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Jordan, Susan D.; Jordan, Bradford D. - In: Journal of Financial and Quantitative Analysis 26 (1991) 02, pp. 269-285

This paper tests for seasonal patterns in corporate bond returns using the Dow Jones Composite Bond Average. Each seasonal pattern documented for equities is investigated. For the period 1963–1986, corporate bond returns exhibit January, turn-of-the-year, and weekof-the-month effects, but no...

Persistent link: https://www.econbiz.de/10005407074

Tax options and the pricing of treasury bond triplets : Theory and evidence

Jordan, Bradford D.; Jordan, Susan D. - In: Journal of Financial Economics 30 (1991) 1, pp. 135-164

Persistent link: https://www.econbiz.de/10005478075

The mispricing of callable U.S. treasury bonds: A closer look

Jordan, Bradford D.; Jordan, Susan D.; Kuipers, David R. - In: Journal of Futures Markets 18 (1998) 1, pp. 35-51

Persistent link: https://www.econbiz.de/10011198302

A Test of Technical Analysis: Matching Time Displaced Generalized Patterns

Hilliard, Jimmy; Schwartz, Adam; Squire, James - In: Financial Management 42 (2013) 2, pp. 291-314

Persistent link: https://www.econbiz.de/10010722320

Alternative investments - Pricing options on film revenue - This article illustrates two models for cumulative revenues from films, and how these models can be used to price option...

Chance, Don; Hillebrand, Eric; Hilliard, Jimmy - In: Risk : managing risk in the world's financial markets 22 (2009) 5, pp. 80-86

Persistent link: https://www.econbiz.de/10008257105

A Test of Technical Analysis: Matching Time Displaced Generalized Patterns

Hilliard, Jimmy; Schwartz, Adam; Squire, James - In: Financial management 42 (2013) 2, pp. 291-314

Persistent link: https://www.econbiz.de/10010122791

The impact of soft intervention on the Chinese financial futures market

Hilliard, Jimmy E.; Zhang, Haoran - In: Journal of Futures Markets 40 (2019) 3, pp. 374-391

Persistent link: https://www.econbiz.de/10012189105

Regulatory Soft Interventions in the Chinese Market: Compliance Effects and Impact on Option Market Efficiency

Hilliard, Jimmy E.; Zhang, Haoran - In: Financial Review 54 (2019) 2, pp. 265-301

Persistent link: https://www.econbiz.de/10012090139

The domain implications of phase angles and tau

Hilliard, Jimmy E.; Barksdale, Hiram C. - In: Management science : journal of the Institute for … 22 (1976) 11, pp. 1273-1281

Persistent link: https://www.econbiz.de/10003482719

The time domain implications of phase angles and tau

Hilliard, Jimmy E.; Barksdale, Hiram C. - In: Management science : journal of the Institute for … 22 (1976) 11, pp. 1273-1281

Persistent link: https://www.econbiz.de/10003578505