REIT Momentum and Characteristic-Related REIT Returns von Goebel, Paul R., Harrison, David M., Mercer, Jeffrey M., Whitby, Ryan J.

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Is Fed Policy Still Relevant for Investors? von Conover, C. Mitchell, Jensen, Gerald R., Johnson, Robert R., Mercer, Jeffrey M.

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The U.S. housing price bubble: Bernanke versus Taylor von Fitwi, Abrar M., Hein, Scott E., Mercer, Jeffrey M.

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New Evidence on Size and Price-to-Book Effects in Stock Returns von Jensen, Gerald R., Johnson, Robert R., Jeffrey M. Mercer

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Business conditions, monetary policy, and expected security returns von Jensen, Gerald R., Mercer, Jeffrey M., Johnson, Robert R.

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Price Discovery in the Treasury-Bill When-Issued Market von Mercer, Jeffrey M., Moore, Mark E., Whitby, Ryan J., Winters, Drew B.

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Efficient use of commodity futures in diversified portfolios von Jensen, Gerald R., Johnson, Robert R., Mercer, Jeffrey M.

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Security markets and the information content of monetary policy turning points von Jensen, Gerald R., Mercer, Jeffrey M.

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Monetary Policy and the Cross-Section of Expected Stock Returns von Jensen, Gerald R., Mercer, Jeffrey M.

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MONETARY POLICY INDICATORS AS PREDICTORS OF STOCK RETURNS von Becher, David A., Jensen, Gerald R., Mercer, Jeffrey M.

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ARE TREASURY INFLATION PROTECTED SECURITIES REALLY TAX DISADVANTAGED? von Hein, Scott E., Mercer, Jeffrey M.

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Announcement von Hein, Scott E, Mercer, Jeffrey M, Winters, Drew B

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New Evidence on Optimal Asset Allocation von Jensen, Gerald R., Mercer, Jeffrey M.

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Announcement von Hein, Scott E., Mercer, Jeffrey M., Winters, Drew B.

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Announcement von Hein, Scott E., Mercer, Jeffrey M., Winters, Drew B.

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Announcement von Hein, Scott E, Mercer, Jeffrey M, Winters, Drew B

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Announcement von Hein, Scott E., Mercer, Jeffrey M., Winters, Drew B.

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Announcement von Hein, Scott E., Mercer, Jeffrey M., Winters, Drew B.

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Announcement von Hein, Scott E., Mercer, Jeffrey M., Winters, Drew B.

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Announcement von Hein, Scott E., Mercer, Jeffrey M., Winters, Drew B.

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