Narrow search
Showing 1 - 6 of 6
Cover Image
On the use of the daily Fama-French risk-free rate
Fairbanks, Joshua C.; Griffiths, Mark D.; Winters, Drew B. - In: Journal of investment management : JOIM 19 (2021) 3, pp. 39-59
Persistent link: https://www.econbiz.de/10013041003
Cover Image
When is a treasury security on-the-run?
Moore, Mark E.; Winters, Drew B. - In: The financial review : the official publication of the … 49 (2014) 1, pp. 77-88
Persistent link: https://www.econbiz.de/10010257294
Cover Image
Market-making costs in Treasury bills : a benchmark for the cost of liquidity
Griffiths, Mark D.; Lindley, James T.; Winters, Drew B. - In: Journal of banking & finance 34 (2010) 9, pp. 2146-2157
Persistent link: https://www.econbiz.de/10008737959
Cover Image
Do traders benefit from riding the T-bill yield curve?
Mercer, Jeffrey M.; Moore, Mark E.; Winters, Drew B. - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 131-140
Persistent link: https://www.econbiz.de/10003909608
Cover Image
An empirical examination of intraday volatility in on-the-run US Treasury bills
Hughes, Michael P.; Smith, Stanley D.; Winters, Drew B. - In: Journal of economics & business 59 (2007) 6, pp. 487-499
Persistent link: https://www.econbiz.de/10003615692
Cover Image
The effect of auctions on daily treasury-bill volatility
Hughes, Michael Pycraft; Smith, Stanley D.; Winters, Drew B. - In: The quarterly review of economics and finance : journal … 48 (2008) 1, pp. 48-60
Persistent link: https://www.econbiz.de/10003683335