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

2020 ◽  
Author(s):  
Fabian Dienemann
Keyword(s):  
Time Series ◽  
Cross Section ◽  
Corporate Bond ◽  
Bond Returns ◽  
The Cross ◽  
Liquidity Pricing

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
Sign in / Sign up

Export Citation Format

Share Document