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Is the ex ante risk premium always positive? *1: A new approach to testing conditional asset pricing models
Boudoukh, Jacob; Richardson, Matthew; Smith, Tom - In: Journal of Financial Economics 34 (1993) 3, pp. 387-408
Persistent link: https://www.econbiz.de/10005372508
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Modeling the bid/ask spread: measuring the inventory-holding premium
Bollen, Nicolas P. B.; Smith, Tom; Whaley, Robert E. - In: Journal of Financial Economics 72 (2004) 1, pp. 97-141
Persistent link: https://www.econbiz.de/10005376977
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The monotonicity of the term premium *1: Another look
Richardson, Matthew; Richardson, Paul; Smith, Tom - In: Journal of Financial Economics 31 (1992) 1, pp. 97-105
Persistent link: https://www.econbiz.de/10005210623