Corporate Bond Price Data Sources and Return/Risk Measurement

The effect of a rating change announcement on bond price

1977 • 301 citations

The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models

1977 • 154 citations

Factors Affecting Seasoned Corporate Bond Prices

1981 • 93 citations

ERROR RATES IN CRSP AND COMPUSTAT DATA BASES AND THEIR IMPLICATIONS

1974 • 85 citations

The Systematic Risk of Corporate Bonds

1981 • 82 citations

Applying the Market Model to Long-Term Corporate Bonds

1980 • 46 citations

Error Rates in CRSP and COMPUSTAT: A Second Look

1980 • 45 citations

THE ASSOCIATION BETWEEN MARKET-DETERMINED RISK MEASURES FOR BONDS AND BOND RATINGS*

1976 • 45 citations

ASPECTS OF CORPORATE BOND PORTFOLIO DIVERSIFICATION

1979 • 28 citations

Interest rate futures : concepts and issues

1982 • 16 citations

Bond Portfolio Strategies, Returns, and Skewness: A Note

1977 • 13 citations

Determinants of systematic volatility of corporate bonds

1982 • 8 citations

THE EFFECT OF INTERVAL SELECTION ON THE PARAMETERS OF THE MARKET MODEL AS APPLIED TO BOND RETURNS*

1979 • 8 citations

INTERNATIONAL DIVERSIFICATION OF EQUITIES AND FIXED‐INCOME SECURITIES

1983 • 6 citations

DETERMINANTS OF SYSTEMATIC BOND PRICE VOLATILITY

1979 • 3 citations