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Agency costs, open-ending and closed-end fund discounts

Deaves, Richard; Krinsky, Itzhak - 1991

Persistent link: https://www.econbiz.de/10000952969

New tools for investment decision-making : real options analysis

Deaves, Richard; Krinsky, Itzhak - In: Canadian business economics : the journal of the … 6 (1998) 2, pp. 23-36

Persistent link: https://www.econbiz.de/10001526588

Risk premiums and efficiency in the market for crude oil futures

Deaves, Richard - In: The energy journal 13 (1992) 2, pp. 93-117

Persistent link: https://www.econbiz.de/10001128189

The behavior of oil futures returns around OPEC conferences

Deaves, Richard - In: The journal of futures markets 12 (1992) 5, pp. 563-574

Persistent link: https://www.econbiz.de/10001129991

Do Futures Prices for Commodities Embody Risk Premiums?

Deaves, Richard; Krinsky, Itzhak - In: The journal of futures markets 15 (1995) 6, pp. 637-648

Persistent link: https://www.econbiz.de/10007333834

A Possible Reconciliation of Some of the Conflicting Findings on Closed-End Fund Discounts: A Note

Deaves, Richard; Krinsky, Itzhak - In: Journal of business finance & accounting : JBFA 21 (1994) 7, pp. 1047-1058

Persistent link: https://www.econbiz.de/10007014155

Risk Premiums and Efficiency in the Market for Crude Oil Futures

Deaves, Richard; Krinsky, Itzhak - In: The Energy Journal Volume 13 (1992) Number 2, pp. 93-118

The New York Mercantile Exchange's Crude Oil futures contract is investigated for the existence and nature of risk premiums and informational efficiency. During 1983-90, there is some evidence that short-term premiums were positive and covaried with recent volatility. As for efficiency, we find...

Persistent link: https://www.econbiz.de/10004984307

The behavior of oil futures returns around OPEC conferences

Deaves, Richard; Krinsky, Itzhak - In: Journal of Futures Markets 12 (1992) 5, pp. 563-574

Persistent link: https://www.econbiz.de/10011197259

Do futures prices for commodities embody risk premiums?

Deaves, Richard; Krinsky, Itzhak - In: Journal of Futures Markets 15 (1995) 6, pp. 637-648

Persistent link: https://www.econbiz.de/10011197546