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Are negative option prices possible? : The callable US treasury-bond puzzle
Longstaff, Francis A. - In: The journal of business : B 65 (1992) 4, pp. 571-592
Persistent link: https://www.econbiz.de/10001132973
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Prepayment, default, and the valuation of mortgage pass-through securities
Schwartz, Eduardo S. - In: The journal of business : B 65 (1992) 2, pp. 221-239
Persistent link: https://www.econbiz.de/10001124150
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Value line rank and firm size
Huberman, Gur - In: The journal of business : B 60 (1987) 4, pp. 577-589
Persistent link: https://www.econbiz.de/10001037640
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Consumption, inflation risk, and real interest rates : an empirical analysis
Chan, Louis K. C. - In: The journal of business : B 67 (1994) 1, pp. 69-96
Persistent link: https://www.econbiz.de/10001157492
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Do arbitrage pricing models explain the predictability of stock returns?
Ferson, Wayne E. - In: The journal of business : B 68 (1995) 3, pp. 309-349
Persistent link: https://www.econbiz.de/10001186491
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Economic forces, fundamental variables, and equity returns
He, Jia - In: The journal of business : B 67 (1994) 4, pp. 599-609
Persistent link: https://www.econbiz.de/10001172768
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Interpreting the movements in short-term interest rates
Evans, Martin D. D. - In: The journal of business : B 65 (1992) 3, pp. 395-429
Persistent link: https://www.econbiz.de/10001128898
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Empirical tests of the bias and efficiency of the extreme-value variance estimator for common stocks
Wiggins, James B. - In: The journal of business : B 64 (1991) 3, pp. 417-432
Persistent link: https://www.econbiz.de/10001109688
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International portfolio diversification with estimation risk
Jorion, Philippe - In: The journal of business : B 58 (1985) 3, pp. 259-278
Persistent link: https://www.econbiz.de/10002041281
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The fine structure of asset returns : an empirical investigation
Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: The journal of business : B 75 (2002) 2, pp. 305-332
Persistent link: https://www.econbiz.de/10001682409