Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence

Mapping Intimacies ◽

10.3386/w25995 ◽

2019 ◽

Author(s):

Jennie Bai ◽

Turan Bali ◽

Quan Wen

Keyword(s):

Time Series ◽

Bond Market ◽

Corporate Bond ◽

Cross Sectional ◽

Corporate Bond Market ◽

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Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence

Journal of Financial Economics ◽

10.1016/j.jfineco.2021.05.003 ◽

2021 ◽

Author(s):

Jennie Bai ◽

Turan G. Bali ◽

Quan Wen

Keyword(s):

Time Series ◽

Bond Market ◽

Corporate Bond ◽

Cross Sectional ◽

Corporate Bond Market ◽

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Cross-sectional Examination of the Corporate Bond Market Performance - The Rise of the Momentum and Contrarian Unidentified Factor Mimicking Corporate Bond Portfolios!

SSRN Electronic Journal ◽

10.2139/ssrn.3689223 ◽

2020 ◽

Author(s):

Himanshu Verma ◽

Ajakh Ahmad ◽

Jim Kyung-Soo Liew

Keyword(s):

Market Performance ◽

Bond Market ◽

Corporate Bond ◽

Cross Sectional ◽

Corporate Bond Market ◽

Bond Portfolios

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Momentum in Korean Corporate Bond Market

Asian Review of Financial Research ◽

10.37197/arfr.2020.33.3.1 ◽

2020 ◽

Vol 33 (3) ◽

pp. 301-338

Author(s):

Minyeon Han ◽

◽

Jemoon Woo ◽

Hyounggoo Kang

Keyword(s):

Bond Market ◽

Corporate Bond ◽

Corporate Bond Market

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Where Did All the Information Go? Trade in the Corporate Bond Market

SSRN Electronic Journal ◽

10.2139/ssrn.1573535 ◽

2010 ◽

Author(s):

Xing Zhou ◽

Tavy Ronen

Keyword(s):

Bond Market ◽

Corporate Bond ◽

Corporate Bond Market

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The Informational Efficiency of the Corporate Bond Market: What is the Role of Trading Volume?

SSRN Electronic Journal ◽

10.2139/ssrn.1913455 ◽

2011 ◽

Author(s):

Ehab Abdel-Tawab Yamani

Keyword(s):

Trading Volume ◽

Bond Market ◽

Corporate Bond ◽

Informational Efficiency ◽

Corporate Bond Market

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Reaching for Yield in the Corporate Bond Market

SSRN Electronic Journal ◽

10.2139/ssrn.2024554 ◽

2012 ◽

Author(s):

Bo Becker ◽

Victoria Ivashina

Keyword(s):

Bond Market ◽

Corporate Bond ◽

Corporate Bond Market ◽

Reaching For Yield

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Liquidity Premium in the Eye of Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market

SSRN Electronic Journal ◽

10.2139/ssrn.2140253 ◽

2012 ◽

Author(s):

Jingzhi Huang ◽

Zhenzhen Sun ◽

Tong Yao ◽

Tong Yu

Keyword(s):

Bond Market ◽

Corporate Bond ◽

Liquidity Premium ◽

Corporate Bond Market ◽

Clientele Effect

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Quantifying and Explaining the New Issue Premium in the Post Glass-Steagall Corporate Bond Market

SSRN Electronic Journal ◽

10.2139/ssrn.2165985 ◽

2012 ◽

Author(s):

Ehud I. Ronn ◽

Robert S. Goldberg

Keyword(s):

Bond Market ◽

Corporate Bond ◽

Corporate Bond Market

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Structural Models of Default in the U.S., U.K. and Japanese Corporate Bond Market

SSRN Electronic Journal ◽

10.2139/ssrn.301471 ◽

2002 ◽

Author(s):

Stephan Dieckmann

Keyword(s):

Structural Models ◽

Bond Market ◽

Corporate Bond ◽

Corporate Bond Market ◽

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Is There Froth in the Corporate Bond Market?

SSRN Electronic Journal ◽

10.2139/ssrn.3020179 ◽

2017 ◽

Author(s):

Yoshio Nozawa

Keyword(s):

Bond Market ◽

Corporate Bond ◽

Corporate Bond Market

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