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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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Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach
Titman, Sheridan; Warga, Arthur - In: Real Estate Economics 14 (1986) 3, pp. 414-431
This paper analyzes the returns of a sample of Real Estate Investment Trusts and examines their risk-adjusted performance using both single index (i.e., CAPM) and multiple index (i.e., APT) models. It is shown that while the performance rankings of the investment trusts are not very sensitive to...
Persistent link: https://www.econbiz.de/10005693301
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Interest rates and inflationary expectations : Tests for structural change 1952-1976 ; Comment
Warga, Arthur - 19XX
Persistent link: https://www.econbiz.de/10002972979
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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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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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Managerial agency and bond convenants
Chava, Sudheer; Kumar, Praveen; Warga, Arthur D. - In: The review of financial studies 23 (2010) 3, pp. 1120-1148
Persistent link: https://www.econbiz.de/10003959217
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Underpricing in the corporate bond market
Cai, Nianyun; Helwege, Jean; Warga, Arthur D. - In: The review of financial studies 20 (2007) 6, pp. 2021-2046
Persistent link: https://www.econbiz.de/10003621319
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Yield bogeys
Ambrose, Brent William; Warga, Arthur D. - In: Investment performance measurement : evaluating and …, (pp. 251-258). 2009
Persistent link: https://www.econbiz.de/10003839777
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Municipal marketability
Hong, Gwangheon; Warga, Arthur D. - In: The journal of fixed income 14 (2004) 2, pp. 86-95
Persistent link: https://www.econbiz.de/10002421489
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Effects of estimated beta of changes in expected inflation : the case of electric utilities
Sweeney, Richard J.; Warga, Arthur - 1981 - 4. draft
Persistent link: https://www.econbiz.de/10002883333