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Futures market transaction costs
Locke, Peter R.; Venkatesh, P. C. - In: Journal of Futures Markets 17 (1997) 2, pp. 229-245
Persistent link: https://www.econbiz.de/10011197945
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EMPIRICAL EVIDENCE ON THE IMPACT OF THE BID-ASK SPREAD ON THE CHARACTERISTICS OF CRSP DAILY RETURNS
Venkatesh, P. C. - In: Journal of Financial Research 15 (1992) 2, pp. 113-125
Persistent link: https://www.econbiz.de/10010889630
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BOND REFUNDING IN EFFICIENT MARKETS: A DYNAMIC ANALYSIS WITH TAX EFFECTS
Chiang, Raymond C.; Narayanan, M. P. - In: Journal of Financial Research 14 (1991) 4, pp. 287-302
Persistent link: https://www.econbiz.de/10008518791
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An alternative formulation on the pricing of foreign currency options
Chiang, Raymond; Okunev, John - In: Journal of Futures Markets 13 (1993) 8, pp. 903-907
Persistent link: https://www.econbiz.de/10011197582
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Stochastic interest rates, transaction costs, and immunizing foreign currency risk
Chiang, Raymond; Okunev, John; Tippett, Mark - In: Journal of Futures Markets 17 (1997) 5, pp. 579-598
Persistent link: https://www.econbiz.de/10011197748
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INTEREST RATE RISK HEDGING FOR DUE-ON-SALE MORTGAGES WITH EARLY TERMINATION
Anderson, Gary; Chiang, Raymond - In: Journal of Financial Research 10 (1987) 2, pp. 133-142
Persistent link: https://www.econbiz.de/10010889447
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DURATION, IMMUNIZATION, AND HEDGING WITH INTEREST RATE FUTURES
Kolb, Robert W.; Chiang, Raymond - In: Journal of Financial Research 5 (1982) 2, pp. 161-170
Persistent link: https://www.econbiz.de/10010889473
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INTEREST RATE HEDGING: AN EMPIRICAL TEST OF ALTERNATIVE STRATEGIES
Gay, Gerald D.; Kolb, Robert W.; Chiang, Raymond - In: Journal of Financial Research 6 (1983) 3, pp. 187-197
Persistent link: https://www.econbiz.de/10010889165
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Systematic risk and the theory of the firm : A reexamination
Goldenberg, David H.; Chiang, Raymond - In: Journal of Accounting and Public Policy 2 (1983) 1, pp. 63-72
Persistent link: https://www.econbiz.de/10005546096
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Insider Holdings and Perceptions of Information Asymmetry: A Note.
Chiang, Raymond; Venkatesh, P C - In: Journal of Finance 43 (1988) 4, pp. 1041-48
Persistent link: https://www.econbiz.de/10005334768