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type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Cai, Nianyun"
~person:"Wang, Junbo"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Corporate bond
8
Unternehmensanleihe
8
Capital income
6
Risikoprämie
5
Risk premium
5
Anleihe
3
Bond
3
Corporate bond pricing
3
Credit risk
3
Kreditrisiko
3
Ratings
3
Risiko
3
Risk
3
Volatility
3
Volatilität
3
Yield curve
3
Zinsstruktur
3
CAPM
2
Cost of capital
2
Estimation
2
Kapitalkosten
2
Schätzung
2
1990-2011
1
Aggregate volatility risk
1
Asymmetric information
1
Asymmetrische Information
1
Bond momentum
1
Bond return
1
Börsenkurs
1
Capital market returns
1
Corporate debt
1
Cost of debt
1
Default risk
1
Economic policy
1
Extreme illiquidity
1
Financial crisis
1
Finanzkrise
1
Idiosyncratic risk
1
Information asymmetry
1
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Free
1
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Article
6
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Article in journal
Aufsatz in Zeitschrift
6
Language
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English
6
Author
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Cai, Nianyun
Wang, Junbo
Wu, Chunchi
8
Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Lin, Hai
3
Chen, Fan
2
Chen, Xi
2
Choi, Jaewon
2
Galvani, Valentina
2
Guo, Xu
2
Han, Song
2
Heck, Stephanie
2
Helwege, Jean
2
Huang, Jing-Zhi
2
Li, Lifang
2
Qin, Nan
2
Saar, Dan
2
Wang, Bo
2
Wang, Xin
2
Wu, Wei
2
Xie, Yan
2
Yagil, Yossi
2
Zhang, Weina
2
Zhou, Guofu
2
Zundert, Jeroen van
2
Abad, Pilar
1
Abudy, Menachem
1
Ariff, Mohamed
1
Bahri, Maha
1
Bai, Jennie
1
Bali, Turan G.
1
Baulkaran, Vishaal
1
Bekaert, Geert
1
Bellardini, Luca
1
Bevilaqua, Julia
1
Bianchi, Robert
1
Boylan, Robert
1
Cai, Fang
1
Campbell, T. Colin
1
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Published in...
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Journal of financial markets
2
Advances in Pacific Basin business, economics, and finance
1
Journal of empirical finance
1
Journal of financial economics
1
The journal of fixed income : JFI
1
Source
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ECONIS (ZBW)
6
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1
Extreme illiquidity and cross-sectional corporate bond returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
;
Wu, Di
- In:
Journal of financial markets
68
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014491074
Saved in:
2
Economic policy uncertainty and the cross-section of corporate bond returns
Tao, Xinyuan
;
Wang, Bo
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income : JFI
32
(
2022
)
1
,
pp. 6-44
Persistent link: https://www.econbiz.de/10014231345
Saved in:
3
Jump and volatility risk in the cross-section of corporate bond returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial markets
60
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013397876
Saved in:
4
Further evidence of momentum in corporate bond returns
Lin, Hai
;
Tao, Xinyuan Stacie
;
Wang, Junbo
;
Wu, Chunchi
- In:
Advances in Pacific Basin business, economics, and finance
8
(
2020
),
pp. 65-97
Persistent link: https://www.econbiz.de/10012601390
Saved in:
5
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
6
Prospect theory and corporate bond returns : an empirical study
Zhong, Xiaoling
;
Wang, Junbo
- In:
Journal of empirical finance
47
(
2018
),
pp. 25-48
Persistent link: https://www.econbiz.de/10012103496
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