RETURNS AND VOLATILITY OF LOW-GRADE BONDS 1977-1989

被引：76

作者：

BLUME, ME ^{[1
]}

KEIM, DB ^{[1
]}

PATEL, SA ^{[1
]}

机构：

[1] TEXAS CHRISTIAN UNIV,FT WORTH,TX 76129

来源：

JOURNAL OF FINANCE | 1991年 / 46卷 / 01期

关键词：

D O I：

10.2307/2328689

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：49 / 74

页数：26

共 22 条

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[2]

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[4]

ATKINSON TR, 1967, TRENDS CORPORATE BON

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STAMBAUGH, RF .

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[6]

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[7]

BLUME ME, 1984, J PORTFOLIO MANA FAL, P86

[8]

BLUME ME, 1987, FINANCIAL ANAL J, P26

[9] RETURN SEASONALITY AND TAX-LOSS SELLING IN THE MARKET FOR LONG-TERM GOVERNMENT AND CORPORATE-BONDS [J].

CHANG, EC ;

PINEGAR, JM .

JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (02) :391-415

[10] THE INVESTMENT PERFORMANCE OF LOW-GRADE BOND FUNDS [J].

CORNELL, B ;

GREEN, K .

JOURNAL OF FINANCE, 1991, 46 (01) :29-48

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