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Credit spreads, business conditions, and expected corporate bond returns

Lin, Hai; Tao, Xinyuan; Wang, Junbo; Wu, Chunchi - In: Journal of risk and financial management : JRFM 13 (2020) 2/20, pp. 1-34

Using an aggregate credit spread index, we find that it has substantial predictive power for corporate bond returns over short and long horizons. The return predictability is economically and statistically significant and robust to various controls. The credit spread index and its components...

Persistent link: https://www.econbiz.de/10012173990

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

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

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

Voluntary disclosure in P2P lending : information or hyperbole?

Wang, Chao; Wang, Junbo; Wu, Chunchi; Zhang, Yue - In: Pacific-Basin finance journal 79 (2023), pp. 1-28

Persistent link: https://www.econbiz.de/10014463163

Credit default swaps and firm risk

Lin, Hai; Binh Hoang Nguyen; Wang, Junbo; Zhang, Cheng - In: The journal of futures markets 43 (2023) 11, pp. 1668-1692

Persistent link: https://www.econbiz.de/10014432924

Are short sellers informed? : evidence from credit rating agency announcements

Shi, Jian; Wang, Junbo; Zhang, Ting - In: The journal of financial research 40 (2017) 2, pp. 179-221

Persistent link: https://www.econbiz.de/10011723105

Borrower opacity and loan performance : evidence from China

Gao, Haoyu; Wang, Junbo; Yang, Xiaoguang; Zhao, Lin - In: Journal of financial services research 57 (2020) 2, pp. 181-206

Persistent link: https://www.econbiz.de/10012228503

Imputing borrower heterogeneity and dynamics in mortgage default models

Dombrowski, Timothy; Pace, R. Kelley; Wang, Junbo - In: The journal of real estate finance and economics 68 (2024) 3, pp. 462-487

Persistent link: https://www.econbiz.de/10014494267

Taxes, default risk, and credit spreads

Liu, Sheen; Wu, Chunchi - In: The journal of fixed income 14 (2004) 2, pp. 71-85

Persistent link: https://www.econbiz.de/10002421474