Essays on Corporate Bonds in History

Essays on Corporate Bonds in History PDF Author: Kevin Van Mencxel
Publisher:
ISBN: 9789057287961
Category :
Languages : en
Pages : 0

Book Description

Three Essays on Corporate Bonds

Three Essays on Corporate Bonds PDF Author: Melissa Kaye Woodley
Publisher:
ISBN:
Category :
Languages : en
Pages : 170

Book Description

Essays in the Earlier History of American Corporations

Essays in the Earlier History of American Corporations PDF Author: Joseph Stancliffe Davis
Publisher:
ISBN:
Category : Corporations
Languages : en
Pages : 574

Book Description

Essays on Corporate Bonds

Essays on Corporate Bonds PDF Author: Jack C. Bao
Publisher:
ISBN:
Category :
Languages : en
Pages : 151

Book Description
(cont.) In the third chapter (co-authored with Jun Pan and Jiang Wang), we examine the liquidity of corporate bonds and its asset-pricing implications. Our measure of illiquidity is based on the magnitude of transitory price movements. Using transaction-level data, we find the illiquidity in corporate bonds to be significant, substantially greater than what can be explained by the bid-ask bounce, and closely related to bond characteristics. We also find a strong commonality in the time variation of bond illiquidity, which rises sharply during market crises. Monthly changes in aggregate bond illiquidity are strongly related to changes in the CBOE VIX index. Finally, we find a relation between our measure of bond illiquidity and the cross-sectional variation in bond yield spreads.

Essays in the Earlier History of American Corporations: Eighteenth century business corporations in the United States

Essays in the Earlier History of American Corporations: Eighteenth century business corporations in the United States PDF Author: Joseph Stancliffe Davis
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 440

Book Description

Essays on the Corporate Bond Market

Essays on the Corporate Bond Market PDF Author: William Robert Gebhardt
Publisher:
ISBN:
Category :
Languages : en
Pages : 284

Book Description

Essays in the Earlier History of American Corporations: Number IV

Essays in the Earlier History of American Corporations: Number IV PDF Author: Joseph Stancliffe Davis
Publisher: The Lawbook Exchange, Ltd.
ISBN: 1584774274
Category : Corporations
Languages : en
Pages : 992

Book Description

Essays on the Market for Corporate Bonds

Essays on the Market for Corporate Bonds PDF Author: Aino Levonmaa
Publisher:
ISBN:
Category : Corporate bonds
Languages : en
Pages : 188

Book Description

Three Essays on Corporate Bonds and Their Impacts on Firms' Investment Decisions

Three Essays on Corporate Bonds and Their Impacts on Firms' Investment Decisions PDF Author: Ming Fang
Publisher:
ISBN:
Category :
Languages : en
Pages : 320

Book Description

Three Essays on Corporate Bonds Issuance and Trading

Three Essays on Corporate Bonds Issuance and Trading PDF Author: Violetta Y. Davydenko
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

Book Description

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