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Accrued interest and bond prices

Gosnell, Thomas F. - In: The quarterly review of economics and finance : journal … 37 (1997) 3, pp. 739-793

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Completely predictable and fully anticipated? : Step ups in warrant exercise prices

Garcia-Feijóo, Luis; Howe, John S.; Su, Tie - In: Applied economics letters 12 (2005) 9, pp. 561-565

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Discretionary reductions in warrant exercise prices

Howe, John S.; Su, Tie - In: Journal of financial economics 61 (2001) 2, pp. 227-252

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[Rezension von: Cochrane, John Howland, Asset pricing]

Ferson, Wayne E. - In: Journal of economic literature 42 (2004) 2, pp. 525-526

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Tests of multifactor pricing models, volatility bounds and portfolio performance

Ferson, Wayne E. - 2003

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Changes in expected security returns, risk, and the level of interest rates

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Theory and empirical testing of asset pricing models

Ferson, Wayne E. - In: Finance, (pp. 145-200). 1995

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Tests of multifactor pricing models, volatility bounds and portfolio performance

Ferson, Wayne E. - 2003

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Are the latent variables in time-varying expected returns compensation for consumption risk?

Ferson, Wayne E. - In: The journal of finance : the journal of the American … 45 (1990) 2, pp. 397-429

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Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance

Ferson, Wayne E. - 2003

Three concepts: stochastic discount factors, multi-beta pricing and mean variance efficiency, are at the core of modern empirical asset pricing. This paper reviews these paradigms and the relations among them, concentrating on conditional asset pricing models where lagged variables serve as...

Persistent link: https://www.econbiz.de/10012469262