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DURATION, IMMUNIZATION, AND HEDGING WITH INTEREST RATE FUTURES

Kolb, Robert W.; Chiang, Raymond - In: Journal of Financial Research 5 (1982) 2, pp. 161-170

Persistent link: https://www.econbiz.de/10010889473

An Analytical Model of the Relationship between Maturity and Bonds Risk Differentials.

Chiang, Raymond; Kolb, Robert W - In: The Financial Review 21 (1986) 2, pp. 191-209

Persistent link: https://www.econbiz.de/10005233968

Illustrations of financing and tax transfers in owner financed real estate sales

Ang, James; Chiang, Raymond; Corgel, John B. - In: Journal of Economics and Business 39 (1987) 4, pp. 363-372

Persistent link: https://www.econbiz.de/10005302138

Personal taxes, holding period, and the valuation of growth stocks

Chiang, Raymond; Rodriguez, Ricardo J. - In: Journal of Economics and Business 42 (1990) 4, pp. 303-309

Persistent link: https://www.econbiz.de/10005302211

Retail Leasehold Interests: A Contingent Claim Analysis

Chiang, Raymond; Lai, Tsong-Yue; Ling, David C. - In: Real Estate Economics 14 (1986) 2, pp. 216-229

This paper develops a contingent claim model to analyze certain aspects of retail leasehold contracts. The approach allows for the explicit consideration of risk without any ad hoc risk adjustment. Both "straight" leases and "percentage" leases are examined with the value of sales as the...

Persistent link: https://www.econbiz.de/10005310024

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/10005372432

Adverse selection as an explanation of credit rationing and different lender types

Chiang, Raymond; Finkelstein, John M.; Lee, Wayne Y.; … - In: Journal of Macroeconomics 6 (1984) 2, pp. 159-180

Persistent link: https://www.econbiz.de/10005208060

Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices

Chiang, Raymond; Davidson, Ian; Okunev, John - In: Journal of Banking & Finance 21 (1997) 1, pp. 17-35

Persistent link: https://www.econbiz.de/10005213143

Modelling mean reversion of asset prices towards their fundamental value

Chiang, Raymond; Liu, Peter; Okunev, John - In: Journal of Banking & Finance 19 (1995) 8, pp. 1327-1340

Persistent link: https://www.econbiz.de/10005213460

Insider Holdings and Perceptions of Information Asymmetry: A Note.

Chiang, Raymond; Venkatesh, P C - In: Journal of Finance 43 (1988) 4, pp. 1041-48

Persistent link: https://www.econbiz.de/10005334768