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Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?

, , and . Journal of Financial Economics, 67 (3): 385--410 (March 2003)

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Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?, , and . Journal of Financial Economics, 67 (3): 385--410 (March 2003)Corporate earnings and the equity premium, and . Journal of Financial Economics, 74 (3): 401--421 (December 2004)The valuation of options on coupon bonds. Journal of Banking & Finance, 17 (1): 27--42 (February 1993)The term structure of very short-term rates: New evidence for the expectations hypothesis. Journal of Financial Economics, 58 (3): 397--415 (December 2000)Multiple equilibria and term structure models. Journal of Financial Economics, 32 (3): 333--344 (December 1992)Valuing futures and options on volatility, and . Journal of Banking & Finance, 20 (6): 985--1001 (July 1996)A nonlinear general equilibrium model of the term structure of interest rates. Journal of Financial Economics, 23 (2): 195--224 (August 1989)The valuation of options on yields. Journal of Financial Economics, 26 (1): 97--121 (July 1990)Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market, , and . Journal of Financial Economics, 62 (1): 39--66 (October 2001)