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Forecasting corporate bond returns with a large set of predictors : an iterated combination approach
Lin, Hai; Wu, Chunchi; Zhou, Guofu - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4218-4238
Persistent link: https://www.econbiz.de/10011921514
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Volatility and the cross-section of corporate bond returns
Chung, Kee H.; Wang, Junbo; Wu, Chunchi - In: Journal of financial economics 133 (2019) 2, pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
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Repo counterparty risk and on-/off-the-run treasury spreads
Liu, Sheen; Wu, Chunchi - In: Review of asset pricing studies 7 (2017) 1, pp. 81-143
Persistent link: https://www.econbiz.de/10011734554
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Estimating liquidity premium of corporate bonds using the spread information in on- and off-the-run Treasury securities
Li, Haitao; Wu, Chunchi; Shi, Jian - In: China finance review international 7 (2017) 2, pp. 134-162
Persistent link: https://www.econbiz.de/10011797776
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Liquidity risk and momentum spillover from stocks to bonds
Lin, Hai; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 23 (2013) 1, pp. 5-42
Persistent link: https://www.econbiz.de/10009783221
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The effect of income smoothing on stock price
Wu, Chunchi - In: Advances in quantitative analysis of finance and … 7 (1999), pp. 83-96
Persistent link: https://www.econbiz.de/10009924664
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Economic policy uncertainty and the cross-section of corporate bond returns
Tao, Xinyuan; Wang, Bo; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income : JFI 32 (2022) 1, pp. 6-44
Persistent link: https://www.econbiz.de/10014231345
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Prospect theory and stock returns : evidence from foreign share markets
Wang, Junbo; Wu, Chunchi; Zhong, Xiaoling - In: Pacific-Basin finance journal 69 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013370262
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Jump and volatility risk in the cross-section of corporate bond returns
Chen, Xi; Wang, Junbo; Wu, Chunchi - In: Journal of financial markets 60 (2022), pp. 1-29
Persistent link: https://www.econbiz.de/10013397876
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Predictive information in corporate bond yields
Guo, Xu; Lin, Hai; Wu, Chunchi; Zhou, Guofu - In: Journal of financial markets 59 (2022) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10013346711