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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

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Liquidity, credit quality, and the relation between volatility and trading activity : evidence from the corporate bond market

Wang, Junbo; Wu, Chunchi - In: Journal of banking & finance 50 (2015), pp. 183-203

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Liquidity, default, taxes, and yields on municipal bond

Wang, Jumbo; Wu, Chunchi; Zhang, Frank X. - In: Journal of banking & finance 32 (2008) 6, pp. 1133-1149

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Liquidity, default, taxes and yields on municipal bonds

Wang, Junbo; Wu, Chunchi; Zhang, Frank X. - 2005

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Liquidity, default, taxes and yields on municipal bonds

Wang, Junbo; Wu, Chunchi; Zhang, Frank X. - 2005

Persistent link: https://www.econbiz.de/10003137236

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

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Extreme Illiquidity and Cross-Sectional Corporate Bond Returns

Chen, Xi; Wang, Junbo; Wu, Chunchi; Wu, Di - 2023

Corporate bonds carry a premium of extreme illiquidity (EIL). This premium permeates all rating categories and heightens in times of stress and periods with high uncertainty. EIL has predictive power in the cross-section for future returns up to at least a one-year horizon. Active investors like...

Persistent link: https://www.econbiz.de/10014254397