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Longstaff, Francis A.
50
Schwartz, Eduardo S.
8
Liu, Jun
6
Santa-Clara, Pedro
5
Cochrane, John H.
3
Pan, Jun
3
Duarte, Jefferson
2
Kahl, Matthias
2
Mandell, Ravit E.
2
Mithal, Sanjay
2
Neis, Eric
2
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2
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2
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2
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1
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1
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1
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1
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1
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LONGSTAFF, FRANCIS A.
1
Longstaff, Francis
1
Myers, Brett
1
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Working paper / National Bureau of Economic Research, Inc
13
The review of financial studies
10
The journal of finance : the journal of the American Finance Association
8
Journal of financial economics
7
The journal of fixed income
3
Financial analysts' journal : FAJ
2
Real estate economics : journal of the American Real Estate and Urban Economics Association
2
The journal of business : B
2
American economic journal / Macroeconomics : a journal of the American Economic Association
1
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1
Journal of financial and quantitative analysis : JFQA
1
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1
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OLC EcoSci
ECONIS (ZBW)
188
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CORPORATE YEILD SPREADS: DEFAULT RISK OR LIQUIDITY? NEW EVIDENCE FROM THE CREDIT-DEFAULT SWAP MARKET
Longstaff, Francis
;
Mithal, Sanjay
;
Neis, Eric
-
2004
Persistent link: https://www.econbiz.de/10006964084
Saved in:
2
Borrower Credit and the Valuation of Mortgage-Backed Securities
Longstaff, Francis A.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 619-662
Persistent link: https://www.econbiz.de/10006874315
Saved in:
3
Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market
George, Thomas J.
;
Longstaff, Francis A.
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
3
,
pp. 381-398
Persistent link: https://www.econbiz.de/10006711800
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4
Corporate earnings and the equity premium
Longstaff, Francis A.
;
Piazzesi, Monika
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 401-422
Persistent link: https://www.econbiz.de/10006502564
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5
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?
Kahl, Matthias
;
Liu, Jun
;
Longstaff, Francis A.
- In:
Journal of financial economics
67
(
2003
)
3
,
pp. 385-410
Persistent link: https://www.econbiz.de/10006507474
Saved in:
6
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10006511919
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7
The term structure of very short-term rates: New evidence for the expectations hypothesis
Longstaff, Francis A.
- In:
Journal of financial economics
58
(
2000
)
3
,
pp. 397-416
Persistent link: https://www.econbiz.de/10006515221
Saved in:
8
Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate
Cornell, Bradford
;
Longstaff, Francis A.
;
Schwartz, …
- In:
Real estate economics : journal of the American Real …
24
(
1996
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10006929287
Saved in:
9
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market
Longstaff, Francis A.
;
Mithal, Sanjay
;
Neis, Eric
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2213-2254
Persistent link: https://www.econbiz.de/10006545776
Saved in:
10
Electricity Forward Prices: A High-Frequency Empirical Analysis
Longstaff, Francis A.
;
Wang, Ashley W.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
4
,
pp. 1877-1900
Persistent link: https://www.econbiz.de/10006550410
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