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Liquidity, credit quality, and...
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Wu, Chunchi
65
Wang, J.
63
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16
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12
Liu, Sheen
12
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5
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5
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5
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International review of economics & finance : IREF
11
International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
8
Reliability engineering & system safety
8
Journal of banking & finance
7
Review of quantitative finance and accounting
5
The journal of fixed income
5
Risk analysis : an international journal
4
The financial review : the official publication of the Eastern Finance Association
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Quality and reliability engineering international
3
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
European journal of operational research : EJOR
2
Global finance journal
2
Human resources abstracts : an international information service
2
Journal of accounting, auditing & finance
2
Journal of empirical finance
2
Journal of financial economics
2
Marine policy : the international journal of ocean affairs
2
Survey review
2
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2
Agricultural economics : the journal of the International Association of Agricultural Economists
1
Allgemeine Vermessungs-Nachrichten : AVN ; Zeitschrift für alle Bereiche der Geodäsie und Geoinformation
1
Annals of operations research
1
Annual reviews in control : a journal of FIFAC, the International Federation of Automatic Control
1
Astin bulletin : the journal of the International Actuarial Association
1
Computational and mathematical organization theory
1
Decision support systems : DSS ; the international journal
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Economic development quarterly : the journal of American economic revitalization
1
Energy conversion and management : ECM
1
Financial markets, institutions & instruments
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IEEE transactions on engineering management : EM
1
IEEE transactions on reliability : R ; IEEE T R
1
Information resources management journal : IRMJ ; an official publication of the Information Resources Management Association
1
Insurance / Mathematics & economics
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International journal of advertising : the quarterly review of marketing communications
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OLC EcoSci
ECONIS (ZBW)
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1
Liquidity, default, taxes, and yields on municipal bonds
Wang, Junbo
;
Wu, Chunchi
;
Zhang, Frank X.
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1133-1149
Persistent link: https://www.econbiz.de/10008052214
Saved in:
2
LIQUIDITY RISK AND MOMENTUM SPILLOVER FROM STOCKS TO BONDS
Lin, Hai
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
23
(
2013
)
1
,
pp. 5-42
Persistent link: https://www.econbiz.de/10010158130
Saved in:
3
Domestic versus foreign equity shares: Which are more costly to trade in the Chinese market?
He, Yan
;
Wang, Junbo
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 465-481
Persistent link: https://www.econbiz.de/10010104877
Saved in:
4
How much of the corporate bond spread is due to personal taxes?
Liu, Sheen
;
Shi, Jian
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
85
(
2007
)
3
,
pp. 599-636
Persistent link: https://www.econbiz.de/10007761406
Saved in:
5
Are Liquidity and Information Risks Priced in the Treasury Bond Market?
Li, Haitao
;
Wang, Junbo
;
Wu, Chunchi
;
He, Yan
- In:
The journal of finance : the journal of the American …
64
(
2009
)
1
,
pp. 467-504
Persistent link: https://www.econbiz.de/10008169963
Saved in:
6
The determinants of corporate bond yields
Liu, Sheen
;
Shi, Jian
;
Wang, Junbo
;
Wu, Chunchi
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
1
,
pp. 85-109
Persistent link: https://www.econbiz.de/10008170832
Saved in:
7
Price discovery in the round-the-clock U.S. Treasury market
He, Yan
;
Lin, Hai
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial intermediation
18
(
2009
)
3
,
pp. 464
Persistent link: https://www.econbiz.de/10008262028
Saved in:
8
EFFECTS OF CREDIT QUALITY ON TAX-EXEMPT AND TAXABLE YIELDS - An examination of the effects of credit quality on the relative yields of Treasuries and municipals reveals that the municipal term structure model with no default risk underestimates equilibrium marginal income tax rates and yields of municipals relative to yields of Treasuries. The downward bias is more severe for long-maturity and ...
Liu, Sheen
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 80
Persistent link: https://www.econbiz.de/10007157715
Saved in:
9
Price Discovery in the U.S. Treasury Market: Automation vs. Intermediation
Man, Kasing
;
Wang, Junbo
;
Wu, Chunchi
- In:
Management science : journal of the Institute for …
59
(
2013
)
3
,
pp. 695-714
Persistent link: https://www.econbiz.de/10010089336
Saved in:
10
ARE LIQUIDITY AND COUNTERPARTY RISK PRICED IN THE CREDIT DEFAULT SWAP MARKET?
Pu, Xiaoling
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2011
)
4
,
pp. 59-80
Persistent link: https://www.econbiz.de/10008993326
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