Duane Stock
Affiliations: | School of Computer Science | University of Oklahoma, Norman, OK, United States |
Area:
Computer Science, FinanceGoogle:
"Duane Stock"
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Publications
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| Leal D, Stanhouse B, Stock D. (2020) Estimating the term structure of corporate bond liquidity premiums: An analysis of default free bank bonds Journal of International Financial Markets, Institutions and Money. 67: 101217 |
| Black JR, Hoelscher SA, Stock D. (2018) How a Credit Enhancement Affects Bond Liquidity and Default Risk of the Firm The Journal of Fixed Income. 28: 24-37 |
| Stock D. (2018) A Structural Model for Optimal Selection of Maturity and Timing of Callable Bond Issuance: Help in Incorporating the Impact of Federal Reserve Policy and other Factors The Journal of Fixed Income. 26 |
| Qian S, Lakshmivarahan S, Stock D. (2016) A Structural Model for Optimal Selection of Maturity and Timing of Callable Bond Issuance The Journal of Fixed Income. 26: 33-48 |
| Black JR, Stock D, Yadav PK. (2016) The pricing of different dimensions of liquidity: Evidence from government guaranteed bonds Journal of Banking and Finance. 71: 119-132 |
| Kim DH, Stock D. (2014) The effect of interest rate volatility and equity volatility on corporate bond yield spreads: A comparison of noncallables and callables Journal of Corporate Finance. 26: 20-35 |
| Stanhouse B, Stock D. (2014) Credit line takedown and endogenous bank capital Review of Quantitative Finance and Accounting |
| Lakshmivarahan S, Qian S, Stock D. (2012) The Distribution of the Value of the Firm and Stochastic Interest Rates Journal of Mathematical Finance. 2: 75-82 |
| Kim DH, Stock D. (2012) Impact of the TARP financing choice on existing preferred stock Journal of Corporate Finance. 18: 1121-1142 |
| Nayar N(, Stock D. (2008) Make-whole call provisions: A case of "much ado about nothing?", Journal of Corporate Finance. 14: 387-404 |