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Zhong, Xiaoling; Wang, Junbo - In: Journal of empirical finance 47 (2018), pp. 25-48

Persistent link: https://www.econbiz.de/10012103496

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

Do style momentum strategies produce abnormal returns : evidence from index investing

Liu, Zugang; Wang, Jia - In: The international journal of business and finance … 12 (2018) 2, pp. 63-75

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Two essays on government bond markets

Wang, Junbo - 2005

Persistent link: https://www.econbiz.de/10003906123

A comparison of the determinants of stock returns in the 1987 and 2008 stock market meltdowns

Wang, Jia; Meriç, Gülser; Liu, Zugang; Meriç, İlhan - In: Banking and finance review 2 (2010) 1, pp. 15-26

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The informativeness of corporate bond trades

Chen, Peter; Wang, Junbo; Wu, Chunchi - In: Review of Pacific Basin financial markets and policies 14 (2011) 3, pp. 367-428

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The determinants of stock returns in the October 9, 2007-March 9, 2009 bear market

Wang, Jia; Meriç, Gülser; Liu, Zugang; Meriç, İlhan - In: The journal of investing 20 (2011) 3, pp. 18-24

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Stock market crashes, firm characteristics, and stock returns

Wang, Jia; Meriç, Gülser; Liu, Zugang; Meriç, İlhan - In: Journal of banking & finance 33 (2009) 9, pp. 1563-1574

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The reaction of international stock markets to Federal Reserve policy

Wang, Jing; Zhu, Xiaoneng - In: Financial markets and portfolio management 27 (2013) 1, pp. 1-30

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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