Outliers and momentum in the corporate bond market
Year of publication: |
2023
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Authors: | Galvani, Valentina ; Li, Lifang |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 89.2023, p. 135-148
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Subject: | Corporate bonds | Momentum | Outliers | TRACE | Winsorization | Unternehmensanleihe | Corporate bond | Kapitaleinkommen | Capital income | Rentenmarkt | Bond market | Momentenmethode | Method of moments |
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