Criteria for choice among risky ventures

HA Latane - Journal of Political Economy, 1959 - journals.uchicago.edu
problem of how to make rational choices among strategies in situations involving uncertainty.
Such choices can be expressed through payout matrices stated in terms of some measure …

Standard deviations of stock price ratios implied in option prices

HA Latane, RJ Rendleman - The Journal of Finance, 1976 - JSTOR
370 The Journal of Finance deviations (WISDs) are used as the basis for many of the empirical
tests in this paper. Specifically (a) we explore the usefulness of the WISD in reducing risk …

Empirical anomalies based on unexpected earnings and the importance of risk adjustments

RJ Rendleman Jr, CP Jones, HA Latane - Journal of Financial economics, 1982 - Elsevier
… with the authors, Reinganum points out that the 566 stock sample came from a sample of
577 stocks provided to him by Latane and Jones. Eleven of the original companies were …

Standardized unexpected earnings--1971-77

HA Latane, CP Jones - The journal of Finance, 1979 - JSTOR
A RECENT ARTICLE IN this journal [5] measured the informational content of quarterly
earnings reports and the effects of this information on stock prices. The empirical evidence …

Income velocity and interest rates: A pragmatic approach

HA Latane - The Review of Economics and Statistics, 1960 - JSTOR
PpT HIS paper is a review of the relationship between income velocity (and its reciprocal-proportionate
cash balances) and longterm high-grade interest rates, first stated in an article …

Further insight into the standardized unexpected earnings anomaly: Size and serial correlation effects

RJ Rendleman Jr, CP Jones, HA Latané - Financial Review, 1987 - Wiley Online Library
Studying size and serial correlation effects, the authors examine why portfolios selected on
the basis of standardized unexpected earnings (SUEs) exhibit excess returns. Results of the …

Criteria for portfolio building

HA Latane, DL Tuttle - The Journal of Finance, 1967 - JSTOR
Wn= J7JRnj (1.2) j= 1 where j is a state of nature representing the occurrence of a specific
return on the portfolio and this return is raised to a power (ni) which represents the number of …

Standardized unexpected earnings--a progress report

HA Latane, CP Jones - The Journal of Finance, 1977 - JSTOR
We use three month holding period returns (HPR) to measure stock price changes and
hypothesize that there is a significant cross-section relationship between SUE and HPR. That is, …

Test of portfolio building rules

HA Latane, WE Young - The Journal of Finance, 1969 - JSTOR
… On the other ha fectly correlated there would be no reduction in sta portfolio size is increased.
The standard deviation of the package of stocks depends on the intercorrelations among …

Cash Balances and the Interest Rate--A Pragmatic Approach

HA Latane - The Review of Economics and Statistics, 1954 - JSTOR
T HIS paper is concerned with the interrela-tions of cash balances, that is, demand de-posits
adjusted plus currency in circulation (M), national income in current dollars (Y), and long-…