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Premium and discount securities : relative tax advantage under the Deficit Reduction Act of 1984
Arak, Marcelle V., (1986)
Market reaction to bond rating changes : the case of whoops bonds
Laber, Gene, (1986)
The behavior of random variables with nonstationary variance and the distribution of security prices
Rosenberg, Barr, (1972)
Analysis of bond rating changes in a portfolio context
McCarthy, Joseph, (1988)
Empirical tests of the proxy hypothesis
McCarthy, Joseph, (1990)
State space modeling of price and volume dependence : evidence from currency futures
McCarthy, Joseph, (1993)