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Liquidity, default, taxes and yields on municipal bonds

Wang, Junbo; Wu, Chunchi; Zhang, Frank X. - 2005

Persistent link: https://www.econbiz.de/10003137236

Liquidity, default, taxes and yields on municipal bonds

Wang, Junbo; Wu, Chunchi; Zhang, Frank X. - 2005

Persistent link: https://www.econbiz.de/10003081454

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. 467-503

Persistent link: https://www.econbiz.de/10003853125

The role of duration and trades in the information assimilation process of the US treasury market

Chen, Peter Huaiyu; Man, Kasing; Wang, Junbo; Wu, Chunchi - In: Advances in Pacific Basin business, economics, and finance 7 (2019), pp. 155-200

Persistent link: https://www.econbiz.de/10012582266

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

Return Predictability of Prospect Theory : Evidence from the Thailand Stock Market

Chen, Xi; Wang, Junbo; Zhong, Xiaoling - 2023

Using Thailand stock market data, we find that prospect theory has strong predictive power for returns in the Thailand stock market. This predictive power is strengthened during crises and bear and bull markets. The loss aversion component is the main contributor to the increased predictive...

Persistent link: https://www.econbiz.de/10014355690