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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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Price discovery in the round-the-clock US Treasury market
He, Yan; Lin, Hai; Wang, Junbo; Wu, Chunchi - In: Journal of financial intermediation 18 (2009) 3, pp. 464-490
Persistent link: https://www.econbiz.de/10003878957
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Price rounding and bid-ask spreads before and after the decimalization
He, Yan; Wu, Chunchi - In: International review of economics & finance : IREF 13 (2004) 1, pp. 19-41
Persistent link: https://www.econbiz.de/10002042457
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What explains the bid-ask spread decline after Nasdaq reforms?
He, Yan; Wu, Chunchi - In: Financial markets, institutions & instruments 12 (2003) 5, pp. 347-376
Persistent link: https://www.econbiz.de/10001857313
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The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks
He, Yan; Lin, Hai; Wu, Chunchi; Dufrene, Uric B. - In: Journal of financial markets 12 (2009) 1, pp. 54-86
Persistent link: https://www.econbiz.de/10003803103
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Effects of credit quality on tax-exempt and taxable yields
Liu, Sheen; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 13 (2003) 2, pp. 80-99
Persistent link: https://www.econbiz.de/10001803163
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The determinants of corporate bond yields
Liu, Sheen; Shi, Jian; Wang, Junbo; Wu, Chunchi - In: The quarterly review of economics and finance : journal … 49 (2009) 1, pp. 85-109
Persistent link: https://www.econbiz.de/10003810593
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Order imbalance, liquidity, and returns of the US Treasury market
Wang, Junbo; Wu, Chunchi; Yu, Eden Siu-hung - In: Review of Pacific Basin financial markets and policies 15 (2012) 2, pp. 1-39
Persistent link: https://www.econbiz.de/10009574418
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Are liquidity and counterparty risk priced in the credit default swap market?
Pu, Xiaoling; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 20 (2010/11) 4, pp. 59-79
Persistent link: https://www.econbiz.de/10009007990
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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
Persistent link: https://www.econbiz.de/10009312112