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Expected return, realized return, and asset pricing tests
Elton, Edwin J. - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1199-1220
Persistent link: https://www.econbiz.de/10001395746
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Term premia and interest rate forecasts in affine models
Duffee, Greg - In: The journal of finance : the journal of the American … 57 (2002) 1, pp. 405-443
Persistent link: https://www.econbiz.de/10001650385
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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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Automation versus intermediation : evidence from treasuries going off the run
Barclay, Michael J.; Hendershott, Terrence; Kotz, Kenneth - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2395-2414
Persistent link: https://www.econbiz.de/10003378713
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The US Treasury buyback auctions : the cost of retiring illiquid bonds
Han, Bing; Longstaff, Francis A.; Merrill, Craig B. - In: The journal of finance : the journal of the American … 62 (2007) 6, pp. 2673-2693
Persistent link: https://www.econbiz.de/10003593799
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Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben; Benzoni, Luca - In: The journal of finance : the journal of the American … 65 (2010) 2, pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
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The determinants of long-term corporate debt issuances
Badoer, Dominique C.; James, Christopher M. - In: The journal of finance : the journal of the American … 71 (2016) 1, pp. 457-492
Persistent link: https://www.econbiz.de/10011561934
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Economic news and the impact of trading on bond prices
Green, Tracy Clifton - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1201-1234
Persistent link: https://www.econbiz.de/10002094778
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Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve
Brandt, Michael W.; Kavajecz, Kenneth A. - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2623-2654
Persistent link: https://www.econbiz.de/10002502852
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Do behavioral biases affect prices?
Coval, Joshua; Shumway, Tyler - In: The journal of finance : the journal of the American … 60 (2005) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10002645568