Do common risk factors in the returns on stocks and bonds explain returns on REITs?

JD Peterson, CH Hsieh - Real Estate Economics, 1997 - Wiley Online Library
The monthly returns on equity and mortgage real estate investment trusts (REITs) are analyzed
over the period July 1976 to December 1992. The results indicate that risk premiums on …

An empirical analysis of common stock delistings

GC Sanger, JD Peterson - Journal of Financial and Quantitative …, 1990 - cambridge.org
This paper presents an empirical analysis of firms that are delisted from a major stock
exchange. The delisting process is described and stock price movements surrounding delisting …

Studies on the conversion of proinsulin to insulin: I. Conversion in vitro with trypsin and carboxypeptidase B

W Kemmler, JD Peterson, DF Steiner - Journal of Biological Chemistry, 1971 - Elsevier
Proinsulin can be rapidly and quantitatively cleaved by a combination of pancreatic trypsin
and carboxypeptidase B in vitro to yield intact insulin, the C-peptide, and free arginine and …

Full-information industry betas

PD Kaplan, JD Peterson - Financial Management, 1998 - JSTOR
The process of estimating an industry cost of capital is complicated by the fact that many
firms operate in multiple industries. Conglomerates are typically excluded from a pure-play …

Studies on human proinsulin: Isolation and amino acid sequence of the human pancreatic C-peptide

PE Oyer, S Cho, JD Peterson, DF Steiner - Journal of Biological Chemistry, 1971 - Elsevier
Human proinsulin C-peptide has been extracted from human pancreas with acid-ethanol
and purified by means of gel filtration, carboxymethyl-cellulose chromatography, paper …

Determination of the amino acid sequence of the monkey, sheep, and dog proinsulin C-peptides by a semi-micro Edman degradation procedure

JD Peterson, S Nehrlich, PE Oyer, DF Steiner - Journal of biological …, 1972 - Elsevier
Proinsulin C-peptides were isolated from the pancreas of the green monkey, sheep, and
dog by established procedures. The amino acid sequences of these peptides have been …

Explaining the performance of domestic equity mutual funds

JD Peterson, PA Petranico, MW Riepe… - The Journal of …, 2001 - pm-research.com
Using data over 1992Q1–2000Q1, the authors evaluate the ability of various publicly
available mutual fund attributes to explain subsequent domestic equity fund returns. Risk and …

[PDF][PDF] Estimates of small-stock betas are much too low

…, PD Kaplan, JD Peterson - Journal of portfolio …, 1997 - researchgate.net
The authors adjust estimates of systematic risk, betas, for cross-autocorrelations in security
returns. They show that substantial positive adjustments to beta are necessary for small firms. …

The structure of bovine proinsulin

C Nolan, E Margoliash, JD Peterson… - Journal of Biological …, 1971 - Elsevier
Several insulin-related substances, comprising 1 to 2% of the total protein, were isolated
from commercial crystalline bovine insulin. The main components of this mixture were: the 81-…

Monetary policy, aggregate uncertainty, and the stock market

GW Boyle, JD Peterson - Journal of Money, Credit and Banking, 1995 - JSTOR
JAMES D. PETERSON is assistant professor of finance at the University of Notre Dame. …
Thus, period t real dividends can also be written as d,-M,_ 1 IP, …