… Hawawini, GA, 1977. On the time behavior of financial parameters: An investigation of the …
Hawawini, GA, 1980, lntertemporal cross dependence in securities daily returns and the short…

THE MAJOR BODY of literature in financial economics has assumed a frictionless trading
process (much as Newtonian mechanics modeled the movement of point masses in a perfect …

… empirically and theoretically, for continuously compounded returns (see Hawawini [12]). …
HAWAWINI, GA, "On the Time Behavior of Financial Parameters: An Investigation of the Intervall…

In his paper in this Review, Agnar Sandmo derived a set of major conclusions indicating that
a competitive firm behaves differently under uncertainty than in a world of certainty. Hayne …

Statistical estimates of securities' systematic risk and the Market Model R2 are not invariant
to the length of the differencing interval over which securities' returns are measured. This …

The purpose of this paper is to demonstrate mathematically that the skewness of securities'
returns--the ratio of the third moment to the standard deviation cubed--is sensitive to the …

In this study we examine the relationship between average monthly returns and risk for
portfolios of common stocks traded on the London Stock Exchange (LSE). We test the validity of …

… , to the best of the authors’ knowledge, only one study (Hawawini and Michel, 1982) has used
the recent methodology developed by … In this respect see the work of Hawawini and Vora …

… GA Hawawini and PA Michel, Risky assets on Belgian stock … GA Hawawini and PA Michel,
Risky assets on Belgian stock … GA Hawawini and PA Michel, Risky assets on Belgian stock …

… 1 See for example the latest contributions of Mahoney 15 and Hawawini and Vora 9. …
Some of the contributions cited in this paper have been reproduced in Hawawini and Vora 10. …