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Extreme Illiquidity and Cross-...
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1
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
Saved in:
2
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
Saved in:
3
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/10003810593
Saved in:
4
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. 467-503
Persistent link: https://www.econbiz.de/10003853125
Saved in:
5
Price discovery in the round-the-clock US Treasury market
He, Yan
;
Lin, Hai
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial intermediation
18
(
2009
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10003878957
Saved in:
6
How much of the corporate bond spread is due to personal taxes?
Liu, Sheen
;
Shi, Jian
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
85
(
2007
)
3
,
pp. 599-636
Persistent link: https://www.econbiz.de/10003546278
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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