The Cross-Section of Credit Risk Premia and Expected Corporate Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3780412 ◽

2021 ◽

Author(s):

Junbo Wang ◽

Chunchi Wu ◽

Zhenling Zhao

Keyword(s):

Credit Risk ◽

Cross Section ◽

Risk Premia ◽

Corporate Bond ◽

Bond Returns ◽

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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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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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News and the Cross-Section of Expected Corporate Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1114094 ◽

2008 ◽

Author(s):

Abhay Abhyankar ◽

Angelica Gonzalez

Keyword(s):

Cross Section ◽

Corporate Bond ◽

Bond Returns ◽

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Asymmetry in Liquidity Pricing in the Cross-Section and Time Series of Corporate Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3585526 ◽

2020 ◽

Author(s):

Fabian Dienemann

Keyword(s):

Time Series ◽

Cross Section ◽

Corporate Bond ◽

Bond Returns ◽

The Cross ◽

Liquidity Pricing

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Breadth of Ownership and the Cross-Section of Corporate Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3113892 ◽

2018 ◽

Author(s):

Jing-Zhi Huang ◽

Nan Qin ◽

Ying Wang

Keyword(s):

Cross Section ◽

Corporate Bond ◽

Bond Returns ◽

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The cross-section of expected corporate bond returns: Betas or characteristics?

Journal of Financial Economics ◽

10.1016/j.jfineco.2004.04.002 ◽

2005 ◽

Vol 75 (1) ◽

pp. 85-114 ◽

Author(s):

William R. Gebhardt ◽

Soeren Hvidkjaer ◽

Bhaskaran Swaminathan

Keyword(s):

Cross Section ◽

Corporate Bond ◽

Bond Returns ◽

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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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Inflation Volatility Risk and the Cross-section of Corporate Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3883556 ◽

2021 ◽

Author(s):

Luis Ceballos

Keyword(s):

Cross Section ◽

Corporate Bond ◽

Volatility Risk ◽

Inflation Volatility ◽

Bond Returns ◽

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