Short Selling and Corporate Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2294660 ◽

2013 ◽

Author(s):

Stephen E. Christophe ◽

Michael G. Ferri ◽

Jim Hsieh ◽

Tao-Hsien Dolly King

Keyword(s):

Short Selling ◽

Corporate Bond ◽

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The Impact of Short Selling in the Cross-Section of Corporate Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3940980 ◽

2021 ◽

Author(s):

Desislava Vladimirova ◽

Thomas Markl ◽

Philip Messow

Keyword(s):

Cross Section ◽

Short Selling ◽

Corporate Bond ◽

Bond Returns ◽

The Cross ◽

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On the Nature and Predictability of Corporate Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1914680 ◽

2012 ◽

Author(s):

Daniel Haesen ◽

Patrick Houweling

Keyword(s):

Corporate Bond ◽

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Downside Variance Premium, Firm Fundamentals, and Expected Corporate Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3628444 ◽

2020 ◽

Author(s):

Tao Huang ◽

Liang Jiang ◽

Junye Li

Keyword(s):

Corporate Bond ◽

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Does the Long-Run Risk Explain the Cross-Section of Corporate Bond Returns?

SSRN Electronic Journal ◽

10.2139/ssrn.3710531 ◽

2020 ◽

Author(s):

Redouane Elkamhi ◽

Chanik Jo ◽

Yoshio Nozawa

Keyword(s):

Cross Section ◽

Corporate Bond ◽

Long Run ◽

Bond Returns ◽

The Cross ◽

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Modeling Corporate Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3720789 ◽

2020 ◽

Author(s):

Bryan T. Kelly ◽

Diogo Palhares ◽

Seth Pruitt

Keyword(s):

Corporate Bond ◽

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Investor Sentiment and the Cross-Section of Corporate Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3223846 ◽

2018 ◽

Author(s):

Xu Guo ◽

Hai Lin ◽

Chunchi Wu ◽

Guofu Zhou

Keyword(s):

Cross Section ◽

Investor Sentiment ◽

Corporate Bond ◽

Bond Returns ◽

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Volatility and the cross-section of corporate bond returns

Journal of Financial Economics ◽

10.1016/j.jfineco.2019.02.002 ◽

2019 ◽

Vol 133 (2) ◽

pp. 397-417 ◽

Author(s):

Kee H. Chung ◽

Junbo Wang ◽

Chunchi Wu

Keyword(s):

Cross Section ◽

Corporate Bond ◽

Bond Returns ◽

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Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns

10.3386/w27655 ◽

2020 ◽

Author(s):

Söhnke Bartram ◽

Mark Grinblatt ◽

Yoshio Nozawa

Keyword(s):

Cross Section ◽

Corporate Bond ◽

Market Mispricing ◽

Bond Returns ◽

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Information opacity and corporate bond returns: The dynamics of split ratings

Journal of International Financial Markets Institutions and Money ◽

10.1016/j.intfin.2020.101239 ◽

2020 ◽

Vol 68 ◽

pp. 101239

Author(s):

Pilar Abad ◽

Rodrigo Ferreras ◽

M.-Dolores Robles

Keyword(s):

Corporate Bond ◽

Bond Returns ◽

Information Opacity ◽

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Determinants of Corporate Bond Returns in Korea: Characteristics or Betas?

Asia-Pacific Journal of Financial Studies ◽

10.1111/j.2041-6156.2009.tb00019.x ◽

2009 ◽

Vol 38 (3) ◽

pp. 417-454 ◽

Author(s):

Woosun Hong ◽

Seong-Hyo Lee ◽

Young S. Park

Keyword(s):

Corporate Bond ◽

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