Details about Gabriel Hawawini

Access statistics for papers by Gabriel Hawawini.

Last updated 2009-07-12. Update your information in the RePEc Author Service.

Short-id: pha326

Working Papers

1997

1. The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings
   INSEAD, INSEAD, Centre for the Management of Environmental Resources. The European Institute of Business Administration. View citations
   Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations

1978

2. A mean-standard deviation exposition of the theory of the firm under uncertainty
   MPRA Paper, University Library of Munich, Germany

Undated

3. A Look at the Validity of the CAPM in Light of Equity Market Anomalies: The Case of Belgian Common Stocks
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
4. Market Efficiency and Equity Pricing: International Evidence and Implications for Global Investing
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
   Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
5. On the Predictability of Common Stock Returns: World-Wide Evidence (Revised: 22-94)
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations
6. On the Predictability of Common Stock Returns: World-Wide Evidence (Revision of 23-92) (Reprint 054)
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
7. Seasonality, Size Premium and the Relationship Between the Risk and the Return of French Common Stocks
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations
   Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research

Journal Articles

1994

1. Equity price behavior: Some evidence from markets around the world
   Journal of Banking & Finance, 1994, 18, (4), 603-620 View citations

1993

2. MYTHS AND REALITIES OF THE GLOBAL CAPITAL MARKET: LESSONS FOR FINANCIAL MANAGERS
   Journal of Applied Corporate Finance, 1993, 6, (3), 81-90

1987

3. Seasonality in the Risk-Return Relationship: Some International Evidence
   Journal of Finance, 1987, 42, (1), 49-68 View citations

1986

4. The geometry of risk aversion: A Pedagogic note
   Journal of Economics and Business, 1986, 38, (2), 93-104

1985

5. New evidence on beta stationarity and forecast for belgian common stocks
   Journal of Banking & Finance, 1985, 9, (4), 553-560

1984

6. On the relationship between Macaulay's bond duration and the term to maturity
   Economics Letters, 1984, 16, (3-4), 331-337
7. Uncertainty and the Production Decisions of Owner-Managed and Labor-Managed Firms
   Oxford Economic Papers, 1984, 36, (1), 119-30

1983

8. Friction in the trading process and the estimation of systematic risk
   Journal of Financial Economics, 1983, 12, (2), 263-278 View citations
9. Temporal aggregation and the strength of the association between securities' risk and return
   Economics Letters, 1983, 11, (3), 269-278
10. The effect of production uncertainty on the labor-managed firm
    Journal of Comparative Economics, 1983, 7, (1), 25-42

1982

11. The pricing of risky assets on the Belgian stock market
    Journal of Banking & Finance, 1982, 6, (2), 161-178
12. Yield Approximations: A Historical Perspective
    Journal of Finance, 1982, 37, (1), 145-56

1980

13. An Analytical Examination of the Intervaling Effect on Skewness and Other Moments
    Journal of Financial and Quantitative Analysis, 1980, 15, (05), 1121-1127
14. Evidence of Intertemporal Systematic Risks in the Dailty Price Movements of NYSE and AMEX Common Stocks
    Journal of Financial and Quantitative Analysis, 1980, 15, (02), 331-339
15. Intertemporal Cross-Dependence in Securities Daily Returns and the Short-Run Intervaling Effect on Systematic Risk
    Journal of Financial and Quantitative Analysis, 1980, 15, (01), 139-149 View citations
16. Multiple variable factors, demand uncertainty, and the cooperative firm
    Economics Letters, 1980, 5, (1), 15-19
17. Temporal aggregation and the estimation of the market price of risk
    Economics Letters, 1980, 5, (2), 165-170

1979

18. The time-covariance function: Properties and application
    Economics Letters, 1979, 2, (3), 235-238

1978

19. A note on temporal aggregation and serial correlation
    Economics Letters, 1978, 1, (3), 237-242