Does leverage drive investor ows in bond mutual funds? Leverage can increase fund returns in good times, but it can … also magnify investors' losses and their response to bad performance. We study bond fund ows to provide new evidence for … findings suggest that leverage amplifies fragility in the bond mutual fund sector. …

banks had a large impact on exposed bonds' liquidity. Moreover, based on these ties, we show that bond mutual fund panic …

data from 26 countries, the yield spread between 30-year and 10-year government bond yields is negatively related to the … destabilizing impact on bond markets that reverses once rules are changed …

financial statements, equity and bond characteristics. We use a predictive regression framework and the adaptive Lasso to choose … the most relevant characteristics. Applying the adaptive Lasso, we find a ten-factor model, with value, bond reversal, and …, we evaluate the ability of U.S. corporate bond fund managers to generate alpha. We apply the False Discovery Rate (FDR …

in price dispersion. TRACE-associated decreases in crossfund bond mark dispersion provide indirect support for …