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What determines outstanding corporate debt mix? : evidence from fractional multinomial logit estimation

Khang, Kenneth; King, Tao-Hsien Dolly; Nguyen Hung - In: Applied economics 48 (2016) 4/6, pp. 276-291

Persistent link: https://www.econbiz.de/10011412721

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

On the importance of systematic risk factors in explaining the cross-section of corporate bond yield spreads

King, Tao-Hsien Dolly; Khang, Kenneth - In: Journal of banking & finance 29 (2005) 12, pp. 3141-3158

Persistent link: https://www.econbiz.de/10003203857

An empirical examination of call option values implicit in US corporate bonds

King, Tao-Hsien Dolly - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 4, pp. 693-721

Persistent link: https://www.econbiz.de/10001724589

Are embedded calls valuable? Evidence from agency bonds

King, Tao-Hsien Dolly - In: Journal of banking & finance 31 (2007) 1, pp. 57-79

Persistent link: https://www.econbiz.de/10003403177

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

Conditional performance measurement using portfolio weights : evidence for pension funds

Ferson, Wayne E.; Khang, Kenneth - 2002

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

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

Benchmarking the performance of recommended allocations to equities, bonds, and cash by international investment houses

Bange, Mary M.; Khang, Kenneth; Miller, Thomas W. - In: Journal of empirical finance 15 (2008) 3, pp. 363-386

Persistent link: https://www.econbiz.de/10003759188

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