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Stochastic volatility, liquidi...
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CAPM
USA
50
United States
50
Capital income
40
Kapitaleinkommen
40
Theorie
37
Theory
37
Corporate bond
32
Unternehmensanleihe
31
Volatility
27
Volatilität
26
Börsenkurs
25
Share price
25
Estimation
23
Schätzung
23
Credit risk
18
Forecasting model
18
Prognoseverfahren
18
Kreditrisiko
17
Aktienmarkt
15
Stock market
15
Yield curve
13
Zinsstruktur
13
Bid-ask spread
12
Geld-Brief-Spanne
12
Handelsvolumen der Börse
12
Trading volume
12
Risikoprämie
10
Risk premium
10
Liquidity
9
Asymmetric information
8
Asymmetrische Information
8
Dividend
8
Dividende
8
Insolvency
8
Insolvenz
8
Liquidität
8
ARCH model
7
ARCH-Modell
7
Government securities
7
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2
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Article
11
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10
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10
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1
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1
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English
12
Author
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Wu, Chunchi
12
Wang, Junbo
5
Lin, Hai
2
Liu, Sheen
2
Shi, Jian
2
Tao, Xinyuan
2
Wei, K. C. John
2
Chen, Yao-Tsung
1
Chung, Kee H.
1
Kim, Moon-kyu
1
Lee, Cheng F.
1
Li, Haitao
1
Li, Qiang
1
Qi, Howard
1
Yeh, Chung-Ying
1
Zhao, Zhenling
1
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Journal of financial economics
3
China finance review international
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of risk and financial management : JRFM
1
Review of asset pricing studies : RAPS
1
Review of quantitative finance and accounting
1
The journal of financial research
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ECONIS (ZBW)
12
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1
Structural models of corporate bond pricing with personal taxes
Qi, Howard
;
Liu, Sheen
;
Wu, Chunchi
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1700-1718
Persistent link: https://www.econbiz.de/10008649408
Saved in:
2
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/10003546278
Saved in:
3
Liquidity risk and expected corporate bond returns
Lin, Hai
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
99
(
2011
)
3
,
pp. 628-650
Persistent link: https://www.econbiz.de/10009242273
Saved in:
4
Incomplete-information capital market equilibrium with heterogeneous expectations and short sale restrictions
Wu, Chunchi
;
Li, Qiang
;
Wei, K. C. John
- In:
Review of quantitative finance and accounting
7
(
1996
)
2
,
pp. 119-136
Persistent link: https://www.econbiz.de/10001467541
Saved in:
5
The heterogeneous investment horizon and the capital asset pricing model : theory and implications
Lee, Cheng F.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
3
,
pp. 361-376
Persistent link: https://www.econbiz.de/10001096419
Saved in:
6
Macro-economic factors and stock returns
Kim, Moon-kyu
- In:
The journal of financial research
10
(
1987
)
2
,
pp. 87-98
Persistent link: https://www.econbiz.de/10001042712
Saved in:
7
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
Saved in:
8
Estimating liquidity premium of corporate bonds using the spread information in on- and off-the-run Treasury securities
Li, Haitao
;
Wu, Chunchi
;
Shi, Jian
- In:
China finance review international
7
(
2017
)
2
,
pp. 134-162
Persistent link: https://www.econbiz.de/10011797776
Saved in:
9
Asset pricing tests of infrequently traded securities : the case of municipal bonds
Chen, Yao-Tsung
;
Wu, Chunchi
;
Yeh, Chung-Ying
- In:
Review of asset pricing studies : RAPS
12
(
2022
)
3
,
pp. 754-807
Persistent link: https://www.econbiz.de/10013349366
Saved in:
10
Style investing, momentum, and co-movement
Wu, Chunchi
;
Tao, Xinyuan
-
2024
Persistent link: https://www.econbiz.de/10015046864
Saved in:
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