The accounting profession requires that firms disaggregate net income into specific
components. Despite the widespread assumption that earnings disaggregation is important for …

Filter rule profits found in foreign exchange markets in the early days of the current managed
float persist in later periods, as shown by statistical tests developed and implemented here. …

Extremely large negative 10‐day rates of return are followed on average by larger‐than‐expected
positive rates of return over following days. This price adjustment lasts approximately …

… When the x test is applied to Rj rather than the excess return Rj — i, the x' statistic can be …
i), where RjiTI is the sample average for Rj for days "in" and Rj for all days, and similarly for iin …

This paper addresses the issue of whether firms are required to pay an ex ante premium to
investors for bearing the risk of interest‐rate changes. A two‐factor APT model with the …

Recent evidence supports the notion that capital markets are substantially integrated in a
return/systematic risk sense [1, 12]. Other studies show that investors can reduce the total level …

… [18] RJ Sweeney, TJ Falloon and DH Green, Experimental constraints on the possible mantle
… Sweeney, The origin of group II kimberlites: a high pressure experimental study, in prep. …

… reversion in real exchange rates: P Jorion and RJ Sweeney … reversion in real exchange
rates: P Jorion and RJ Sweeney … reversion in real exchange rates: P Jorion and RJ Sweeney …

The precise timing of metasomatic events in the Kaapvaal craton lithospheric mantle is
poorly constrained and therefore it has proven difficult to relate mantle metasomatism in the …

Analysis of silicate minerals equilibrated at high pressure with silicate- (clinopyroxene) and
carbonatite-melts (olivine, orthopyroxene, clinopyroxene, garnet, phlogopite) using proton- …