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Firm-specific information and the correlation between individual stocks and bonds · Study

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ArticleFirm-specific information and the correlation between individual stocks and bonds

Simon H. Kwan1996

Article1996

Firm-specific information and the correlation between individual stocks and bonds

411 citations·0/0 files stored·Journal of Financial Economics

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

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References

1985Continuous Auctions and Insider Trading 1988A Theory of Intraday Patterns: Volume and Price Variability 1985Stock Returns and the Term Structure 1986Predicting returns in the stock and bond markets 1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns 1990The Dynamics of Stock Index and Stock Index Futures Returns 1992A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market 1991Market reaction to anticipated announcements

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2009Slapped in the Face by the Invisible Hand: Banking and the Panic of 2007 2009Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS 2000An Empirical Study of Bond Market Transactions 2013Momentum in Corporate Bond Returns 2018RETRACTED: Common risk factors in the cross-section of corporate bond returns 2002Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing

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Year1996

Typearticle

Published1996-01-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations411

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0304-405x(95)00836-4

openalex_workW2054937089

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2002The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis

2012Liquidity Risk Premia in Corporate Bond Markets