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Structural models of corporate bond pricing with personal taxes
Qi, Howard; Liu, Sheen; Wu, Chunchi - In: Journal of banking & finance 34 (2010) 7, pp. 1700-1719
Persistent link: https://www.econbiz.de/10008412237
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DURATION, DEFAULT RISK, AND THE TERM STRUCTURE OF INTEREST RATES
Xie, Yan Alice; Liu, Sheen; Wu, Chunchi - In: The journal of financial research : a publ. of the … 28 (2005) 4, pp. 539-554
Persistent link: https://www.econbiz.de/10006811276
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The effects of default and call risk on bond duration
Xie, Yan Alice; Liu, Sheen; Wu, Chunchi; Anderson, Bing - In: Journal of banking & finance 33 (2009) 9, pp. 1700-1708
Persistent link: https://www.econbiz.de/10008262209
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The determinants of corporate bond yields
Liu, Sheen; Shi, Jian; Wang, Junbo; Wu, Chunchi - In: The quarterly review of economics and finance : journal … 49 (2009) 1, pp. 85-109
Persistent link: https://www.econbiz.de/10008170832
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DISSECTING CORPORATE BOND AND CDS SPREADS
Lin, Hai; Liu, Sheen; Wu, Chunchi - In: The journal of fixed income 20 (2011) 3, pp. 7-40
Persistent link: https://www.econbiz.de/10008813964
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How much of the corporate bond spread is due to personal taxes?
Liu, Sheen; Shi, Jian; Wang, Junbo; Wu, Chunchi - In: Journal of financial economics 85 (2007) 3, pp. 599-636
Persistent link: https://www.econbiz.de/10007761406
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Risky debt-maturity choice under information asymmetry
Liu, Sheen; Wu, Chunchi - In: Advances in quantitative analysis of finance and … 4 (2006), pp. 75-96
Persistent link: https://www.econbiz.de/10009924750
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The pricing of initial public offerings : an option approach
Liu, Sheen; Wu, Chunchi; Chen, Peter Huaiyu - In: Advances in quantitative analysis of finance and … 6 (2008), pp. 127-141
Persistent link: https://www.econbiz.de/10009924774
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TAXES, DEFAULT RISK, AND CREDIT SPREADS - Most term structure models of defaultable bonds have ignored personal tax effects. This research examines the effects of omitting taxes on...
Liu, Sheen; Wu, Chunchi - In: The journal of fixed income 14 (2004) 2, pp. 71-85
Persistent link: https://www.econbiz.de/10007151986
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EFFECTS OF CREDIT QUALITY ON TAX-EXEMPT AND TAXABLE YIELDS - An examination of the effects of credit quality on the relative yields of Treasuries and municipals reveals that the mu...
Liu, Sheen; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 13 (2003) 2, pp. 80
Persistent link: https://www.econbiz.de/10007157715