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EMPIRICAL EVIDENCE ON THE IMPACT OF THE BID-ASK SPREAD ON THE CHARACTERISTICS OF CRSP DAILY RETURNS
Venkatesh, P. C. - In: Journal of Financial Research 15 (1992) 2, pp. 113-125
Persistent link: https://www.econbiz.de/10010889630
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BOND REFUNDING IN EFFICIENT MARKETS: A DYNAMIC ANALYSIS WITH TAX EFFECTS
Chiang, Raymond C.; Narayanan, M. P. - In: Journal of Financial Research 14 (1991) 4, pp. 287-302
Persistent link: https://www.econbiz.de/10008518791
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INTEREST RATE HEDGING: AN EMPIRICAL TEST OF ALTERNATIVE STRATEGIES
Gay, Gerald D.; Kolb, Robert W.; Chiang, Raymond - In: Journal of Financial Research 6 (1983) 3, pp. 187-197
Persistent link: https://www.econbiz.de/10010889165
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INTEREST RATE RISK HEDGING FOR DUE-ON-SALE MORTGAGES WITH EARLY TERMINATION
Anderson, Gary; Chiang, Raymond - In: Journal of Financial Research 10 (1987) 2, pp. 133-142
Persistent link: https://www.econbiz.de/10010889447
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DURATION, IMMUNIZATION, AND HEDGING WITH INTEREST RATE FUTURES
Kolb, Robert W.; Chiang, Raymond - In: Journal of Financial Research 5 (1982) 2, pp. 161-170
Persistent link: https://www.econbiz.de/10010889473