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Author : Melissa Kaye Woodley
Publisher :
ISBN 13 :
Total Pages : 170 pages
Book Rating : 4.:/5 (234 download)
Download or read book Three Essays on Corporate Bonds written by Melissa Kaye Woodley and published by . This book was released on 2007 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kevin Van Mencxel
Publisher :
ISBN 13 : 9789057287961
Total Pages : 0 pages
Book Rating : 4.2/5 (879 download)
Download or read book Essays on Corporate Bonds in History written by Kevin Van Mencxel and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Albertus André Mentink
Publisher :
ISBN 13 :
Total Pages : 184 pages
Book Rating : 4.:/5 (627 download)
Download or read book Essays on Corporate Bonds written by Albertus André Mentink and published by . This book was released on 2005 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Aino Levonmaa
Publisher :
ISBN 13 :
Total Pages : 188 pages
Book Rating : 4.:/5 (13 download)
Download or read book Essays on the Market for Corporate Bonds written by Aino Levonmaa and published by . This book was released on 2017 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Glen Barry Taksler
Publisher :
ISBN 13 :
Total Pages : 157 pages
Book Rating : 4.:/5 (249 download)
Download or read book Essays in Corporate Bonds and Futures Markets written by Glen Barry Taksler and published by . This book was released on 2002 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ming Fang
Publisher :
ISBN 13 :
Total Pages : 320 pages
Book Rating : 4.:/5 (132 download)
Download or read book Three Essays on Corporate Bonds and Their Impacts on Firms' Investment Decisions written by Ming Fang and published by . This book was released on 2006 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Violetta Y. Davydenko
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (14 download)
Download or read book Three Essays on Corporate Bonds Issuance and Trading written by Violetta Y. Davydenko and published by . This book was released on 2018 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Thomas Aeschbacher
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (135 download)
Download or read book Essays on U.S. Corporate Bonds written by Thomas Aeschbacher and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Fan Chen
Publisher :
ISBN 13 :
Total Pages : 350 pages
Book Rating : 4.:/5 (896 download)
Download or read book Essays on Corporate Bond Markets written by Fan Chen and published by . This book was released on 2014 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Saeid Hoseinzade
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (138 download)
Download or read book Essays in Asset Management and Corporate Bonds written by Saeid Hoseinzade and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jens Dick-Nielsen
Publisher :
ISBN 13 : 9788759384473
Total Pages : 122 pages
Book Rating : 4.3/5 (844 download)
Download or read book Three Essays on Corporate Bond Market Liquidity written by Jens Dick-Nielsen and published by . This book was released on 2010 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt: The three essays study the US corporate bond market with special attention to bond liquidity. All essays are empirical studies which rely heavily on the availability of transactions data. Earlier studies had to use quoted bond prices for empirical studies, but with the introduction of the TRACE system and with the following dissemination of transaction prices the data quality on corporate bonds has improved immensely. In the years after 2000 a range of studies assessed the performance of structural credit risk models and found that they were not able to fully explain the size of the average credit spread for corporate bonds. Huang and Huang (2003) suggested (among others) that the remaining non-default-component of the credit spread was an illiquidity premium. Using transaction data this thesis studies the impact of illiquidity and trading frictions on corporate bonds.
Author : Jack C. Bao
Publisher :
ISBN 13 :
Total Pages : 151 pages
Book Rating : 4.:/5 (624 download)
Download or read book Essays on Corporate Bonds written by Jack C. Bao and published by . This book was released on 2009 with total page 151 pages. Available in PDF, EPUB and Kindle. Book excerpt: (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.
Author : Elmira Shekari Namin
Publisher :
ISBN 13 :
Total Pages : 274 pages
Book Rating : 4.:/5 (12 download)
Download or read book Three Essays on Corporate Bonds Yield Spreads, Credit Ratings and Liquidity written by Elmira Shekari Namin and published by . This book was released on 2017 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Luca Blasi
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (139 download)
Download or read book Three Essays on Corporate Bonds Pricing and Risk Management written by Luca Blasi and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This note is part of Quality testing.
Author : Xiaoting Wei
Publisher :
ISBN 13 :
Total Pages : 528 pages
Book Rating : 4.:/5 (11 download)
Download or read book Essays on the Corporate Bond Market written by Xiaoting Wei and published by . This book was released on 2015 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis investigates the impact of three corporate events on corporate bond prices in the U.S. Specifically, the first empirical essay examines whether bond prices exhibit delayed reactions to earnings announcements. The second essay examines whether bond prices react to equity analysts' recommendation revisions and the third essay examines whether bond prices react to unexpected dividend changes. The results from the first essay show that the bond price reactions to earnings news are asymmetric, with greater reactions following negative earnings surprises than following positive earnings surprises. This is consistent with the Black-Scholes (1973) bond pricing model. Bond price reactions are also reported to be affected by bond risk. Because issuers of riskier bonds are more likely to face default, earnings news is reported to be more pertinent to the value of riskier bonds.The second essay reports similar asymmetric bond price reactions. The bond price reactions appear to be directed more towards recommendation downgrades than towards upgrades. In addition, riskier bonds tend to exhibit stronger reactions to recommendation revisions than safer bonds do.The third essay documents significant and negative bond price reactions to dividend cuts and the significant reactions of speculative-grade (riskier) bonds to dividend changes. The bond price changes are in the same direction as the dividend changes are, which supports the dividend information content hypothesis rather than the wealth expropriation hypothesis, which would predict opposite bond price reactions.
Author : William Robert Gebhardt
Publisher :
ISBN 13 :
Total Pages : 284 pages
Book Rating : 4.:/5 (516 download)
Download or read book Essays on the Corporate Bond Market written by William Robert Gebhardt and published by . This book was released on 2001 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yüan Ma
Publisher :
ISBN 13 :
Total Pages : 366 pages
Book Rating : 4.:/5 (34 download)
Download or read book Essays on Corporate Bond Pricing and Insider Trading Regulation written by Yüan Ma and published by . This book was released on 2001 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt:
