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Valuation Of The Preferred Stock Sinking Fund Feature: A Time-Series Approach

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  • Michael J. Gombola
  • Douglas R. Kahl
  • Kenneth P. Nunn Jr.

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  • Michael J. Gombola & Douglas R. Kahl & Kenneth P. Nunn Jr., 1988. "Valuation Of The Preferred Stock Sinking Fund Feature: A Time-Series Approach," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 11(1), pages 33-42, March.
    • Handle: RePEc:bla:jfnres:v:11:y:1988:i:1:p:33-42
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1988.tb00064.x
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    References listed on IDEAS

    as
    1. Frank C. Jen & James E. Wert, 1966. "Imputed Yields Of A Sinking Fund Bond And The Term Structure Of Interest Rates," Journal of Finance, American Finance Association, vol. 21(4), pages 697-713, December.
    2. Bildersee, John S, 1973. "Some Aspects of the Performance of Non-Convertible Preferred Stocks," Journal of Finance, American Finance Association, vol. 28(5), pages 1187-1201, December.
    3. Theodore M. Barnhill & James V. Jordan & William E. Seale, 1987. "Maturity And Refunding Effects On Treasury-Bond Futures Price Variance," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(2), pages 121-131, June.
    4. Larcker, David F. & Gordon, Lawrence A. & Pinches, George E., 1980. "Testing for Market Efficiency: A Comparison of the Cumulative Average Residual Methodology and Intervention Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(2), pages 267-287, June.
    5. Hays, Patrick A. & Upton, David E., 1986. "A Shifting Regimes Approach to the Stationarity of the Market Model Parameters of Individual Securities," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(3), pages 307-321, September.
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