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Oxman, Jeffrey - In: Economics letters 116 (2012) 3, pp. 385-388

Persistent link: https://www.econbiz.de/10009674338

Stock Liquidity and Corporate Bond Yield Spreads : Theory and Evidence

Huang, Henry Hongren - 2016

We examine the impact of individual stock liquidity on corporate bond yield spreads in the U.S. market. By extending the endogenous-default model to include stock liquidity in the calculation of the bond value we show that a drop in stock liquidity will increase the firm's credit risk by...

Persistent link: https://www.econbiz.de/10013005509

Risk factors in stock returns of U.S. oil and gas companies : evidence from quantile regression analysis

Mohanty, Sunil; Frydenberg, Stein; Osmundsen, Petter; … - In: Review of quantitative finance and accounting 60 (2023) 2, pp. 715-746

Persistent link: https://www.econbiz.de/10013549101

Oil shocks and stock returns : the case of the Central and Eastern European (CEE) oil and gas sectors

Mohanty, Sunil; Nandha, Mohan; Bota, Gabor - In: Emerging markets review 11 (2010) 4, pp. 358-372

Persistent link: https://www.econbiz.de/10009307197

Oil and stock market activity when prices go up and down : the case of the oil and gas industry

Mohanty, Sunil; Akhigbe, Aigbe; Al-Khyal, Tawfeek A.; … - In: Review of quantitative finance and accounting 41 (2013) 2, pp. 253-272

Persistent link: https://www.econbiz.de/10009774442

Oil price shocks and transportation firm asset prices

Aggarwal, Raj; Akhigbe, Aigbe; Mohanty, Sunil - In: Energy economics 34 (2012) 5, pp. 1370-1379

Persistent link: https://www.econbiz.de/10009688089

Disentangling the signalling and liquidity effects of stock splits

Mohanty, Sunil; Moon, Doocheol - In: Applied financial economics 17 (2007) 10/12, pp. 979-987

Persistent link: https://www.econbiz.de/10003538094

Asymmetric effects of oil shocks on stock market returns in Saudi Arabia : evidence from industry level analysis

Mohanty, Sunil; Onochie, Joseph I.; Alshehri, Abdulrahman F. - In: Review of quantitative finance and accounting 51 (2018) 3, pp. 595-619

Persistent link: https://www.econbiz.de/10012038364

Modelling stock returns and risk management in the shipping industry

Mohanty, Sunil; Aadland, Roar; Westgaard, Sjur; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-25

We estimate the impact of macroeconomic risk factors on shipping stock returns, using a quantile regression (QR) model. We regress the excess return of a portfolio for the container, dry bulk, chemical/gas, oil tanker, and diversified shipping sectors on the world market portfolio excess return,...

Persistent link: https://www.econbiz.de/10012520916

COVID-19 and stock market volatility : an industry level analysis

Baek, Seungho; Mohanty, Sunil; Glambosky, Mina - In: Finance research letters 37 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012485161