In Search of Systematic Risk and the Idiosyncratic Volatility Puzzle in the Corporate Bond Market

2019 ◽  
Author(s):  
Jennie Bai ◽  
Turan G. Bali ◽  
Quan Wen
Keyword(s):  
Systematic Risk ◽  
Bond Market ◽  
Corporate Bond ◽  
Idiosyncratic Volatility ◽  
Corporate Bond Market ◽  
Volatility Puzzle ◽  
Idiosyncratic Volatility Puzzle

Momentum in Korean Corporate Bond Market

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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