An exposure-based analysis of property-liability insurer stock values around Hurricane Andrew

RP Lamb - Journal of Risk and Insurance, 1995 - JSTOR
It has been estimated that Hurricane Andrew caused more than $20 billion in damage in
Florida and Louisiana in August 1992. Property-liability insurers will bear much of the loss …

Dividends, earnings volatility and information

…, RA Zuber, JM Gandar, RP Lamb - Applied Financial …, 2009 - Taylor & Francis
It is generally accepted that a firm's dividend policy can provide information about its future
financial performance. Most studies link dividend policy with firm valuation; however, other …

Investor–fans? An examination of the performance of publicly traded English Premier League teams

RA Zuber*, P Yiu, RP Lamb… - Applied Financial …, 2005 - Taylor & Francis
This paper considers the game-related performance of the publicly traded teams in the
English Premier League. It is found that the price behaviour of the publicly traded soccer team …

An examination of market efficiency around hurricanes

RP Lamb - Financial Review, 1998 - Wiley Online Library
Hurricane Andrew produced more than $21.5 billion in property damage in Florida and
Louisiana. Hurricane Hugo caused about $7 billion in damage in North and South Carolina. …

The home field advantage revisited: a search for the bias in other sports betting markets

JM Gandar, RA Zuber, RP Lamb - Journal of Economics and Business, 2001 - Elsevier
Recent research describes a bias in the pricing of the home field advantage in the betting
market on National Football League games with a national focus (Monday night and playoff …

Don't lose sleep on it: a re-examination of the daylight savings time anomaly

RP Lamb, RA Zuber, JM Gandar - Applied Financial Economics, 2004 - Taylor & Francis
A recent study finds evidence of a new financial market anomaly linking daylight savings time
changes with market returns – spring and fall daylight savings time weekends are typically …

Insurer stock prices and market efficiency around the Los Angeles earthquake

RP Lamb, WF Kennedy - Journal of Insurance Issues, 1997 - JSTOR
It has been estimated that the earthquake that struck Los Angeles in January 1994 cost
Property-Casualty (P&C) insurers $9 billion in covered loss claims. However, in 1989, San …

The congressional calendar and stock market performance

RP Lamb, KC Ma, RD Pace, WF Kennedy - Financial Services Review, 1997 - Elsevier
This study reports on the existence of a curious calendar effect—a relationship between stock
market performance and the schedule of the US Congress. Almost the entire advance in …

Calendar anomalies in the stock returns of real estate investment trusts

DN Connors, ML Jackman, RP Lamb… - Briefings in Real …, 2002 - Wiley Online Library
Recurring behaviours of broad market stock returns around various calendar dates have
been widely documented in the finance literature. Some studies have exposed similar …

An optimal schedule for dollar cost averaging under different transaction costs

M Khouja, RP Lamb - International transactions in operational …, 1999 - Wiley Online Library
Dollar cost averaging is a popular habit adopted by investors who recognize the diffculty in
consistently timing the market. Recent technological innovations allow for the direct deposit of …