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What does PIN identify? : evidence from the T-bill market
Akay, Ozgur; Cyree, Ken B.; Griffiths, Mark D.; … - In: Journal of financial markets 15 (2012) 1, pp. 29-46
Persistent link: https://www.econbiz.de/10009356614
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A generalized method for detecting abnormal returns and changes in systematic risk
Cyree, Ken B.; DeGennaro, Ramon P. - In: Review of quantitative finance and accounting 19 (2002) 4, pp. 399-416
Persistent link: https://www.econbiz.de/10001744191
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A generalized method for detecting abnormal returns and changes in systematic risk
Cyree, Ken B.; DeGennaro, Ramon P. - 2001
Persistent link: https://www.econbiz.de/10001591144
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The Relation between Market Discipline of Banks and Bond Market Transparency : Evidence from the Risk Sensitivity of Subordinated Notes and Debenture Yield Spreads
Balasubramanian, Bhanu - 2011
We investigate the effects of increased bond market transparency on the risk sensitivity of yield spreads for bank-issued subordinated notes and debentures after bond markets became more transparent in 2002. Models of yield spread levels and yield spread changes show improvement in normal...
Persistent link: https://www.econbiz.de/10013128510
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Modern financial markets : prices, yields, and risk analysis
Blackwell, David W.; Griffiths, Mark D.; Winters, Drew B. - 2007
Persistent link: https://www.econbiz.de/10003449472
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Local lending markets : what a small business owner/manager needs to know
Blackwell, David W.; Winters, Drew B. - In: Quarterly journal of business and economics : QJBE 39 (2000) 2, pp. 62-79
Persistent link: https://www.econbiz.de/10001556791
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On the use of the daily Fama-French risk-free rate
Fairbanks, Joshua C.; Griffiths, Mark D.; Winters, Drew B. - In: Journal of investment management : JOIM 19 (2021) 3, pp. 39-59
Persistent link: https://www.econbiz.de/10013041003