Common Risk Factors in the Cross-Section of Corporate Bond Returns

2016 ◽  
Author(s):  
Jennie Bai ◽  
Turan G. Bali ◽  
Quan Wen
Keyword(s):  
Risk Factors ◽  
Cross Section ◽  
Corporate Bond ◽  
Bond Returns ◽  
Common Risk Factors ◽  
The Cross

Common risk factors in the cross-section of corporate bond returns

2019 ◽  
Vol 131 (3) ◽  
pp. 619-642 ◽  
Author(s):  
Jennie Bai ◽  
Turan G. Bali ◽  
Quan Wen
Keyword(s):  
Risk Factors ◽  
Cross Section ◽  
Corporate Bond ◽  
Bond Returns ◽  
Common Risk Factors ◽  
The Cross

Volatility and the cross-section of corporate bond returns

2019 ◽  
Vol 133 (2) ◽  
pp. 397-417 ◽  
Author(s):  
Kee H. Chung ◽  
Junbo Wang ◽  
Chunchi Wu
Keyword(s):  
Cross Section ◽  
Corporate Bond ◽  
Bond Returns ◽  
The Cross

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

2005 ◽  
Vol 75 (1) ◽  
pp. 85-114 ◽  
Author(s):  
William R. Gebhardt ◽  
Soeren Hvidkjaer ◽  
Bhaskaran Swaminathan
Keyword(s):  
Cross Section ◽  
Corporate Bond ◽  
Bond Returns ◽  
The Cross
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