White Papers
Option-Enhanced Equity Investing
Principal Protection
Published Articles
Rolf W. Banz and William J. Breen, Sample-Dependent Results Using Accounting and Market Data: Some Evidence. Journal of Finance 41(1986), 779-793.
T. Daniel Coggin, Frank J. Fabozzi and Shafiqur Rahman, The investment performance of U.S. equity pension fund managers: An empirical investigation. Journal of Finance 48 (1993), 1039-1055.
William
J. Breen, Laurie Simon Hodrick and Robert A. Korajczyk, Predicting Equity
Liquidity. Management Science 48 (2002), 470-483.
Steven P. Clark, T. Daniel Coggin and Faith R. Neale, Mean reversion in net discount ratios: A study in the context of fractionally integrated models. Journal of Risk and Insurance 75 (2008), 231-247.
Steven P. Clark and T. Daniel Coggin, Trends, cycles and convergence in U.S. regional house prices. Journal of Real Estate Finance and Economics 39 (2009), 264-283.
Steven P. Clark and T. Daniel Coggin, Are U.S. stock prices mean reverting? Some new tests using fractional integration models with overlapping data and structural breaks. Empirical Economics 40 (2011), 373-391.
Steven P. Clark and T. Daniel Coggin, Was here a U.S. house price bubble? An econometric analysis using national and regional panel data. Forthcoming in The Quarterly Review of Economics and Finance , 2011.
