FIXED INCOME - Semiannual Seasonality in High-Yield Bond Returns - Exploitable seasonal patterns in high-yield bond returns are not limited to the widely studied "January effect." On average, the high-yield sector outperforms ten-year Treasuries by a wider margin between December 1 and May 31 than between June 1 and November 30. Within the high-yield sector, single-Bs outperform double-Bs on ...
| Year of publication: |
2000
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| Authors: | Fridson, Martin S. |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 26.2000, 4, p. 102
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