*This paper arises from the author's doctorate, which was completed at the Australian Graduate School of Management at the University of NSW. The author benefited from some valuable comments, suggestions and encouragement from Chris Adam, Nicholas Bollen, Doug Foster, Lorenzo Garlappi, Shayne Gary, Bruce Grundy, Ron Guido, Richard Heaney, Terry O'Neill, Baljit Sidhu, Tom Rietz, Tom Smith, Garry Twite, and Kathy Walsh. The author also wishes to thank participants at the 2005 AFAANZ Conference and the 16th Asian Financial Association Conference, as well as FIRN for financial support to attend the latter.
Implications for Asset Pricing Puzzles of a Roll-over Assumption for the Risk-Free Asset*
Article first published online: 27 NOV 2008
© 2008 The Authors. Journal compilation © International Review of Finance Ltd. 2008
International Review of Finance
Volume 8, Issue 3-4, pages 125–157, September/December 2008
How to Cite
WARREN, G. J. (2008), Implications for Asset Pricing Puzzles of a Roll-over Assumption for the Risk-Free Asset. International Review of Finance, 8: 125–157. doi: 10.1111/j.1468-2443.2008.00079.x
- Issue published online: 27 NOV 2008
- Article first published online: 27 NOV 2008
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!