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Liquidity, reconstitution, and the value of US Treasury strips
Daves, Phillip R. - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 315-329
Persistent link: https://www.econbiz.de/10001141540
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Joint cross-section time-series maximum likelihood estimation for the parameters of the Cox-Ingersoll-Ross bond pricing model
Daves, Phillip R. - In: The financial review : the official publication of the … 28 (1993) 2, pp. 203-237
Persistent link: https://www.econbiz.de/10001146307
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The January sentiment effect in the U.S. stock market
Chen, Zhongdong; Daves, Phillip R. - In: International review of financial analysis 59 (2018), pp. 94-104
Persistent link: https://www.econbiz.de/10012006921
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Increases in the systematic risk of large firms
Daves, Phillip R. (contributor) - In: American business review 18 (2000) 2, pp. 62-74
Persistent link: https://www.econbiz.de/10001523513
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Creating a synthetic after-tax zero-coupon bond using US Treasury STRIP bonds : implications for the true after-tax spot rate
Daves, Phillip R.; Ehrhardt, Michael C. - In: Applied financial economics 21 (2011) 10/12, pp. 695-705
Persistent link: https://www.econbiz.de/10009231606
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Convertible securities, employee stock options and the cost of equity
Daves, Phillip R.; Ehrhardt, Michael C. - In: The financial review : the official publication of the … 42 (2007) 2, pp. 267-288
Persistent link: https://www.econbiz.de/10003629810