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Conditional performance measurement using portfolio weights: evidence for pension funds
Ferson, Wayne; Khang, Kenneth - In: Journal of financial economics 65 (2002) 2, pp. 249-282
Persistent link: https://www.econbiz.de/10006508784
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On the importance of systematic risk factors in explaining the cross-section of corporate bond yield spreads
King, Tao-Hsien Dolly; Khang, Kenneth - In: Journal of banking & finance 29 (2005) 12, pp. 3141-3158
Persistent link: https://www.econbiz.de/10005879741
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Return reversals in the bond market: Evidence and causes
Khang, Kenneth; Dolly King, Tao-Hsien - In: Journal of banking & finance 28 (2004) 3, pp. 569-594
Persistent link: https://www.econbiz.de/10005884756
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Does Dividend Policy Relate to Cross-Sectional Variation in Information Asymmetry? Evidence from Returns to Insider Trades
Khang, Kenneth; King, Tao-Hsien Dolly - In: Financial management 35 (2006) 4, pp. 71-94
Persistent link: https://www.econbiz.de/10007399091
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CONDITIONAL PERFORMANCE MEASUREMENT USING PORTFOLIO WEIGHTS: EVIDENCE FOR PENSION FUNDS
Ferson, Wayne; Khang, Kenneth - 2002
Persistent link: https://www.econbiz.de/10006975208
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Short horizon liquidity and trading activity in the US Treasury market: do inventory holding costs matter?
Khang, Kenneth; King, Tao-Hsien Dolly - In: Applied financial economics 20 (2010) 14, pp. 1085-1099
Persistent link: https://www.econbiz.de/10008437721
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Directly measuring early exercise premiums using American and European S&P 500 Index options
Dueker, Michael; Miller, Thomas W. - In: The journal of futures markets 23 (2003) 3, pp. 287
Persistent link: https://www.econbiz.de/10006823788
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ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION-IMPLIED VOLATILITY
Corrado, Charles J.; Miller, Thomas W. - In: The journal of financial research : a publ. of the … 29 (2006) 1, pp. 95-112
Persistent link: https://www.econbiz.de/10006809157
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Repricing and employee stock option valuation
Corrado, Charles J.; Jordan, Bradford D.; Miller, Thomas W. - In: Journal of banking & finance 25 (2001) 6, pp. 1059-1082
Persistent link: https://www.econbiz.de/10005893107
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On-line Market Research
Miller, Thomas W.; Dickson, Peter R. - In: International journal of electronic commerce : IJEC 5 (2001) 3, pp. 139-168
Persistent link: https://www.econbiz.de/10006039931