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"The first shall be last". Size and value strategy premia at the London Stock Exchange
Bagella, Michele; Becchetti, Leonardo; Carpentieri, Andrea - In: Journal of banking & finance 24 (2000) 6, pp. 893-919
Persistent link: https://www.econbiz.de/10001482826
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The determinants of option-adjusted delta credit spreads : a comparative analysis of the United States, the United Kingdom and the Euro area
Becchetti, Leonardo; Carpentieri, Andrea; Hasan, Iftekhar - 2009
Persistent link: https://www.econbiz.de/10003903585
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Option-adjusted delta credit spreads : a cross-country analysis
Becchetti, Leonardo; Carpentieri, Andrea; Hasan, Iftekhar - In: European financial management : the journal of the … 18 (2012) 2, pp. 183-217
Persistent link: https://www.econbiz.de/10009531492
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The (corporate) equity risk premium/(corporate) bond risk premium nexus in the US market
Becchetti, Leonardo; Carpentieri, Andrea; Ciciretti, Rocco - In: Transparency governance and markets, (pp. 247-265). 2006
Persistent link: https://www.econbiz.de/10003359718
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The determinants of option adjusted delta credit spreads : a comparative analysis on US, UK and the Eurozone
Becchetti, Leonardo; Carpentieri, Andrea; Hasan, Iftekhar - 2009
Persistent link: https://www.econbiz.de/10003943102
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The determinants of option adjusted delta credit spreads: A comparative analysis on US, UK and the Eurozone
Becchetti, Leonardo; Carpentieri, Andrea; Hasan, Iftekhar - Center for Economic Institutions, Institute of Economic … - 2009
We analyse the determinants of the variation of option adjusted credit spreads (OASs) on a unique database which enlarges the traditional scope of the analysis to more disaggregated indexes (combining industry, grade and maturity levels), new variables (volumes of sales and purchases of...
Persistent link: https://www.econbiz.de/10008548299
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The determinants of option-adjusted delta credit spreads: a comparative analysis of the United States, the United Kingdom and the euro area
Becchetti, Leonardo; Carpentieri, Andrea; Hasan, Iftekhar - Suomen Pankki - 2009
We analyse the determinants of the variation of option-adjusted credit spreads (OASs) on a unique database that enlarges the traditional scope of analysis to more disaggregated indexes (combining industry, grade and maturity levels), new variables (volumes of sales and purchases of institutional...
Persistent link: https://www.econbiz.de/10008509440
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"The first shall be last". Size and value strategy premia at the London Stock Exchange
Bagella, Michele; Becchetti, Leonardo; Carpentieri, Andrea - In: Journal of Banking & Finance 24 (2000) 6, pp. 893-919
Persistent link: https://www.econbiz.de/10005194452
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The determinants of option-adjusted delta credit spreads: a comparative analysis of the United States, the United Kingdom and the euro area
Becchetti, Leonardo; Carpentieri, Andrea; Hasan, Iftekhar - 2009
We analyse the determinants of the variation of option-adjusted credit spreads (OASs) on a unique database that enlarges the traditional scope of analysis to more disaggregated indexes (combining industry, grade and maturity levels), new variables (volumes of sales and purchases of institutional...
Persistent link: https://www.econbiz.de/10012148086
Cover Image
"The first shall be last". Size and value strategy premia at the London Stock Exchange
Bagella, Michele; Becchetti, Leonardo; Carpentieri, Andrea - In: Journal of banking & finance 24 (2000) 6, pp. 893-920
Persistent link: https://www.econbiz.de/10005894743