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<!-- This file was exported from BibSonomy, http://www.bibsonomy.org -->

<dblp><article mdate="2005" key="Gebhardt2005a">
       <author> William R. Gebhardt</author>
       <author> Soeren Hvidkjaer</author>
       <author> Bhaskaran Swaminathan</author> 



    <title>Stock and bond market interaction: Does momentum spill over&#63;</title>

    <pages>651&#x2013;690</pages>
    <year>2005</year>
    <journal>Journal of Financial Economics</journal>
    <volume>75</volume>
    <number>3</number>
    <month>Mar</month>
    <url>http://www.sciencedirect.com/science/article/B6VBX&#45;4DJBTN3&#45;2/1/a642b6e5786c223bce394ce5b4fe63bc</url>









</article>
 



<article mdate="2005" key="Gebhardt2005b">
       <author> William R. Gebhardt</author>
       <author> Soeren Hvidkjaer</author>
       <author> Bhaskaran Swaminathan</author> 



    <title>The cross&#45;section of expected corporate bond returns: Betas or characteristics&#63;</title>

    <pages>85&#x2013;114</pages>
    <year>2005</year>
    <journal>Journal of Financial Economics</journal>
    <volume>75</volume>
    <number>1</number>
    <month>Jan</month>
    <url>http://www.sciencedirect.com/science/article/B6VBX&#45;4CHS1KP&#45;1/1/9da9506d9593e0b0faf45ceb6e66f645</url>









</article>
 



</dblp>
