter J. Knez

affiliation not provided to SSRN

SCHOLARLY PAPERS

4

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TOTAL CITATIONS

1

Scholarly Papers (4)

1.

Portfolio Performance Measurement: Theory and Applications

REVIEW OF FINANCIAL STUDIES Vol. 9 No. 2
Posted: 20 May 1998
Zhiwu Chen and Peter J. Knez
University of Hong Kong, Faculty of Business Economics (HKU Business School) and affiliation not provided to SSRN

Abstract:

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2.

On the Robustness of Size and Book-to-Market in Cross- Sectional Regressions

J. OF FINANCE, Vol. 52 No. 4, September 1997
Posted: 30 Jul 1997
Peter J. Knez and Mark Ready
affiliation not provided to SSRN and University of Wisconsin Madison

Abstract:

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3.

Estimating the Profits from Trading Strategies

REVIEW OF FINANCIAL STUDIES, Vol. 9 No. 4
Posted: 15 Jan 1997
Peter J. Knez and Mark Ready
affiliation not provided to SSRN and University of Wisconsin Madison

Abstract:

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Measurement of Market Integration and Arbitrage

REVIEW OF FINANCIAL STUDIES, Vol 8 No 2, June 1995
Posted: 28 Jun 1995
Zhiwu Chen and Peter J. Knez
University of Hong Kong, Faculty of Business Economics (HKU Business School) and affiliation not provided to SSRN

Abstract:

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Measurement of Market Integration and Arbitrage

Posted: 12 Sep 1994
Zhiwu Chen and Peter J. Knez
University of Hong Kong, Faculty of Business Economics (HKU Business School) and affiliation not provided to SSRN

Abstract:

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