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Realized volatility, liquidity, and corporate yield spreads

Rossi, Marco - In: The quarterly journal of finance 4 (2014) 1, pp. 1-42

Persistent link: https://www.econbiz.de/10010423791

Structural models of corporate bond pricing : an empirical analysis

Eom, Young Ho (contributor); Helwege, Jean (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001522524

Structural models of corporate bond pricing : an empirical analysis

Eom, Young Ho (contributor); Helwege, Jean (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001786259

Structural models of corporate bond pricing : an empirical analysis

Eom, Young Ho; Helwege, Jean; Huang, Jing-Zhi - In: The review of financial studies 17 (2004) 2, pp. 499-544

Persistent link: https://www.econbiz.de/10002028065

Breadth of ownership and the cross-section of corporate bond returns

Huang, Jing-Zhi; Qin, Nan; Wang, Ying - In: Management science : journal of the Institute for … 70 (2024) 9, pp. 5709-5730

Persistent link: https://www.econbiz.de/10015136133

How much of the corporate-treasury yield spread is due to credit risk?

Huang, Jing-Zhi; Huang, Ming - In: Review of asset pricing studies 2 (2012) 2, pp. 153-202

Persistent link: https://www.econbiz.de/10009705278

Real-time profitability of published anomalies : an out-of-sample test

Huang, Jing-Zhi; Huang, Zhijian - In: The quarterly journal of finance 3 (2013) 3/4, pp. 1-33

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Determinants of S&P 500 index option returns

Cao, Charles Q.; Huang, Jing-Zhi - In: Review of derivatives research 10 (2007) 1, pp. 1-38

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Breadth of Ownership and the Cross-Section of Corporate Bond Returns

Huang, Jing-Zhi - 2020

We investigate the effects of short sale constraints on asset mispricing in the corporate bond market. Consistent with Miller (1977)'s theory that short sale constraints can lead to asset overpricing, we document a significant positive relation between changes in ownership breadth (a proxy for...

Persistent link: https://www.econbiz.de/10012852980