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A possible adverse effect of needing to issue new equity in the future

Murphy, Austin - In: The quarterly review of economics and finance : journal … 38 (1998) 4, pp. 899-906

Persistent link: https://www.econbiz.de/10001352947

An empirical analysis of segmented pricing of bond systematic risk

Benzschawel, Terry; Fu, Liang; Murphy, Austin - In: Credit and capital markets : Kredit und Kapital 47 (2014) 3, pp. 439-464

Persistent link: https://www.econbiz.de/10010433255

Systematic risk and yield premiums in the bond market

Fu, Liang; Murphy, Austin; Benzschawei, Terry - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 1-40

Persistent link: https://www.econbiz.de/10011298058

Summary of "an empirical analysis of priced systematic risk on bonds and market segmentation"

Murphy, Austin; Benzschawel, Terry; Fu, Liang - In: Proceedings of the Second International Conference on …, (pp. 116-119). 2014

Persistent link: https://www.econbiz.de/10011388084

The effect of confidence in valuation estimates on arbitrager behavior and market prices

Murphy, Austin; Fu, Liang - In: The journal of behavioral finance : a publication of … 19 (2018) 3, pp. 359-363

Persistent link: https://www.econbiz.de/10012009722

The Impact of Endogenously Determined Uncertainty About Future Mispricings and Investigatory Outcomes

Fu, Liang - 2013

This paper models market mispricings as a function of subjective predictions about the endogenously determined future trades of other investors. Utilizing only a very general set of very unrestrictive assumptions, a single boundary condition with only a few variables is deduced that facilitates...

Persistent link: https://www.econbiz.de/10013077530