Rational Overreaction and Underreaction in Fixed Income and Equity Markets - The Role of Time-Varying Timing Premium

Hui Chen () and Michal Pakos

No 2007-E24, GSIA Working Papers from Carnegie Mellon University, Tepper School of Business

References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://student-3k.tepper.cmu.edu/gsiadoc/wp/2007-E24.pdf
Our link check indicates that this URL is bad, the error code is: 401 Unauthorized

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cmu:gsiawp:-1875529129

Ordering information: This working paper can be ordered from
https://student-3k.t ... /gsiadoc/GSIA_WP.asp

Access Statistics for this paper

More papers in GSIA Working Papers from Carnegie Mellon University, Tepper School of Business Tepper School of Business, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA 15213-3890.
Bibliographic data for series maintained by Steve Spear ().