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Risky debt-maturity choice under information asymmetry

Liu, Sheen; Wu, Chunchi - In: Advances in quantitative analysis of finance and … 4 (2006), pp. 75-96

Persistent link: https://www.econbiz.de/10003430899

Is stock price rounded for economic reasons in the Chinese markets?

He, Yan; Wu, Chunchi - In: Global finance journal 17 (2006) 1, pp. 119-135

Persistent link: https://www.econbiz.de/10003381806

On the calibration of structural credit spread models

Qi, Howard; Liu, Sheen; Wu, Chunchi - In: Annals of finance 5 (2009) 2, pp. 189-208

Persistent link: https://www.econbiz.de/10003813195

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

Persistent link: https://www.econbiz.de/10009574418

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

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