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Credit spreads, business conditions, and expected corporate bond returns
Lin, Hai; Tao, Xinyuan; Wang, Junbo; Wu, Chunchi - In: Journal of risk and financial management : JRFM 13 (2020) 2/20, pp. 1-34
Using an aggregate credit spread index, we find that it has substantial predictive power for corporate bond returns over short and long horizons. The return predictability is economically and statistically significant and robust to various controls. The credit spread index and its components...
Persistent link: https://www.econbiz.de/10012173990
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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
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Forecasting earnings with combination of analyst forecasts
Lin, Hai; Tao, Xinyuan; Wu, Chunchi - In: Journal of empirical finance 68 (2022), pp. 133-159
Persistent link: https://www.econbiz.de/10013464467
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Rating labels and style investing : Evidence from Moody's rating recalibration
Tao, Xinyuan; Wu, Chunchi - In: Financial Management 50 (2021) 4, pp. 1047-1084
Persistent link: https://www.econbiz.de/10012537299
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Credit spreads, business conditions, and expected corporate bond returns
Lin, Hai; Tao, Xinyuan; Wang, Junbo; Wu, Chunchi - In: Journal of Risk and Financial Management 13 (2020) 2, pp. 1-34
Using an aggregate credit spread index, we find that it has substantial predictive power for corporate bond returns over short and long horizons. The return predictability is economically and statistically significant and robust to various controls. The credit spread index and its components...
Persistent link: https://www.econbiz.de/10012611264