Works matching IS 08939454 AND DT 1992 AND VI 5 AND IP 4

Results: 8

A theory of the nominal term structure of interest rates.

Published in:

Review of Financial Studies, 1992, v. 5, n. 4, doi. 10.1093/rfs/5.4.531

By:

Constantinides, GM;
Constantinides, George M.

Publication type:

Article

Survivorship bias in performance studies.

Published in:

Review of Financial Studies, 1992, v. 5, n. 4, doi. 10.1093/rfs/5.4.553

By:

Brown, SJ;
Brown, Stephen J.;
Goetzmann, W;
Goetzmann, William;
Ibbotson, RG;
Ibbotson, Roger G.;
Ross, SA;
Ross, Stephen A.

Publication type:

Article

Real and nominal interest rates: a discrete-time moel and its continuous-time limit.

Published in:

Review of Financial Studies, 1992, v. 5, n. 4

By:

Sun, T-s;
Tong-sheng Sun

Publication type:

Article

Pricing interest rate options in a two-factor Cox-Ingersoll-Ross model of the term structure.

Published in:

Review of Financial Studies, 1992, v. 5, n. 4

By:

Chen, RR;
Ren-Raw Chen;
Scott, L;
Scott, Louis

Publication type:

Article

Systematic risk, hedging pressure, and risk premiums in futures markets.

Published in:

Review of Financial Studies, 1992, v. 5, n. 4, doi. 10.1093/rfs/5.4.637

By:

Bessembinder, H;
Bessembinder, Hendrik

Publication type:

Article

Equity issues and changes in expectations of earnings by financial analysts.

Published in:

Review of Financial Studies, 1992, v. 5, n. 4, doi. 10.1093/rfs/5.4.669

By:

Jain, PC;
Jain, Prem C.

Publication type:

Article

Repetition, reputation, and raiding.

Published in:

Review of Financial Studies, 1992, v. 5, n. 4, doi. 10.1093/rfs/5.4.685

By:

Leach, JC;
Leach, J. Chris

Publication type:

Article

Litigation risk, intermediation, and the underpricing of initial public offerings.

Published in:

Review of Financial Studies, 1992, v. 5, n. 4, doi. 10.1093/rfs/5.4.709

By:

Hughes, PJ;
Hughes, Patricia J.;
Thakor, AV;
Thakor, Anjan V.

Publication type:

Article