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Corporate bond price discrepancies in the dealer and exchange markets
Warga, Arthur D. - In: The journal of fixed income 1 (1991) 3, pp. 7-16
Persistent link: https://www.econbiz.de/10001117911
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Bond returns, liquidity, and missing data
Warga, Arthur D. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 4, pp. 605-617
Persistent link: https://www.econbiz.de/10001137811
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Experimental design in tests of linear factor models
Warga, Arthur D. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 2, pp. 191-198
Persistent link: https://www.econbiz.de/10001090358
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Stock returns as predictors of interest rates and inflation
Titman, Sheridan - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10001063201
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Bond price data and bond market liquidity
Sarig, Oded H. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 3, pp. 367-378
Persistent link: https://www.econbiz.de/10001074007
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The pricing of interest-rate risk : evidence from the stock market
Sweeney, Richard J. - In: The journal of finance : the journal of the American … 41 (1986) 2, pp. 393-410
Persistent link: https://www.econbiz.de/10001015114
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Pricing effects in Fannie Mae agency bonds
Ambrose, Brent William - In: The journal of real estate finance and economics 11 (1995) 3, pp. 235-249
Persistent link: https://www.econbiz.de/10001201914
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Some empirical estimates of the risk structure of interest rates
Sarig, Oded H. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1351-1360
Persistent link: https://www.econbiz.de/10001080355
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Measuring potential GSE funding advantages
Ambrose, Brent William; Warga, Arthur D. - In: The journal of real estate finance and economics 25 (2002) 2/3, pp. 129-150
Persistent link: https://www.econbiz.de/10001718429
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Bid-ask spread, volatility, and volume in the corporate bond market
Kalimipalli, Madhu; Warga, Arthur D. - In: The journal of fixed income 11 (2001) 4, pp. 31-42
Persistent link: https://www.econbiz.de/10001701719