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1
Term structure of interest rates and the pricing of fixed income claims and bonds
Marsh, Terry Alan
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000878739
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2
Asset pricing model specification and the term structure evidence
Marsh, Terry Alan
-
1985
Persistent link: https://www.econbiz.de/10000684448
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3
On non-linear serial dependencies in stock returns
Marsh, Terry Alan
Persistent link: https://www.econbiz.de/10001265917
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4
Correlation in daily equity and fixed-income returns : implications for a cross-asset factor model
Marsh, Terry Alan
- In:
Innovations in investment management : cutting edge …
,
(pp. 113-133)
.
2008
Persistent link: https://www.econbiz.de/10003748871
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5
The pricing of Japanese equity warrants
Kuwahara, Hiroto
- In:
Management science : journal of the Institute for …
38
(
1992
)
11
,
pp. 1610-1641
Persistent link: https://www.econbiz.de/10001135942
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6
Trading activity and price behavior in the stock and stock index futures markets in october 1987
Gammill, James F.
- In:
The journal of economic perspectives : EP ; a journal …
2
(
1988
)
3
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001065163
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7
Dividend variability and variance bounds tests for the rationality of stock market prices
Marsh, Terry Alan
- In:
The American economic review
76
(
1986
)
3
,
pp. 483-498
Persistent link: https://www.econbiz.de/10001009882
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8
Non-trading, market making, and estimates of stock price volatility
Marsh, Terry Alan
- In:
Journal of financial economics
15
(
1986
)
3
,
pp. 359-372
Persistent link: https://www.econbiz.de/10001015196
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9
Dividend behavior for the aggregate stock market
Marsh, Terry Alan
- In:
The journal of business : B
60
(
1987
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10001023468
Saved in:
10
Variations in economic uncertainty and risk premiums on capital assets
Gennotte, Gerard
- In:
European economic review : EER
37
(
1993
)
5
,
pp. 1021-1041
Persistent link: https://www.econbiz.de/10001147374
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