The q-factors and expected bond returns
Benedikt Franke, Sebastian Müller, Sonja Müller
| Year of publication: |
October 2017
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|---|---|
| Authors: | Franke, Benedikt ; Müller, Sebastian ; Müller, Sonja |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 83.2017, p. 19-35
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| Subject: | Anomalies | Corporate bonds | Credit markets | Expected returns | Factors | Market efficiency | Unternehmensanleihe | Corporate bond | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Anleihe | Bond | Kreditmarkt | Credit market | Zinsstruktur | Yield curve | Theorie | Theory | Erwartungsbildung | Expectation formation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2017.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011816818