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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, default, taxes and yields on municipal bonds

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

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

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

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

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

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