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Are liquidity and information risks priced in the treasury bond market?
Li, Haitao; Wang, Junbo; Wu, Chunchi; He, Yan - In: The journal of finance : the journal of the American … 64 (2009) 1, pp. 467-503
Persistent link: https://www.econbiz.de/10003853125
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Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.; Li, Haitao; Zhao, Feng - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
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Unspanned stochastic volatility : evidence from hedging interest rate derivatives
Li, Haitao; Zhao, Feng - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 341-378
Persistent link: https://www.econbiz.de/10003302340
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Regulation fair disclosure and earnings information : market, analyst, and corporate responses
Bailey, Warren; Li, Haitao; Mao, Connie X.; Zhong, Rui - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2487-2514
Persistent link: https://www.econbiz.de/10001845825
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Survival bias and the equity premium puzzle
Li, Haitao; Xu, Yuewu - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 1981-1996
Persistent link: https://www.econbiz.de/10001709392
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Interest Rate Caps "Smile" Too! But Can the LIBOR Market Models Capture the Smile?
Jarrow, Robert; Li, Haitao; Zhao, Feng - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 345-382
Persistent link: https://www.econbiz.de/10007396566
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Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives
Li, Haitao; Zhao, Feng - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 341-378
Persistent link: https://www.econbiz.de/10006543665
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Regulation Fair Disclosure and Earnings Information: Market, Analyst, and Corporate Responses
Bailey, Warren; Li, Haitao; Mao, Connie X.; Zhong, Rui - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2487-2514
Persistent link: https://www.econbiz.de/10006553504
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Survival Bias and the Equity Premium Puzzle
Li, Haitao; Xu, Yuewu - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 1981-1996
Persistent link: https://www.econbiz.de/10006558781
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Are Liquidity and Information Risks Priced in the Treasury Bond Market?
Li, Haitao; Wang, Junbo; Wu, Chunchi; He, Yan - In: The journal of finance : the journal of the American … 64 (2009) 1, pp. 467-504
Persistent link: https://www.econbiz.de/10008169963