louis Ederington

16 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-4617-3631

Publications

• Dynamics of Arbitrage — Journal of Financial and Quantitative Analysis 2021
• Determinants of Trader Profits in Commodity Futures Markets — The Review of Financial Studies 2013
• Longer-Term Time-Series Volatility Forecasts — Journal of Financial and Quantitative Analysis 2010
• Bond Rating Agencies and Stock Analysts: Who Knows What When? — Journal of Financial and Quantitative Analysis 1998
• The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility — Journal of Financial and Quantitative Analysis 1996
• The Short-Run Dynamics of the Price Adjustment to New Information — Journal of Financial and Quantitative Analysis 1995
• How Markets Process Information: News Releases and Volatility — The Journal of Finance 1993
• Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders? — The Journal of Finance 1993
• Tax Shields, Sample-Selection Bias, and the Information Content of Conversion-Forcing Bond Calls — The Journal of Finance 1991
• Taxes, Default Risk, and Yield Spreads — The Journal of Finance 1985
• Aspects of the Production of Significant Financial Research — The Journal of Finance 1979
• The Hedging Performance of the New Futures Markets — The Journal of Finance 1979
• On Costs of Capital in Programming Approaches to Capital Budgeting — Journal of Financial and Quantitative Analysis 1979
• NEGOTIATED VERSUS COMPETITIVE UNDERWRITINGS OF CORPORATE BONDS — The Journal of Finance 1976
• Uncertainty, competition, and costs in corporate bond underwriting — Journal of Financial Economics 1975
• THE YIELD SPREAD ON NEW ISSUES OF CORPORATE BONDS — The Journal of Finance 1974