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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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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
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Asset pricing tests of infrequently traded securities : the case of municipal bonds
Chen, Yao-Tsung; Wu, Chunchi; Yeh, Chung-Ying - In: Review of asset pricing studies : RAPS 12 (2022) 3, pp. 754-807
Persistent link: https://www.econbiz.de/10013349366
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Stochastic interest rates, heterogeneous valuations, and the volatility-volume relation with search frictions
Liu, Sheen; Wang, Junbo; Wu, Chunchi - In: Review of asset pricing studies : RAPS 13 (2023) 3, pp. 523-578
Persistent link: https://www.econbiz.de/10014331544
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Impacts of macroeconomic news announcements on corporate bond market
Jiang, Ruixiang; Wang, Bo; Wu, Chunchi; Zhang, Yue - In: Advances in Pacific Basin business, economics and finance 11 (2023), pp. 89-125
Persistent link: https://www.econbiz.de/10014338182
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Extreme illiquidity and cross-sectional corporate bond returns
Chen, Xi; Wang, Junbo; Wu, Chunchi; Wu, Di - In: Journal of financial markets 68 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10014491074