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<bibliography>

<biblioentry xreflabel="Gebhardt2005a" id="Gebhardt2005a">
   <authorgroup>
       <author><firstname>William</firstname><othername role="mi">R.</othername><surname>Gebhardt</surname></author>
       <author><firstname>Soeren</firstname><surname>Hvidkjaer</surname></author>
       <author><firstname>Bhaskaran</firstname><surname>Swaminathan</surname></author> 
   </authorgroup>
<citetitle pubwork="article">Stock and bond market interaction: Does momentum spill over&#63;</citetitle>
   <citetitle pubwork="journal">Journal of Financial Economics</citetitle>

   <volumenum>75</volumenum> 

   <artpagenums>651&#x2013;690</artpagenums> 
   <pubdate>2005</pubdate>  

</biblioentry>
<biblioentry xreflabel="Gebhardt2005b" id="Gebhardt2005b">
   <authorgroup>
       <author><firstname>William</firstname><othername role="mi">R.</othername><surname>Gebhardt</surname></author>
       <author><firstname>Soeren</firstname><surname>Hvidkjaer</surname></author>
       <author><firstname>Bhaskaran</firstname><surname>Swaminathan</surname></author> 
   </authorgroup>
<citetitle pubwork="article">The cross&#45;section of expected corporate bond returns: Betas or characteristics&#63;</citetitle>
   <citetitle pubwork="journal">Journal of Financial Economics</citetitle>

   <volumenum>75</volumenum> 

   <artpagenums>85&#x2013;114</artpagenums> 
   <pubdate>2005</pubdate>  

</biblioentry>
</bibliography>
