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Return reversals in the bond market : evidence and causes

Khang, Kenneth; King, Tao-Hsien Dolly - In: Journal of banking & finance 28 (2004) 3, pp. 569-593

Persistent link: https://www.econbiz.de/10001911118

Conditional performance measurement using portfolio weights : evidence for pension funds

Ferson, Wayne E.; Khang, Kenneth - In: Journal of financial economics 65 (2002) 2, pp. 249-282

Persistent link: https://www.econbiz.de/10001693006

Conditional performance measurement using portfolio weights : evidence for pension funds

Ferson, Wayne E.; Khang, Kenneth - 2002

Persistent link: https://www.econbiz.de/10001650675

Mutual fund performance components : an application to asset allocation mutual funds

Khang, Kenneth; Miller, Thomas W. - In: Applied economics 54 (2022) 25, pp. 2933-2948

Persistent link: https://www.econbiz.de/10013171143

Conditional Performance Measurement Using Portfolio Weights : Evidence for Pension Funds

Ferson, Wayne - 2002

This paper combines the use of portfolio holdings data and conditioning information to create a new performance measure. Our conditional weight-based measure has several advantages. Using conditioning information avoids biases in weight-based measures as discussed by Grinblatt and Titman (1993)....

Persistent link: https://www.econbiz.de/10012469925

The effect of lender and loan type on a borrowing firm's equity return

Khang, Kenneth; Byers, Steven S. - In: Applied economics 49 (2017) 41, pp. 4099-4115

Persistent link: https://www.econbiz.de/10011820025

Going private transactions, bondholder returns, and wealth transfer effects

Baran, Lindsay C.; King, Tao-Hsien Dolly - In: Journal of banking & finance 34 (2010) 8, pp. 1856-1872

Persistent link: https://www.econbiz.de/10008664158

Determinants of corporate call policy for convertible bonds

King, Tao-Hsien Dolly; Mauer, David C. - In: The journal of corporate finance : contracting, … 24 (2014), pp. 112-134

Persistent link: https://www.econbiz.de/10010243503

Do joint ventures and strategic alliances create value for bondholders?

Chen, Jun; King, Tao-Hsien Dolly; Wen, Min Ming - In: Journal of banking & finance 58 (2015), pp. 247-267

Persistent link: https://www.econbiz.de/10011544004

Bondholder wealth effects in mergers and acquisitions : new evidence from the 1980s and 1990s

Billett, Matthew T.; King, Tao-Hsien Dolly; Mauer, David C. - In: The journal of finance : the journal of the American … 59 (2004) 1, pp. 107-135

Persistent link: https://www.econbiz.de/10001930402