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Phillip R. Daves · Study

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Phillip R. Daves

2 works· latest 2000cluster: provisionalORCID 0000-0002-1064-434X

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i102

Citations151

Works here2

93

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Most cited in this library

Liquidity, Reconstitution, and the Value of U.S. Treasury Strips1993 · 96 citations
ESTIMATING SYSTEMATIC RISK: THE CHOICE OF RETURN INTERVAL AND ESTIMATION PERIOD2000 · 55 citations

Works

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ESTIMATING SYSTEMATIC RISK: THE CHOICE OF RETURN INTERVAL AND ESTIMATION PERIOD

·2000·3 authors

55citations

Liquidity, Reconstitution, and the Value of U.S. Treasury Strips

The Journal of Finance·1993·2 authors

96citations