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Do bank bondholders price banks' ability to manage risk/return?

Casteuble, Cécile; Nys, Emmanuelle; Rous, Philippe - In: Applied economics 50 (2018) 44, pp. 4788-4802

Persistent link: https://www.econbiz.de/10012061635

Factors driving risk premia

Sløk, Torsten; Kennedy, Mike - 2004

Persistent link: https://www.econbiz.de/10002127253

Bond market response to the collapse of prominent investment banks

Li, Si; Madura, Jeff; Richie, Nivine - In: The financial review : the official publication of the … 48 (2013) 4, pp. 645-670

Persistent link: https://www.econbiz.de/10010197661

Corporate Innovation, Default Risk, and Bond Pricing

Hsu, Po-Hsuan - 2017

terms of the level, impact, generality, and originality of firms' patents — is a determinant of bond issuers' perceived … default risk and, by extension, corporate bond pricing. Investors consider more technologically innovative bond issuers to …

Persistent link: https://www.econbiz.de/10012975354

Does the corporate bond market overvalue bonds of sin companies?

Fabozzi, Frank J.; Lamba, Asjeet S.; Nishikawa, Takeshi; … - In: Finance research letters 28 (2019), pp. 165-170

Persistent link: https://www.econbiz.de/10012388298

Old Lessons Relearned : The Asset Price Dynamics of High-Yield Bonds

Thomas, Jason - 2009

in high-yield bond prices seems related to the market price of risk. The study reviews papers from the finance literature …

Persistent link: https://www.econbiz.de/10013153259

Factors Driving Risk Premia

Sløk, Torsten - 2004

here to identify a common trend in risk premia in equity, corporate bond and emerging markets since early 1998. The …

Persistent link: https://www.econbiz.de/10012445763

The low beta anomaly : a corporate bond investor's perspective

Bektic, Demir - In: Review of financial economics : RFE 36 (2018) 4, pp. 300-306

Persistent link: https://www.econbiz.de/10011948613

"Buy the rumor, sell the news" : liquidity provision by bond funds following corporate news events

Huang, Alan Guoming; Wermers, Russ; Xue, Jinming - 2023

Using a comprehensive database of corporate news, we find that bond funds trade against the direction of news sentiment … such alphas is bond price reversals post news events. Our findings highlight that bond mutual funds represent a significant … liquidity provider in the corporate bond market and play a complementary role to dealers in corporate news events. …

Persistent link: https://www.econbiz.de/10014456062

Merton model's prediction and empirical evidence on bond and equity prices reaction to new bond issues

Chen, Fan - In: Applied economics 54 (2022) 9, pp. 974-995

Persistent link: https://www.econbiz.de/10012874920

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