Follow
john m geppert
john m geppert
University of Nebraska Lincoln
No verified email
Title
Cited by
Cited by
Year
Long‐run diversification potential in emerging stock markets
RA DeFusco, JM Geppert, GP Tsetsekos
Financial Review 31 (2), 343-363, 1996
2191996
Long‐run diversification potential in emerging stock markets
RA DeFusco, JM Geppert, GP Tsetsekos
Financial Review 31 (2), 343-363, 1996
2191996
A statistical model for the relationship between futures contract hedging effectiveness and investment horizon length
JM Geppert
The Journal of Futures Markets (1986-1998) 15 (5), 507, 1995
1121995
An anatomy of trading strategies: evidence from China
H Zhou, J Geppert, D Kong
Emerging Markets Finance and Trade 46 (2), 66-79, 2010
302010
Financial disclosure, investor protection and stock market behavior: an international comparison
B Jirasakuldech, DM Dudney, TS Zorn, JM Geppert
Review of quantitative finance and accounting 37, 181-205, 2011
292011
Asset pricing models: A comparison
ER Lawrence, J Geppert, AJ Prakash
Applied Financial Economics 17 (11), 933-940, 2007
282007
Factor price equalization: a cointegration approach
TA Burgman, JM Geppert
Weltwirtschaftliches Archiv 129 (3), 472-487, 1993
211993
An analysis of the importance of S&P 500 discretionary constituent changes
JM Geppert, SI Ivanov, GV Karels
Review of Quantitative Finance and Accounting 37, 21-34, 2011
152011
An empirical analysis of the dynamic relation among investment, earnings and dividends
R A. DeFusco, L M. Dunham, J Geppert
Managerial Finance 40 (2), 118-136, 2014
102014
Mutually beneficial loan workouts
JM Geppert, GV Karels
Journal of Economics and Finance 16 (2), 103-118, 1992
101992
A variance decomposition analysis of the housing bubble
J Bredthauer, J Geppert
Journal of Real Estate Portfolio Management 19 (3), 235-253, 2013
92013
Testing purchasing power parity in the presence of transaction costs
M Pippenger, JM Geppert
Applied Economics Letters 4 (10), 611-614, 1997
91997
Analysis of the probability of deletion of S&P 500 companies: Survival analysis and neural networks approach
JM Geppert, SI Ivanov, GV Karels
The Quarterly Review of Economics and Finance 50 (2), 191-201, 2010
82010
Emerging capital markets: results from cointegration tests
R DeFusco, J Geppert, G Tsetsekos
The Annual Meeting of the Financial Management Association, 1993
71993
Is There a Presidential Puzzle?
RA DeFusco, JM Geppert, TS Zorn
FMA 2005 Annual Meeting, 2005
62005
An examination of the information content of S&P 500 index changes: Analysis of systematic risk
JM Geppert, SI Ivanov, GV Karels
Review of Accounting and Finance 10 (4), 411-426, 2011
52011
The beta anomaly? Stock’s quality matters
JM Geppert, L Zhao
Working Paper, 2018
42018
The Effect of Time‐Series and Cross‐Sectional Heterogeneity on Panel Unit Root Test Power
JM Geppert, TE Jares, AM Lavin
Journal of Financial Research 25 (3), 321-335, 2002
42002
Health care and the cross-section of US stock returns
BC Payne, JM Geppert
Journal of Economics and Finance 39, 153-170, 2015
32015
Do tax‐exempt yields adjust slowly to substantial changes in taxable yields?
D Dudney, J Geppert
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008
32008
The system can't perform the operation now. Try again later.
Articles 1–20