Are capital market anomalies common to equity and corporate bond markets? : an empirical investigation
Year of publication: |
August 2017
|
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Authors: | Chordia, Tarun ; Goyal, Amit ; Nozawa, Yoshio ; Subrahmanyam, Avanidhar ; Tong, Qing |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 52.2017, 4, p. 1301-1342
|
Subject: | Unternehmensanleihe | Corporate bond | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Börsenkurs | Share price | USA | United States | 1973-1997 |
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