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Disambiguation of "Marsh, Terry A."

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Non-trading, market making, and estimates of stock price volatility

, and . Journal of Financial Economics, 15 (3): 359--372 (March 1986)

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Tim Marsh

Jane Terry

Erwin Terry

Ellen Terry

Terry Gregory

 

Other publications of authors with the same name

Surprise volume and heteroskedasticity in equity market returns, and . Quantitative Finance, 5 (2): 153--168 (2005)Measuring tail thickness under GARCH and an application to extreme exchange rate changes, and . Journal of Empirical Finance, 12 (1): 165--185 (January 2005)Stock return seasonalities and the tax-loss selling hypothesis : Analysis of the arguments and Australian evidence, , , and . Journal of Financial Economics, 12 (1): 105--127 (June 1983)Non-trading, market making, and estimates of stock price volatility, and . Journal of Financial Economics, 15 (3): 359--372 (March 1986)New evidence on the nature of size-related anomalies in stock prices, , and . Journal of Financial Economics, 12 (1): 33--56 (June 1983)On non-linear serial dependencies in stock returns. Journal of Econometrics, 30 (1-2): 289--296 (00 1985)Variations in economic uncertainty and risk premiums on capital assets, and . European Economic Review, 37 (5): 1021--1041 (June 1993)Chapter 9 Term structure of interest rates and the pricing of fixed income claims and bonds.. Finance, volume 9 of Handbooks in operations research and management science, Elsevier, (1995)