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ECONIS (ZBW)
10
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1
Covered interest arbitrage profits : the role of liquidity and credit risk
Fong, Wai-ming
;
Valente, Giorgio
;
Fung, Joseph K. W.
- In:
Journal of banking & finance
34
(
2010
)
5
,
pp. 1098-1107
Persistent link: https://www.econbiz.de/10003971367
Saved in:
2
A GMM approach for estimation of volatility and regression models when daily prices are subject to price limits
Wei, K. C. John
;
Chiang, Raymond
- In:
Pacific-Basin finance journal
12
(
2004
)
4
,
pp. 445-461
Persistent link: https://www.econbiz.de/10002145026
Saved in:
3
Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices
Chiang, Raymond
- In:
Journal of banking & finance
21
(
1997
)
1
,
pp. 17-35
Persistent link: https://www.econbiz.de/10001213058
Saved in:
4
Evaluating the interest-rate risk of adjustable-rate mortgage loans
Chiang, Raymond
- In:
The journal of real estate research
13
(
1997
)
1
,
pp. 77-94
Persistent link: https://www.econbiz.de/10001238253
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5
Modelling mean reversion of asset prices towards their fundamental value
Chiang, Raymond
- In:
Journal of banking & finance
19
(
1995
)
8
,
pp. 1327-1340
Persistent link: https://www.econbiz.de/10001191467
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6
An alternative formulation on the pricing of foreign currency options
Chiang, Raymond
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 903-907
Persistent link: https://www.econbiz.de/10001158682
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7
Stochastic interest rates, transaction costs and immunizing foreign currency risk
Chiang, Raymond
;
Okunev, John
;
Tippett, Mark
-
1995
Persistent link: https://www.econbiz.de/10000985509
Saved in:
8
Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices
Chiang, Raymond
;
Davidson, Ian
;
Okunev, John
-
1996
Persistent link: https://www.econbiz.de/10000985878
Saved in:
9
Information asymmetry and the dealer's bid-ask spread : a case study of earnings and dividend announcements
Venkatesh, P. C.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
5
,
pp. 1089-1102
Persistent link: https://www.econbiz.de/10001015021
Saved in:
10
Systematic risk and the theory of the firm : a reexamination
Goldenberg, David Harold
- In:
Journal of accounting and public policy
2
(
1983
)
1
,
pp. 63-72
Persistent link: https://www.econbiz.de/10001021208
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