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Applied Financial Economics Volume 15, 2005 - Issue 17
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Original Articles

Comparing returns of US treasuries versus equities: implications for market and portfolio efficiency

Choong Tze Chua Lee Kong Chian School of Business, Singapore Management University, 50 Stamford Road, Singapore, 178899
,
Winston T. H. Koh School of Economics and Social Sciences, Singapore Management University, 90 Stamford Road, Singapore, 178903Correspondence[email protected]
&
Krishna Ramaswamy Lee Kong Chian School of Business, Singapore Management University, 50 Stamford Road, Singapore, 178899
Pages 1213-1218 | Published online: 20 Aug 2006

Citations (5)

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Read on this site (4)

Chulho Jung, William Shambora & Kyongwook Choi. (2010) Are stocks really riskier than bonds?. Applied Economics 42:4, pages 403-412.
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Farooq Ahmad & James M. Steeley. (2008) Secondary market pricing behaviour around UK bond auctions. Applied Financial Economics 18:9, pages 691-699.
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B. Jirasakuldech, Riza Emekter & Unro Lee. (2008) Business conditions and nonrandom walk behaviour of US stocks and bonds returns. Applied Financial Economics 18:8, pages 659-672.
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Reid Dorsey-Palmateer & Gary Smith. (2007) Shrunken interest rate forecasts are better forecasts. Applied Financial Economics 17:6, pages 425-430.
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Articles from other publishers (1)

Valentina Galvani & Stuart Landon. (2012) Riding the yield curve: a spanning analysis. Review of Quantitative Finance and Accounting 40:1, pages 135-154.
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