Christopher G Lamoureux

  • 1577 Citations
  • 10 h-Index
1986 …2015
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Fingerprint Dive into the research topics where Christopher G Lamoureux is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Stock Returns Mathematics
Conditional Heteroskedasticity Mathematics
Stable Laws Mathematics
Persistence Mathematics
estimation procedure Social Sciences
persistence Social Sciences
Structural Change Mathematics
structural change Social Sciences

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Research Output 1986 2015

  • 1577 Citations
  • 10 h-Index
  • 21 Article
1 Citation (Scopus)

Costs of capital and public issuance choice

Lamoureux, C. G. & Nejadmalayeri, A., Dec 1 2015, In : Journal of Banking and Finance. 61, p. 27-45 19 p., 4811.

Research output: Contribution to journalArticle

Cost of capital
Yield curve
Fixed effects
Price elasticity of demand
Market price

Measuring private information in a specialist market

Lamoureux, C. G. & Wang, Q., Jan 1 2015, In : Journal of Empirical Finance. 30, p. 92-119 28 p.

Research output: Contribution to journalArticle

Private information
Benchmark
Asymmetric information
Order flow
Price formation
2 Citations (Scopus)

Microstructure with multiple assets: An experimental investigation into direct and indirect dealer competition

Lamoureux, C. G. & Schnitzlein, C. R., Feb 2004, In : Journal of Financial Markets. 7, 2, p. 117-143 27 p.

Research output: Contribution to journalArticle

Assets
Microstructure
Dealers
Economics
Price discovery

Empirical analysis of the yield curve: The information in the data viewed through the window of Cox, Ingersoll, and Ross

Lamoureux, C. G. & Douglas Witte, H., Jun 2002, In : Journal of Finance. 57, 3, p. 1479-1520 42 p.

Research output: Contribution to journalArticle

Empirical analysis
Yield curve
Cross-sectional data
Factors
Bayesian estimation

When it's not the only game in town: The effect of bilateral search on the quality of a dealer market

Lamoureux, C. G. & Schnitzlein, C. R., Jun 1997, In : Journal of Finance. 52, 2, p. 683-712 30 p.

Research output: Contribution to journalArticle

Bilateral
Dealer markets
Dealers
Profit
Traders