Narrow search
Showing 1 - 10 of 90
Cover Image
Corporate yield spreads : default tisk or liquidity? : New evidence from the credit default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neiss, Eric - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2213-2254
Persistent link: https://www.econbiz.de/10003159306
Cover Image
Managerial stock ownership and the maturity structure of corporate debt
Datta, Sudip; Iskandar-Datta, Mai E.; Raman, Kartik - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2333-2350
Persistent link: https://www.econbiz.de/10003159401
Cover Image
The behavior of interest rates
Fama, Eugene F. - In: The review of financial studies 19 (2006) 2, pp. 359-379
Persistent link: https://www.econbiz.de/10003354949
Cover Image
Dissecting anomalies
Fama, Eugene F.; French, Kenneth Ronald - In: The journal of finance : the journal of the American … 63 (2008) 4, pp. 1653-1678
Persistent link: https://www.econbiz.de/10003821868
Cover Image
The market price of risk in interest rate swaps : the roles of default and liquidity risks
Liu, Jun; Longstaff, Francis A.; Mandell, Ravit E. - In: The journal of business : B 79 (2006) 5, pp. 2337-2359
Persistent link: https://www.econbiz.de/10003406286
Cover Image
The value premium and the CAPM
Fama, Eugene F.; French, Kenneth Ronald - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2163-2185
Persistent link: https://www.econbiz.de/10003378699
Cover Image
Luck versus skill in the cross-section of mutual fund returns
Fama, Eugene F.; French, Kenneth Ronald - In: The journal of finance : the journal of the American … 65 (2010) 5, pp. 1915-1947
Persistent link: https://www.econbiz.de/10008668109
Cover Image
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
Cover Image
Borrower credit and the valuation of mortgage-backed securities
Longstaff, Francis A. - In: Real estate economics : journal of the American Real … 33 (2005) 4, pp. 619-661
Persistent link: https://www.econbiz.de/10003381307
Cover Image
Risk and return in fixed-income arbitrage : nickels in front of a streamroller?
Duarte, Jefferson; Longstaff, Francis A.; Yu, Fan - In: The review of financial studies 20 (2007) 3, pp. 769-811
Persistent link: https://www.econbiz.de/10003554634