Article1986

Corporate Bond Price Data Sources and Return/Risk Measurement

Kenneth P. Nunn · Joanne M. Hill · Thomas Schneeweis

49 citations0/0 files storedJournal of Financial and Quantitative Analysis

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Credit Risk and Financial Regulations Financial Markets and Investment Strategies Financial Analysis and Corporate Governance

Abstract

Kenneth P. Nunn, Jr., Joanne Hill, Thomas Schneeweis, Corporate Bond Price Data Sources and Return/Risk Measurement, The Journal of Financial and Quantitative Analysis, Vol. 21, No. 2 (Jun., 1986), pp. 197-208

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1977The effect of a rating change announcement on bond price 1977The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models 1974ERROR RATES IN CRSP AND COMPUSTAT DATA BASES AND THEIR IMPLICATIONS 1981Factors Affecting Seasoned Corporate Bond Prices 1981The Systematic Risk of Corporate Bonds

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