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Modeling the bid/ask spread : measuring the inventory-holding premium
Bollen, Nicolas P. B.; Smith, Tom; Whaley, Robert E. - In: Journal of financial economics 72 (2004) 1, pp. 97-141
Persistent link: https://www.econbiz.de/10001997290
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The monotonicity of the term premium : another look
Richardson, Matthew - In: Journal of financial economics 31 (1992) 1, pp. 97-105
Persistent link: https://www.econbiz.de/10001133531
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Is the "ex ante" risk premium always positive? : A new approach to testing conditional asset pricing models
Boudoukh, Jacob - In: Journal of financial economics 34 (1993) 3, pp. 387-408
Persistent link: https://www.econbiz.de/10001153606
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Is the ex ante risk premium always positive? A new approach to testing conditional asset pricing models
Roudoukh, Jacob; Richardson, Matthew; Smith, Tom - In: Journal of financial economics 34 (1993) 3, pp. 357-372
Persistent link: https://www.econbiz.de/10006540153
Cover Image
Modeling the bid-ask spread: measuring the inventory-holding premium
Bollen, Nicolas P.B.; Smith, Tom; Whaley, Robert E. - In: Journal of financial economics 72 (2004) 1, pp. 97-142
Persistent link: https://www.econbiz.de/10006504734