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Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Harvey, Campbell R.; Siddique, Akhtar R. - In: Critical finance review 12 (2023) 1/4, pp. 355-366
Persistent link: https://www.econbiz.de/10014370380
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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
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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
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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
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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