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A test of the Samuelson hypothesis using realized range

Kalev, Petko S.; Huu Nhan Duong - In: The journal of futures markets 28 (2008) 7, pp. 680-696

Persistent link: https://www.econbiz.de/10003715120

Golden handcuffs and corporate innovation : evidence from defined benefit pension plans

Huu Nhan Duong; Qiu, Bin; Rhee, S. Ghon - In: The review of corporate finance studies : RCFS 11 (2022) 1, pp. 128-168

Persistent link: https://www.econbiz.de/10012799288

Pension deficits and the design of private debt contracts

Balachandran, Balasingham; Huu Nhan Duong; Vu, Van - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1821-1854

Persistent link: https://www.econbiz.de/10012139957

Bid-ask spread, volatility, and volume in the corporate bond market

Kalimipalli, Madhu; Warga, Arthur D. - In: The journal of fixed income 11 (2001) 4, pp. 31-42

Persistent link: https://www.econbiz.de/10001701719

Convertible bond prices and inherent biases

Carayannopoulos, Peter; Kalimipalli, Madhu - In: The journal of fixed income 13 (2003) 3, pp. 64-73

Persistent link: https://www.econbiz.de/10001968413

Analyst forecast dispersion and future stock return volatility

Athanassakos, George; Kalimipalli, Madhu - In: Quarterly journal of business and economics : QJBE 42 (2003) 1/2, pp. 57-78

Persistent link: https://www.econbiz.de/10002171518

The economic value of using realized volatility in forecasting future implied volatility

Chan, Wing Hong; Jha, Ranjini; Kalimipalli, Madhu - In: The journal of financial research 32 (2009) 3, pp. 231-259

Persistent link: https://www.econbiz.de/10003966444

Cross-listing and the long-term performance of ADRs : revisiting European evidence

Bancel, Franck; Kalimipalli, Madhu; Mittoo, Usha R. - In: Journal of international financial markets, … 19 (2009) 5, pp. 895-923

Persistent link: https://www.econbiz.de/10003935452

Idiosyncratic volatility vs. liquidity? : evidence from the US corporate bond market

Kalimipalli, Madhu; Nayak, Subhankar - In: Journal of financial intermediation 21 (2012) 2, pp. 217-242

Persistent link: https://www.econbiz.de/10009708422

Idiosyncratic Volatility vs. Liquidity? Evidence from the U.S. Corporate Bond Market

Kalimipalli, Madhu - 2011

Our main objective in this paper is to determine empirically the extent to which fixed-income investors are concerned about the relative effects of equity volatility and bond liquidity in the cross-section of corporate bond spreads. Our tests reveal that while both volatility and liquidity...

Persistent link: https://www.econbiz.de/10013122076