search query: @author Rogalski, R. J. / total: 13
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1.
Is convertible debt a substitute for straight debt or for common equity?
Financial Management
1999 : AUTUMN, VOL. 28:3, p. 5-27
 1999 Lewis, C. M.
Rogalski, R. J.
Seward, J. K.
2.
Agency problems, information asymmetries, and convertible debt security design.
Journal of Financial Intermediation
1998 : JAN, VOL. 7:1, p. 32-59
 1998 Lewis, C. M.
Rogalski, R. J.
Seward, J. K.
3.
Corporate issues of foreign currency exchange warrants. A case study of financial innovation and risk management.
Journal of Financial Economics
1991 : VOL. 30:2 p. 347-366
 1991 Rogalski, R. J.
Seward, J. K.
4.
Call-option pricing and the turn of the year.
Journal of Business
1989 : OCT, VOL. 62:4, p. 539-552
 1989 Maloney, K. J.
Rogalski, R. J.
5.
Government bond returns, measurement of interest rate risk, and the arbitrage pricing theory.
Journal of Finance
1985 : MAR, VOL. 40:1, p. 43-61
 1985 Gultekin, N. B.
Rogalski, R. J.
6.
New findings regarding day-of-the-week returns over trading and non-trading periods.
Journal of Finance
1984 : DEC, VOL. 39:5, p. 1603-1614
 1984 Rogalski, R. J.
7.
Option pricing model estimates : some empirical results.
Financial Management
1982 : SPRING, VOL. 11:1, p. 58-69
 1982 Gultekin, N. B.
Rogalski, R. J.
Tinic, S. M.
8.
Treasury bills factors and common stock returns.
Journal of Finance
1981 : MAY, VOL. 36:2, p. 337-350
 1981 Oldfield, G. S.
Rogalski, R. J.
9.
A theory of common stock returns over trading and non-trading periods.
Journal of Finance
1980 : JUN, VOL. 25:3, p. 729-751
 1980 Oldfield, G.S.
Rogalski, R. J.
10.
Does it pay to shop for your bond underwriter?
Harvard Business Review
1979 : JUL-AUG, VOL. 57:4, p. 111-117
 1979 Logue, D. E.
Rogalski, R. J.
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