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Corporate Bond Specialness
16 references·4 citing·50 second hopsampled
Corporate Bond Specialness (2007)Corporate Bond SpecialnessIt's SHO Time! Short‐Sale Price Tests and Market Quality (2009)It's SHO Time! Short‐Sale Pri…Latent liquidity: A new measure of liquidity, with an application to corporate bonds (2008)Latent liquidity: A new measu…Supply and Demand Shifts in the Shorting Market (2007)Supply and Demand Shifts in t…Efficiency and the Bear: Short Sales and Markets Around the World (2007)Efficiency and the Bear: Shor…An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps (2006)An Empirical Analysis of the …An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps (2004)An Empirical Analysis of the …DotCom Mania: The Rise and Fall of Internet Stock Prices (2003)DotCom Mania: The Rise and Fa…The market for borrowing stock (2002)The market for borrowing stockThe bond/old-bond spread (2002)The bond/old-bond spreadStocks are special too: an analysis of the equity lending market (2002)Stocks are special too: an an…Short-sale constraints and stock returns (2002)Short-sale constraints and st…Securities lending, shorting, and pricing (2002)Securities lending, shorting,…Credit Swap Valuation (1999)Credit Swap ValuationSpecial Repo Rates: An Empirical Analysis (1997)Special Repo Rates: An Empiri…Special Repo Rates (1996)Special Repo RatesRISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…Endogenous inattention and risk-specific price underreaction in corporate bonds (2021)Endogenous inattention and ri…Over-the-counter market liquidity and securities lending (2019)Over-the-counter market liqui…Limited arbitrage and liquidity in the market for credit risk (2009)Limited arbitrage and liquidi…Explaining the Bond-CDS Basis: The role of credit risk and liquidity (2009)Explaining the Bond-CDS Basis…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Pricing of Options and Corporate Liabilities (1973)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Anomalies and Market Efficiency (2002)Valuation in Over-the-Counter Markets (2007)Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Modeling Term Structures of Defaultable Bonds (1999)Credit Risk Modeling (2004)Stochastic Integration and Differential Equations (2005)An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market (2006)A framework for assessing the systemic risk of major financial institutions (2009)Asset pricing and the bid-ask spread (1986)The Limits of Arbitrage (1995)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Chapter 15 Anomalies and market efficiency (2003)Limits of Arbitrage (2010)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Constraints on short-selling and asset price adjustment to private information (1987)Explaining the Rate Spread on Corporate Bonds (2001)The Impact of Climate Change on the Cost of Bank Loans (2020)Finance and Economics Discussion Series (2022)The arbitrage theory of capital asset pricing (1976)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)Price Efficiency and Short Selling (2010)Short Selling and the Price Discovery Process (2012)Political Incentives to Suppress Negative Information: Evidence from Chinese Listed Firms (2014)The Bargaining Problem (1950)Noise Trader Risk in Financial Markets (1990)Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs (2003)Search-Theoretic Models of the Labor Market: A Survey (2005)Efficient Capital Markets: II (1991)Pairs Trading: Performance of a Relative-Value Arbitrage Rule (2006)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Prospect theory: An analysis of decision under risk (1988)Up Close and Personal: Investor Sophistication and the Disposition Effect (2006)Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Housing supply and housing bubbles (2008)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Bad Beta, Good Beta (2004)Short interest, institutional ownership, and stock returns (2005)Which Shorts Are Informed? (2007)
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References

  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 2002The market for borrowing stock1,161 cited
  • 2003DotCom Mania: The Rise and Fall of Internet Stock Prices916 cited
  • 2002Short-sale constraints and stock returns899 cited
  • 2007Efficiency and the Bear: Short Sales and Markets Around the World821 cited
  • 2002Securities lending, shorting, and pricing670 cited
  • 1999Credit Swap Valuation636 cited
  • 2006An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps629 cited
  • 2002Stocks are special too: an analysis of the equity lending market546 cited
  • 2002The bond/old-bond spread514 cited
  • 2007Supply and Demand Shifts in the Shorting Market478 cited
  • 1996Special Repo Rates461 cited
  • 2004An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps386 cited
  • 2009It's SHO Time! Short‐Sale Price Tests and Market Quality372 cited
  • 2008Latent liquidity: A new measure of liquidity, with an application to corporate bonds225 cited
  • 1997Special Repo Rates: An Empirical Analysis

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209 cited

Cited by

  • 2009Explaining the Bond-CDS Basis: The role of credit risk and liquidity29 cited
  • 2009Limited arbitrage and liquidity in the market for credit risk29 cited
  • 2019Over-the-counter market liquidity and securities lending25 cited
  • 2021Endogenous inattention and risk-specific price underreaction in corporate bonds25 cited