Similar Search Results

Incomplete-information capital market equilibrium with heterogeneous expectations and short sale restrictions

Wu, Chunchi; Li, Qiang; Wei, K. C. John - In: Review of quantitative finance and accounting 7 (1996) 2, pp. 119-136

Persistent link: https://www.econbiz.de/10001467541

Macro-economic factors and stock returns

Kim, Moon-kyu - In: The journal of financial research 10 (1987) 2, pp. 87-98

Persistent link: https://www.econbiz.de/10001042712

The heterogeneous investment horizon and the capital asset pricing model : theory and implications

Lee, Cheng F. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 361-376

Persistent link: https://www.econbiz.de/10001096419

The Cross-Section of Credit Risk Premia and Expected Corporate Bond Returns

Wang, Junbo; Wu, Chunchi; Zhao, Zhenling - 2021

Using implied-CDS risk premium measures, we find that these variables have higher explanatory power for cross-sectional bond returns than the traditional default spread and ratings. The positive effect of the credit risk premium (CRP) factor on expected returns is pervasive, stronger for...

Persistent link: https://www.econbiz.de/10013232600

Structural models of corporate bond pricing with personal taxes

Qi, Howard; Liu, Sheen; Wu, Chunchi - In: Journal of banking & finance 34 (2010) 7, pp. 1700-1718

Persistent link: https://www.econbiz.de/10008649408

Liquidity risk and expected corporate bond returns

Lin, Hai; Wang, Junbo; Wu, Chunchi - In: Journal of financial economics 99 (2011) 3, pp. 628-650

Persistent link: https://www.econbiz.de/10009242273

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/10003546278

Estimating liquidity premium of corporate bonds using the spread information in on- and off-the-run Treasury securities

Li, Haitao; Wu, Chunchi; Shi, Jian - In: China finance review international 7 (2017) 2, pp. 134-162

Persistent link: https://www.econbiz.de/10011797776

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

Asset pricing tests of infrequently traded securities : the case of municipal bonds

Chen, Yao-Tsung; Wu, Chunchi; Yeh, Chung-Ying - In: Review of asset pricing studies : RAPS 12 (2022) 3, pp. 754-807

Persistent link: https://www.econbiz.de/10013349366