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Informed bond trading, corporate yield spreads, and corporate default prediction
Han, Song; Zhou, Xing - In: Management science : journal of the Institute for … 60 (2014) 3, pp. 675-694
Persistent link: https://www.econbiz.de/10010347894
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Default risk and option returns
Vasquez, Aurelio; Xiao, Xiao - In: Management science : journal of the Institute for … 70 (2024) 4, pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
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Macroeconomic volatilities and long-run risks of asset prices
Zhou, Guofu; Zhu, Yingzi - In: Management science : journal of the Institute for … 61 (2015) 2, pp. 413-430
Persistent link: https://www.econbiz.de/10010490848
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Do stock returns really decrease with default risk? : new international evidence
Aretz, Kevin; Florackis, Chris; Kostakis, Alexandros - In: Management science : journal of the Institute for … 64 (2018) 8, pp. 3821-3842
Persistent link: https://www.econbiz.de/10011900038
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Credit ratings and credit risk : is one measure enough?
Hilscher, Jens; Wilson, Mungo - In: Management science : journal of the Institute for … 63 (2017) 10, pp. 3414-3437
Persistent link: https://www.econbiz.de/10011760509
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Group affiliation and default prediction
Beaver, William H.; Cascino, Stefano; Correia, Maria; … - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3559-3584
Persistent link: https://www.econbiz.de/10012062684
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The effect of reporting streaks on ex ante uncertainty
Neururer, Thaddeus; Papadakis, George; Riedl, Edward J. - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3771-3787
Persistent link: https://www.econbiz.de/10012289214
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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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Cross-sectional variation of option-implied volatility skew
Wu, Liuren; Tian, Meng - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
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Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel; Carlin, Bruce Ian; Hasler, Michael - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878