Similar Search Results

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

Economic policy uncertainty and the cross-section of corporate bond returns

Tao, Xinyuan; Wang, Bo; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income : JFI 32 (2022) 1, pp. 6-44

Persistent link: https://www.econbiz.de/10014231345

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

Climate policy uncertainty and bank systemic risk : a creative destruction perspective

Liu, Yulin; Wang, Junbo; Wen, Fenghua; Wu, Chunchi - In: Journal of financial stability 73 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10015083460

Jump and volatility risk in the cross-section of corporate bond returns

Chen, Xi; Wang, Junbo; Wu, Chunchi - In: Journal of financial markets 60 (2022), pp. 1-29

Persistent link: https://www.econbiz.de/10013397876

Political Uncertainty and A-H Share Premium

Cheng, Xu - 2020

Using the turnover of city-level local leaders in mainland China, we construct a measure of political uncertainty and use this measure to explain the change of A-H share premium. Our empirical evidence shows that political uncertainty significantly reduces A-H share premium. The reduction effect...

Persistent link: https://www.econbiz.de/10012847887