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An empirical examination of the intraday volatility in euro-dollar rates

Cyree, Ken B.; Griffiths, Mark D.; Winters, Drew B. - In: The Quarterly Review of Economics and Finance 44 (2004) 1, pp. 44-57

Persistent link: https://www.econbiz.de/10005388473

What do bank acquirers value in non-public bank mergers and acquisitions?

Cyree, Ken B. - In: The Quarterly Review of Economics and Finance 50 (2010) 3, pp. 341-351

This study investigates what target, market, and acquirer characteristics influence book value multiples in 288 non-public bank acquisitions from 2001 Q3 to 2005 Q4. Multiples rise with acquirer size and capital ratios. Targets with high proportions of industry-adjusted core and large deposits...

Persistent link: https://www.econbiz.de/10008872531

The effect of auctions on daily treasury-bill volatility

Hughes, Michael P.; Smith, Stanley D.; Winters, Drew B. - In: The Quarterly Review of Economics and Finance 48 (2008) 1, pp. 48-60

Persistent link: https://www.econbiz.de/10005540536

A profitable trading rule for net borrowers on settlement Wednesday

Brown, Craig R.; Griffiths, Mark D.; Hansen, Wayne E.; … - In: The Quarterly Review of Economics and Finance 39 (1999) 1, pp. 129-146

Persistent link: https://www.econbiz.de/10005394545