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Are liquidity and information risks priced in the treasury bond market?
Li, Haitao; Wang, Junbo; Wu, Chunchi; He, Yan - In: The journal of finance : the journal of the American … 64 (2009) 1, pp. 467-503
Persistent link: https://www.econbiz.de/10003853125
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Security brokerage markets under price uncertainty
Wu, Chunchi - In: Journal of financial intermediation 2 (1992) 4, pp. 422-448
Persistent link: https://www.econbiz.de/10001146305
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The impacts of kurtosis on risk stationarity : some empirical evidence
Lee, Cheng F. - In: The financial review : the official publication of the … 20 (1985) 4, pp. 263-269
Persistent link: https://www.econbiz.de/10001014875
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Two-step estimation of linear models with ordinal unobserved variables : the case of corporate bonds
Kao, Chihwa - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 3, pp. 317-325
Persistent link: https://www.econbiz.de/10001089543
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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
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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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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