Searching for authors named "Frank Zhang" – sorted by Relevance.
6 documents found, showing 1 through 6.
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THE JOURNAL OF FINANCE • VOL. LXI, NO. 1 • FEBRUARY 2006 Information Uncertainty and Stock Returns
- … X. FRANK ZHANG ∗ ABSTRACT There is substantial evidence of short-term stock price continuation…
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What Did the Credit Market Expect of Argentina Default? Evidence from Default
- …What Did the Credit Market Expect of Argentina Default? Evidence from Default Swap Data Frank X…
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Abstract Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates ∗
- …: Empirical Comparisons and Implied Recovery Rates ∗ Gurdip Bakshi a† Dilip Madan b‡ Frank Zhang c§ a Smith…
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Investigating the Sources of Default Risk: Lessons from Empirically Evaluating Credit Risk Models
- … Gurdip Bakshi, Dilip Madan, Frank Zhang � February 7, 2001 � Bakshi and Madan are both at Department…
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Liquidity, Default, Taxes and Yields on Municipal Bonds
- …, Chunchi Wu, and Frank Zhang 2005-35 NOTE: Staff working papers in the Finance and Economics Discussion…
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A no-arbitrage analysis of economic determinants of the credit spread term structure. Management Science forthcoming
- … Spread Term Structure Liuren Wu and Frank Xiaoling Zhang 2005-59 NOTE: Staff working papers…
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Showing 1 through 6.
