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321
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. 467-504
Persistent link: https://www.econbiz.de/10008169963
Saved in:
322
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/10008170832
Saved in:
323
Price discovery in the round-the-clock U.S. Treasury market
He, Yan
;
Lin, Hai
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial intermediation
18
(
2009
)
3
,
pp. 464
Persistent link: https://www.econbiz.de/10008262028
Saved in:
324
The effects of default and call risk on bond duration
Xie, Yan Alice
;
Liu, Sheen
;
Wu, Chunchi
;
Anderson, Bing
- In:
Journal of banking & finance
33
(
2009
)
9
,
pp. 1700-1708
Persistent link: https://www.econbiz.de/10008262209
Saved in:
325
EFFECTS OF CREDIT QUALITY ON TAX-EXEMPT AND TAXABLE YIELDS - An examination of the effects of credit quality on the relative yields of Treasuries and municipals reveals that the municipal term structure model with no default risk underestimates equilibrium marginal income tax rates and yields of municipals relative to yields of Treasuries. The downward bias is more severe for long-maturity and ...
Liu, Sheen
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 80
Persistent link: https://www.econbiz.de/10007157715
Saved in:
326
Trade Disclosure, Information Learning and Securities Market Performance
Wu, Chunchi
;
Zhang, Wei
- In:
Review of quantitative finance and accounting
18
(
2002
)
1
,
pp. 21-38
Persistent link: https://www.econbiz.de/10007168938
Saved in:
327
A Neural Network Approach for Analyzing Small Business Lending Decisions
Wu, Chunchi
;
Wang, Xu-Ming
- In:
Review of quantitative finance and accounting
15
(
2000
)
3
,
pp. 259-276
Persistent link: https://www.econbiz.de/10007177271
Saved in:
328
Return Volatility, Trading Imbalance and the Information Content of Volume
Wu, Chunchi
;
Xu, Xiaoqing Eleanor
- In:
Review of quantitative finance and accounting
14
(
2000
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10007181518
Saved in:
329
Financial Ratio Adjustment: Industry-Wide Effects or Strategic Management
Wu, Chunchi
;
Ho, Shih-Jen Kathy
- In:
Review of quantitative finance and accounting
9
(
1997
)
1
,
pp. 71-88
Persistent link: https://www.econbiz.de/10007195360
Saved in:
330
Time and dynamic volume–volatility relation
Eleanor Xu, Xiaoqing
;
Chen, Peter
;
Wu, Chunchi
- In:
Journal of banking & finance
30
(
2006
)
5
,
pp. 1535-1558
Persistent link: https://www.econbiz.de/10007259893
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