Christopher G. Lamoureux

University of Arizona

Associate Professor of Finance

Tucson, AZ 85721

United States

SCHOLARLY PAPERS

7

DOWNLOADS

406

CITATIONS

0

Scholarly Papers (7)

1.

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

AFA 2002 Atlanta Meetings
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 181 (165,260)

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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 49 (396,069)

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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 114 (240,447)

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Coupon Spreads; Relative value trade; Frictions; STRIPS

4.

An Empirical Assessment of Characteristics and Optimal Portfolios

Number of pages: 59 Posted: 12 Apr 2018
Christopher G. Lamoureux and Huacheng Zhang
University of Arizona and Southwestern University of Finance and Economics - Institute of Financial Studies
Downloads 45 (403,300)

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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 17 (536,240)

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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

Journal of Finance, Vol. 57, pp. 1479-1520, 2002
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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