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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

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

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The information content in trades of inactive Nasdaq stocks

Chen, Peter; Man, Kasing; Wu, Chunchi - In: Journal of entrepreneurial finance : JEF ; official … 8 (2003) 2, pp. 25-53

In this paper we analyze the frequency and information content of small Nasdaq stock trades and their impacts on return volatility at the intraday interval. We employ an autoregressive conditional duration (ACD) model to estimate the intensity of the arrival and information content of trades by...

Persistent link: https://www.econbiz.de/10009154225

Liquidity risk and expected corporate bond returns

Lin, Hai; Wang, Junbo; Wu, Chunchi - In: Journal of financial economics 99 (2011) 3, pp. 628-650

Persistent link: https://www.econbiz.de/10009242273

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

Trust, investment, and business contracting

Ang, James S.; Cheng, Yingmei; Wu, Chaopeng - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 3, pp. 569-595

Persistent link: https://www.econbiz.de/10011391421

Counterparty credit risk in the municipal bond market

Chung, San-Lin; Kao, Chen-Wei; Wu, Chunchi; Yeh, Chung-Ying - In: The journal of fixed income 25 (2015) 1, pp. 7-33

Persistent link: https://www.econbiz.de/10011399821

Price discovery in the US treasury market : automation vs. intermediation

Man, Kasing; Wang, Junbo; Wu, Chunchi - In: Management science : journal of the Institute for … 59 (2013) 3, pp. 695-714

Persistent link: https://www.econbiz.de/10009731238

Good apples, bad apples : sorting among chinese companies traded in the U.S.

Ang, James S.; Jiang, Zhiqian; Wu, Chaopeng - In: Journal of business ethics : JOBE 134 (2016) 4, pp. 611-629

Persistent link: https://www.econbiz.de/10011485773

Intellectual property rights protection, ownership, and innovation : evidence from China

Fang, Lily Hua; Lerner, Joshua; Wu, Chaopeng - 2016

Persistent link: https://www.econbiz.de/10011555917