Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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