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ECONIS (ZBW)
RePEc
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OLC EcoSci
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1
Incoporating price-relevant information between quotes and trades : a new measure of the effective bid-ask spread
Kim, Sung-hun
;
Ogden, Joseph P.
- In:
International journal of theoretical and applied finance
2
(
1999
)
2
,
pp. 179-200
Persistent link: https://www.econbiz.de/10001394249
Saved in:
2
A strategic analysis of stock index-linked CDS
Ogden, Joseph P.
- In:
Derivatives, regulation and banking
,
(pp. 193-213)
.
1997
Persistent link: https://www.econbiz.de/10001324738
Saved in:
3
The end of the month as a preferred habital : a test of operational efficiency in the money market
Ogden, Joseph P.
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
3
,
pp. 329-343
Persistent link: https://www.econbiz.de/10001037477
Saved in:
4
An analysis of yield curve notes
Ogden, Joseph P.
- In:
The journal of finance : the journal of the American …
42
(
1987
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10001047804
Saved in:
5
Determinants of the ratings and yields on corporate bonds : tests of the contingent claims model
Ogden, Joseph P.
- In:
The journal of financial research
10
(
1987
)
4
,
pp. 329-339
Persistent link: https://www.econbiz.de/10001086196
Saved in:
6
Empirical analyses of three explanations for the positive autocorrelation of short-horizon stock index returns
Ogden, Joseph P.
- In:
Review of quantitative finance and accounting
9
(
1997
)
2
,
pp. 203-217
Persistent link: https://www.econbiz.de/10001590902
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7
The calendar structure of risk and expected returns on stocks and bonds
Ogden, Joseph P.
- In:
Journal of financial economics
70
(
2003
)
1
,
pp. 29-67
Persistent link: https://www.econbiz.de/10001799436
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8
Turn-of-month evaluations of liquid profits and stock returns : a common explanation for the monthly and January effects
Ogden, Joseph P.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
4
,
pp. 1259-1272
Persistent link: https://www.econbiz.de/10001098064
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9
A rationale for the sinking-fund provision in a quasicompetitive corporate-bond market
Ogden, Joseph P.
- In:
Journal of business research : JBR
16
(
1988
)
3
,
pp. 197-208
Persistent link: https://www.econbiz.de/10003643521
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10
A new estimate of transaction costs
Lesmond, David A.
;
Ogden, Joseph P.
;
Trzcinka, Charles
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 1113-1141
Persistent link: https://www.econbiz.de/10001434632
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