Chris Lamoureux
Chris Lamoureux
Verified email at arizona.edu - Homepage
Title
Cited by
Cited by
Year
Heteroskedasticity in stock return data: Volume versus GARCH effects
CG Lamoureux, WD Lastrapes
The journal of finance 45 (1), 221-229, 1990
17231990
Persistence in variance, structural change, and the GARCH model
CG Lamoureux, WD Lastrapes
Journal of Business & Economic Statistics 8 (2), 225-234, 1990
14751990
Forecasting stock-return variance: Toward an understanding of stochastic implied volatilities
CG Lamoureux, WD Lastrapes
The Review of Financial Studies 6 (2), 293-326, 1993
8141993
The market reaction to stock splits
CG Lamoureux, P Poon
The journal of finance 42 (5), 1347-1370, 1987
5731987
Endogenous trading volume and momentum in stock-return volatility
CG Lamoureux, WD Lastrapes
Journal of Business & Economic Statistics 12 (2), 253-260, 1994
3031994
Firm size and turn‐of‐the‐year effects in the OTC/NASDAQ market
CG Lamoureux, GC Sanger
The Journal of Finance 44 (5), 1219-1245, 1989
1501989
Estimation of stable-law parameters: A comparative study
V Akgiray, CG Lamoureux
Journal of Business & Economic Statistics 7 (1), 85-93, 1989
1051989
When it's not the only game in town: The effect of bilateral search on the quality of a dealer market
CG Lamoureux, CR Schnitzlein
The Journal of Finance 52 (2), 683-712, 1997
681997
Market effects of changes in the Standard & Poor's 500 index
CG Lamoureux, JW Wansley
Financial Review 22 (1), 53-69, 1987
671987
Empirical analysis of the yield curve: The information in the data viewed through the window of cox, ingersoll, and ross
CG Lamoureux, HD Witte
The Journal of Finance 57 (3), 1479-1520, 2002
622002
Temporary components of stock returns: what do the data tell us?
CG Lamoureux, G Zhou
The Review of Financial Studies 9 (4), 1033-1059, 1996
581996
Variations in stock returns: Asymmetries and other patterns
C Lamoureux, SK Panikkath
Unpublished working paper. University of Arizona, 1994
321994
The relevance of the distributional form of common stock returns to the construction of optimal portfolios
GM Frankfurter, CG Lamoureux
Journal of Financial and Quantitative Analysis, 505-511, 1987
161987
The pricing of when‐issued securities
CG Lamoureux, JW Wansley
Financial Review 24 (2), 183-198, 1989
141989
Dividends, taxes, and normative portfolio theory
CG Lamoureux
Journal of Economics and Business 42 (2), 121-131, 1990
111990
Information in option prices and the underlying asset dynamics
CG Lamoureux, A Paseka
Working Paper, University of Arizona, 2009
82009
Option Listing Does Not Affect the Variance of the Underlying Stock: A Cautionary Tale
CG Lamoureux
71991
ESTIMATION AND SELECTION BIAS IN MEAN‐VARIANCE PORTFOLIO SELECTION
GM Frankfurter, CG Lamoureux
Journal of Financial research 12 (2), 173-181, 1989
71989
Stock selection and timing—A new look at market efficiency
GM Frankfurter, CG Lamoureux
Journal of Business Finance & Accounting 15 (3), 385-400, 1988
61988
Microstructure with multiple assets: an experimental investigation into direct and indirect dealer competition
CG Lamoureux, CR Schnitzlein
Journal of Financial Markets 7 (2), 117-143, 2004
52004
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