Christopher G. Lamoureux

University of Arizona

Associate Professor of Finance

Tucson, AZ 85721

United States

  • University of Arizona

    • Email
    • Tel: 520-621-7488
    • Fax: 520-621-1261
SCHOLARLY PAPERS

7

DOWNLOADS

504

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (7)

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1.

Price Discovery as a Public Good: Why Dealers Do Not Engage in Bertrand Price Competition

Number of pages: 30 Posted: 05 Dec 2001
Christopher G. Lamoureux and Charles R. Schnitzlein
University of Arizona and School of Business, University of Vermont
Downloads 196 (237,876)

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2.

Empirically Confronting Stochastic Singularity: An Application to the Cox, Ingersoll, and Ross Model

Downloads 64 (253,951)

Empirically Confronting Stochastic Singularity: An Application to the Cox, Ingersoll, and Ross Model

Number of pages: 44 Posted: 16 Feb 2009
Christopher G. Lamoureux and Kenneth Roskelley
University of Arizona and Mississippi State University - Department of Finance & Economics
Downloads 64 (530,328)

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Testing arbitrage models, Forecasting interest rates

3.

Coupon Spreads and Illiquidity in the Market for 10-Year Treasury Notes

Number of pages: 77 Posted: 23 Mar 2009 Last Revised: 18 Jul 2012
Christopher G. Lamoureux and George Theocharides
University of Arizona and Cyprus International Institute of Management (CIIM)
Downloads 139 (317,792)
Citation 1

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Coupon Spreads; Relative value trade; Frictions; STRIPS

4.

An Empirical Assessment of Characteristics and Optimal Portfolios

Number of pages: 56 Posted: 12 Apr 2018 Last Revised: 12 Aug 2022
Christopher G. Lamoureux and Huacheng Zhang
University of Arizona and Nottingham University Business School
Downloads 81 (459,655)

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cross-section of stock returns; stock characteristics; optimal portfolios

5.

Testing Arbitrage Models Without Adding an Error Model: An Application to Cox, Ingersoll, and Ross

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 42 Posted: 25 Aug 2012
Kenneth Roskelley and Christopher G. Lamoureux
Mississippi State University - Department of Finance & Economics and University of Arizona
Downloads 24 (746,886)

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6.

Empirical Analysis of the Yield Curve: The Information in the Data Viewed Through the Window of Cox, Ingersoll, and Ross

Posted: 29 Nov 2003
Christopher G. Lamoureux and Hugh Douglas Witte
University of Arizona and University of Missouri at Columbia - Department of Finance

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7.

Temporary Components of Stock Returns: What Do the Data Tell Us?

EVIEW OF FINANCIAL STUDIES, Vol. 9 No. 4
Posted: 18 Dec 1996
Christopher G. Lamoureux and Guofu Zhou
University of Arizona and Washington University in St. Louis - John M. Olin Business School

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