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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

Liquidity, default, taxes, and yields on municipal bond

Wang, Jumbo; Wu, Chunchi; Zhang, Frank X. - In: Journal of banking & finance 32 (2008) 6, pp. 1133-1149

Persistent link: https://www.econbiz.de/10003733841

Predictions of corporate bond excess returns

Lin, Hai; Wang, Junbo; Wu, Chunchi - In: Journal of Financial Markets 21 (2014) C, pp. 123-152

In this paper, we investigate the predictability of corporate bond excess returns using a comprehensive data sample for the period from January 1973 to December 2010. We find that corporate bond returns are more predictable than stock returns, and the predictability tends to be higher for...

Persistent link: https://www.econbiz.de/10011116724

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

Liquidity, credit quality, and the relation between volatility and trading activity : evidence from the corporate bond market

Wang, Junbo; Wu, Chunchi - In: Journal of banking & finance 50 (2015), pp. 183-203

Persistent link: https://www.econbiz.de/10010509587

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

A comprehensive study of liquidity before and after SEOs and SEO underpricing

He, Yan; Wang, Junbo; John Wei, K.C. - In: Journal of Financial Markets 20 (2014) C, pp. 61-78

We comprehensively study various measures of stock trading liquidity around seasoned equity offerings (SEOs) and SEO underpricing using a sample of 3,811 SEOs, made from 1997 to 2012, and a matched non-SEO sample. We find that all liquidity measures of SEO firms improve significantly after SEO...

Persistent link: https://www.econbiz.de/10010906570

Two essays on government bond markets

Wang, Junbo - 2005

Persistent link: https://www.econbiz.de/10003906123

A comprehensive study of liquidity before and after SEOs and SEO underpricing

He, Yan; Wang, Junbo; Wei, K. C. John - In: Journal of financial markets 20 (2014), pp. 61-78

Persistent link: https://www.econbiz.de/10010442395