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On Computing Bond Returns: The Evaluation Of Low-Grade Debt

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  • Michael J. Alderson
  • Terry L. Zivney

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  • Michael J. Alderson & Terry L. Zivney, 1994. "On Computing Bond Returns: The Evaluation Of Low-Grade Debt," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(3), pages 403-415, September.
    • Handle: RePEc:bla:jfnres:v:17:y:1994:i:3:p:403-415
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1994.tb00201.x
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    References listed on IDEAS

    as
    1. Marshall Blume & Robert Stambaugh, "undated". "Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83)," Rodney L. White Center for Financial Research Working Papers 11-83, Wharton School Rodney L. White Center for Financial Research.
    2. Blume, Marshall E. & Stambaugh, Robert F., 1983. "Biases in computed returns : An application to the size effect," Journal of Financial Economics, Elsevier, vol. 12(3), pages 387-404, November.
    3. Roll, Richard, 1983. "On computing mean returns and the small firm premium," Journal of Financial Economics, Elsevier, vol. 12(3), pages 371-386, November.
    4. Blume, Marshall E & Keim, Donald B & Patel, Sandeep A, 1991. "Returns and Volatility of Low-Grade Bonds: 1977-1989," Journal of Finance, American Finance Association, vol. 46(1), pages 49-74, March.
    5. Harold G. Fraine & Robert H. Mills, 1961. "Effect Of Defaults And Credit Deterioration On Yields Of Corporate Bonds," Journal of Finance, American Finance Association, vol. 16(3), pages 423-434, September.
    6. W. Braddock Hickman, 1958. "Introduction and Summary of Findings to "Corporate Bond Quality and Investor Experience"," NBER Chapters, in: Corporate Bond Quality and Investor Experience, pages 3-27, National Bureau of Economic Research, Inc.
    7. Terry L. Zivney & Donald J. Thompson II, 1987. "Relative Stock Prices And The Firm Size Effect," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(2), pages 99-110, June.
    8. W. Braddock Hickman, 1958. "Index to "Corporate Bond Quality and Investor Experience"," NBER Chapters, in: Corporate Bond Quality and Investor Experience, pages 531-536, National Bureau of Economic Research, Inc.
    9. Altman, Edward I, 1989. " Measuring Corporate Bond Mortality and Performance," Journal of Finance, American Finance Association, vol. 44(4), pages 909-922, September.
    10. W. Braddock Hickman, 1958. "Corporate Bond Quality and Investor Experience," NBER Books, National Bureau of Economic Research, Inc, number hick58-1, July.
    11. Cornell, Bradford & Green, Kevin, 1991. "The Investment Performance of Low-Grade Bond Funds," Journal of Finance, American Finance Association, vol. 46(1), pages 29-48, March.
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    Cited by:

    1. Theodor Kohers & Jayen B. Patel, 1996. "An examination of the day‐of‐the‐week effect in junk bond returns over business cycles," Review of Financial Economics, John Wiley & Sons, vol. 5(1), pages 31-46, December.
    2. Kohers, Theodor & Patel, Jayen B., 1996. "An examination of the day-of-the-week effect in junk bond returns over business cycles," Review of Financial Economics, Elsevier, vol. 5(1), pages 31-46.

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