9 research outputs found
Betting Against Beta (and Gamma) Using Government Bonds
- Author
- Alan Kraus
- Andrea Frazzini
- Barone Adesi
- Ben Bernanke
- Black
- Campbell Harvey
- Canlin Li
- Chow
- Clifford Asness
- Clifford Asness
- Edward M Miller
- Eugene F Fama
- Eugene F Fama
- Fischer Black
- Gregory R Duffee
- Harrison Hong
- I-Hsuan Chiang
- Ippei Fujiwara
- Irwin Friend
- J Durham
- J Durham
- J Durham
- J. Benson Durham
- Jamil Baz
- Jefferson Duarte
- John Y Campbell
- Karl B Diether
- Malcom Baker
- Refet S G�rkaynak
- Refet S G�rkaynak
- Terence C Langetieg
- Tobias Adrian
- Tobias Adrian
- Todd Mitton
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
Risks and Returns of Acquiring and Acquired Firms in Singapore: An Empirical Analysis
- Author
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- 01/01/1988
- Field of study
10.1007/BF01733151Asia Pacific Journal of Management53157-16
Structural RFV: Fundamental Credit Risk Pricing and Hedging with Recovery of Face Value at Default
- Author
- Alessandro Sbuelz
- Alessandro Sbuelz
- Charles R Nelson
- Darrell Duffie
- Darrell Duffie
- David Beaglehole
- David Lando
- Edward Altman
- Espen Haug
- Fischer Black
- Fischer Black
- Francis A Longstaff
- Gregor Andrade
- Gregory R Duffee
- Gurdip Bakshi
- Hayne E Leland
- Hua He
- Ian Cooper
- In Kim
- Israel Nelken
- J Nelson
- Jean Helwege
- Jesus Saa-Requejo
- Jingzhi Huang
- Julian Franks
- Lara Cathcart
- Luigi Ricciardi
- Marek Musiela
- Nassim Taleb
- Peter Zhang
- Pierre Collin-Dufresne
- Qiang Dai
- Rajiv Guha
- Rajiv S. Guha
- Robert C Merton
- Robert Jarrow
- Robert Jarrow
- Robert Litterman
- Robert Litterman
- Roger Brown
- Sergei Davydenko
- Terence C Langetieg
- Viral Acharya
- Young Eom
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2003
- Field of study
Do Stock Mergers Create Value for Acquirers?
- Author
- Agrawal
- Andrei Shleifer
- Anup Agrawal
- B Eckbo
- B Eckbo
- B Panel
- Baker
- Bengt Holmstrom
- Boyan Jovanovic
- Brad M Barber
- C Panel
- C Panel
- Claudio Loderer
- David Ikenberry
- Dirk Jenter
- Di�
- Di�
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- F W Satterthwaite
- G Schwert
- Geo�rey Verter
- Gershon Mandelker
- Gregor Andrade
- Harold J Mulherin
- Henock Louis
- Henri Servaes
- James S Ang
- Jarrad Harford
- Jay C Hartzell
- Jay R Ritter
- Jay R Ritter
- John D Lyon
- John N Friedman
- John R Graham
- Jos�-Miguel Gaspar
- Julian Franks
- Katherine Spiess
- Kathleen Fuller
- Kenneth J Martin
- Larry H P Lang
- Malcolm Baker
- Malcolm Baker
- Malcolm Baker
- Malcolm Baker
- Marco Pagano
- Mark L Mitchell
- Mark L Mitchell
- Mark L Mitchell
- Mehmet Akbulut
- Michael Bradley
- Michael Bradley
- Michael C Jensen
- Michael C Jensen
- Michael C Jensen
- Ming Dong
- Nickolaos G Travlos
- P Rau
- Paul Asquith
- Pavel G. Savor
- Qi Lu
- Raghuram Rajan
- Ralph A Walkling
- Randolph B Cohen
- Rhodes-Kropf
- Rhodes-Kropf
- Richard J Rosen
- Richard Roll
- Sanjai Bhagat
- Sara B Moeller
- Siew Teoh
- Siew Teoh
- Siew Teoh
- Srinivasan Rangan
- Terence C Langetieg
- Tim Loughran
- Tim Loughran
- Tim Loughran
- Vojislav Maksimovic
- Weihong Song
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2008
- Field of study
Are Credit Spreads and Interest Rates Co-Integrated? Empirical Analysis in the USD Corporate Bond Market
- Author
- Alois
- Anindya
- Bennett
- Bernadette A Minton
- Black
- Charles
- Charles R Nelson
- Christopher Mann
- Clive William Granger
- D K Malhotra
- Darrell
- Darrell
- Darrell Duffie
- David A Dickey
- Duen-Li Kao
- Edwin J Elton
- Escp-Eap Europ�ische Wirtschaftshochschule
- Eugene F Fama
- Francis A Longstaff
- Frank / Jacob
- Frank Fehle
- Fred
- G Yule
- Gabriele Herbst
- Gebhard
- Gregory R Duffee
- Hayne E Leland
- Heinke
- Holger
- Huston Mcculloch
- Huston Mcculloch
- Ilias
- In Kim
- Ivan
- James G Mackinnon
- James M Steeley
- James M Steeley
- Jean
- Jerome F Fons
- Jerry Xiao
- Jing-Zhi Huang
- John C Cox
- John C Hull
- Josef Isensee
- K V Subramanian
- Keith C Brown
- Klaus
- Krishna
- Larry H P Lang
- Lars
- Lars E O Svensson
- Lishan Shi
- Marion / Festing
- Marion / Festing
- Marti G Subrahmanyam
- Matthias Schlecker
- Matthias Wagatha
- Ming Huang
- Monica
- Nicolas
- Nr
- Oldrich A Vasicek
- Oliver
- P Newbold
- Patrick
- Patrick
- Peter Klein
- Pierre
- Pierre
- Pierre
- Rainer
- Rob
- Robert
- Robert A Jarrow
- Robert A Jarrow
- Robert C Merton
- Robert F Engle
- Robert Geske
- Robert N Mccauley
- Stefan / Schmid
- Stefan / Schmid
- Stefan / Schmid
- Stefan / Schmid
- Stephen M Schaefer
- Stuart M Turnbull
- S�ren
- S�ren Johansen
- Terence C Langetieg
- Thomas
- Thomas Buberl
- Ulrich / Pape
- Ulrich Pape
- Uri Ron
- Uwe Hassler
- Wayne A Fuller
- Wicke
- Young Eom
- Young Eom
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2007
- Field of study