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351
THE EFFECTS OF DECIMALIZATION ON RETURN VOLATILITY COMPONENTS, SERIAL CORRELATION, AND TRADING COSTS
He, Yan
;
Wu, Chunchi
- In:
The journal of financial research : a publ. of the …
28
(
2005
)
1
,
pp. 77-96
Persistent link: https://www.econbiz.de/10006809762
Saved in:
352
DURATION, DEFAULT RISK, AND THE TERM STRUCTURE OF INTEREST RATES
Xie, Yan Alice
;
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of financial research : a publ. of the …
28
(
2005
)
4
,
pp. 539-554
Persistent link: https://www.econbiz.de/10006811276
Saved in:
353
Intradaily periodicity and volatility spillovers between international stock index futures markets
Wu, Chunchi
;
Li, Jinliang
;
Zhang, Wei
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 553-586
Persistent link: https://www.econbiz.de/10006813558
Saved in:
354
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:
355
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:
356
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:
357
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
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358
Liquidity risk and expected corporate bond returns
Lin, Hai
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
99
(
2011
)
3
,
pp. 628-651
Persistent link: https://www.econbiz.de/10008812838
Saved in:
359
DISSECTING CORPORATE BOND AND CDS SPREADS
Lin, Hai
;
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2011
)
3
,
pp. 7-40
Persistent link: https://www.econbiz.de/10008813964
Saved in:
360
Structural models of corporate bond pricing with personal taxes
Qi, Howard
;
Liu, Sheen
;
Wu, Chunchi
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1700-1719
Persistent link: https://www.econbiz.de/10008412237
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