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Treasury Bill Factors and Common Stock Returns

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  • Oldfield, George S, Jr
  • Rogalski, Richard J

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  • Oldfield, George S, Jr & Rogalski, Richard J, 1981. "Treasury Bill Factors and Common Stock Returns," Journal of Finance, American Finance Association, vol. 36(2), pages 337-350, May.
    • Handle: RePEc:bla:jfinan:v:36:y:1981:i:2:p:337-50
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    Cited by:

    1. Kumar, V. & Ramaswami, Sridhar N. & Srivastava, Rajendra K., 2000. "A Model to Explain Shareholder Returns: Marketing Implications," Journal of Business Research, Elsevier, vol. 50(2), pages 157-167, November.
    2. Jay Prag, 1994. "Money Supply Announcements And Interest Sensitive Stocks," Review of Financial Economics, John Wiley & Sons, vol. 3(2), pages 130-140, March.
    3. Stephen A. Buser & Patric H. Hendershott & Anthony B. Sanders, 1988. "On the Determinants of the Value of Call Options on Default-Free Bonds," NBER Working Papers 2529, National Bureau of Economic Research, Inc.
    4. Theodor Kohers & Robert Nagy, 1991. "An Examination Of The Interest Rate Sensitivity Of Commercial Bank Stock," Review of Financial Economics, John Wiley & Sons, vol. 1(1), pages 23-34, September.
    5. Eric C. Chang & Wilbur G. Lewellen, 1985. "An Arbitrage Pricing Approach To Evaluating Mutual Fund Performance," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(1), pages 15-30, March.
    6. Hurson Ch. & Ricci - Xella N., 2002. "Structuring Portfolio Selection Criteria for Interactive Decision Support," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 69-94, January -.
    7. Robert A. Pari & Son-Nan Chen, 1984. "An Empirical Test Of The Arbitrage Pricing Theory," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(2), pages 121-130, June.

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