Applying the Market Model to Long-Term Corporate Bonds

Gordon J. Alexander

Research output: Contribution to journalArticlepeer-review

25 Scopus citations
Original languageEnglish (US)
Pages (from-to)1063-1080
Number of pages18
JournalJournal of Financial and Quantitative Analysis
Volume15
Issue number5
DOIs
StatePublished - 1980

Bibliographical note

Funding Information:
University of Minnesota. The author is indebted to the College of Business of the University of Minnesota for financial support of this research project, to Professors Frank Reilly and Michael Joehnk for providing a list of their bond sample, to Kevin Collins for computational assistance, and to Ramesh Rao and an anonymous referee of this journal for helpful comments.

Copyright:
Copyright 2016 Elsevier B.V., All rights reserved.

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