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Risk management with derivatives by dealers and markt quality in government bond markets

Naik, Narayan Y.; Yadav, Pradeep - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 1873-1904

Persistent link: https://www.econbiz.de/10001797759

Do market intermeduaries hedge their risk exposure with derivatives? : From evidence UK govt. bond dealers' spot & derivatives positions

Naik, Narayan Y. (contributor); Yadav, Pradeep (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700329

Risk management with derivatives by dealers and market quality in government bond markets

Naik, Narayan Y. (contributor); Yadav, Pradeep (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700343

Missing the marks? Dispersion in corporate bond valuations across mutual funds

Cici, Gjergji; Gibson, Scott; Merrick, John J. - 2010

We study the dispersion of month-end valuations placed on identical corporate bonds by different mutual funds. Such dispersion is related to bond-specific characteristics associated with liquidity and market volatility. TRACE may have contributed to the general decline in dispersion over our...

Persistent link: https://www.econbiz.de/10010303834

Missing the marks? : dispersion in corporate bond valuations across mutual funds

Cici, Gjergij; Gibson, Scott; Merrick, John J. - In: Journal of financial economics 101 (2011) 1, pp. 206-226

Persistent link: https://www.econbiz.de/10009242902

Missing the marks? : dispersion in corporate bond valuations across mutual funds

Cici, Gjergji; Gibson, Scott; Merrick, John J. - 2010 - First Draft: November 2007, This Draft: July 14, 2010

Persistent link: https://www.econbiz.de/10008760338

An empirical analysis of alternative parametric ARCH models

Loudon, Geoffrey F.; Watt, Wing H.; Yadav, Pradeep - In: Journal of applied econometrics 15 (2000) 2, pp. 117-136

Persistent link: https://www.econbiz.de/10001474642

The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures

Pope, Peter F. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 15-26

Persistent link: https://www.econbiz.de/10001219387

Risk and return in convertible arbitrage: Evidence from the convertible bond market

Agarwal, Vikas; Fung, William H.; Loon, Yee Cheng; … - 2010

In this paper, we identify and document the empirical characteristics of the key drivers of convertible arbitrage as a strategy and how they impact the performance of convertible arbitrage hedge funds. We show that the returns of a buy-and-hedge strategy involving taking a long position in...

Persistent link: https://www.econbiz.de/10010303833

Preferencing, internalization, best execution, and dealer profits

Hansch, Oliver; Naik, Narayan Y.; Viswanathan, S. - In: The journal of finance : the journal of the American … 54 (1999) 5, pp. 1799-1828

Persistent link: https://www.econbiz.de/10001430952