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Reaching for Yield in the Bond Market
16 references·1 citing·52 second hop
Reaching for Yield in the Bond Market (2012)Reaching for Yield in the Bond MarketThe Illiquidity of Corporate Bonds (2011)The Illiquidity of Corporate …Regulatory pressure and fire sales in the corporate bond market (2011)Regulatory pressure and fire …Neglected risks, financial innovation, and financial fragility (2011)Neglected risks, financial in…How did increased competition affect credit ratings? (2011)How did increased competition…Did Securitization Lead to Lax Screening? Evidence from Subprime Loans* (2010)Did Securitization Lead to La…Regulatory Pressure and Fire Sales in the Corporate Bond Market (2009)Regulatory Pressure and Fire …Liquidity Biases in TRACE (2009)Liquidity Biases in TRACECAUSES OF THE FINANCIAL CRISIS (2009)CAUSES OF THE FINANCIAL CRISISMeasuring Abnormal Bond Performance (2008)Measuring Abnormal Bond Perfo…Economic Catastrophe Bonds (2008)Economic Catastrophe BondsCorporate Bond Market Transaction Costs and Transparency (2007)Corporate Bond Market Transac…Cyclical implications of the Basel II capital standards (2004)Cyclical implications of the …Liquidity Risk and Expected Stock Returns (2001)Liquidity Risk and Expected S…Career Concerns of Mutual Fund Managers (1999)Career Concerns of Mutual Fun…Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure (1998)Theory of the Firm: Manageria…Crime and Punishment: An Economic Approach (1968)Crime and Punishment: An Econ…Common factors in corporate bond returns (2015)Common factors in corporate b…Market microstructure theory (1995)Market Microstructure Theory. (1996)Market microstructure: A survey (2000)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Intermediary asset pricing: New evidence from many asset classes (2017)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)When Does Information Asymmetry Affect the Cost of Capital? (2010)Understanding commonality in liquidity around the world (2011)Don't Believe the Hype: Local Media Slant, Local Advertising, and Firm Value (2012)Risk, Return, and Equilibrium: Empirical Tests (1973)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Liquidity Risk and Expected Stock Returns (2003)Corporate bond liquidity before and after the onset of the subprime crisis (2011)Rollover Risk and Credit Risk (2012)A model of investor sentiment /Journal of monetary economics (1987)The Limits of Arbitrage (1995)Market Timing and Capital Structure (2002)The Economics of Structured Finance (2009)Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies (2013)Economic Welfare and the Allocation of Resources for Invention (1962)Irrational Behavior and Economic Theory (1962)What Can Regulators Regulate? The Case of Electricity (1962)Income tax evasion: a theoretical analysis (1972)Advertising as Information (1974)Adolescence-limited and life-course-persistent antisocial behavior: A developmental taxonomy. (1993)The Nature of the Firm (1937)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)Managing Resources: Linking Unique Resources, Management, and Wealth Creation in Family Firms (2003)R2 around the world: New theory and new tests☆ (2005)Over-investment of free cash flow (2006)The Role of Market Forces in Assuring Contractual Performance (1981)Reputation Acquisition in Debt Markets (1989)The theory and practice of corporate finance: evidence from the field (2001)Rating Agencies in the Face of Regulation (2011)Reaching for Yield in the Bond Market (2014)Stock price reactions to ESG news: the role of ESG ratings and disagreement (2022)Measuring security price performance (1980)Using daily stock returns (1985)Climate Change News Risk and Corporate Bond Returns (2020)Agency Problems and the Theory of the Firm (1980)Rank-Order Tournaments as Optimum Labor Contracts (1981)Outside directors and CEO turnover (1988)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)The Geography of Equity Analysis (2005)Firm Innovation in Emerging Markets: The Role of Finance, Governance, and Competition (2011)Securitization without risk transfer (2012)Information: Hard and Soft (2018)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)
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References

  • 1968Crime and Punishment: An Economic Approach13,984 cited
  • 1998Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure2,749 cited
  • 2010Did Securitization Lead to Lax Screening? Evidence from Subprime Loans*1,100 cited
  • 2011The Illiquidity of Corporate Bonds989 cited
  • 2007Corporate Bond Market Transaction Costs and Transparency966 cited
  • 1999Career Concerns of Mutual Fund Managers859 cited
  • 2011Neglected risks, financial innovation, and financial fragility742 cited
  • 2001Liquidity Risk and Expected Stock Returns738 cited
  • 2011How did increased competition affect credit ratings?695 cited
  • 2008Measuring Abnormal Bond Performance655 cited
  • 2009CAUSES OF THE FINANCIAL CRISIS542 cited
  • 2011Regulatory pressure and fire sales in the corporate bond market527 cited
  • 2004Cyclical implications of the Basel II capital standards432 cited
  • 2008Economic Catastrophe Bonds416 cited
  • 2009Liquidity Biases in TRACE372 cited
  • 2009Regulatory Pressure and Fire Sales in the Corporate Bond Market262 cited

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Cited by

  • 2015Common factors in corporate bond returns36 cited