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News and the Cross-Section of Expected Corporate Bond Returns · Study

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ArticleNews and the Cross-Section of Expected Corporate Bond Returns

Abhay H. Abhyankar2008

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Articlegreen2008

News and the Cross-Section of Expected Corporate Bond Returns

Abhay H. Abhyankar · Angelica Gonzalez

20 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Stochastic processes and financial applications Credit Risk and Financial Regulations

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References

1993Common risk factors in the returns on stocks and bonds 1997The Econometrics of Financial Markets 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 1996The Conditional CAPM and the Cross-Section of Expected Returns 1992On the Estimation of Beta-Pricing Models 2004Bad Beta, Good Beta 1992Intertemporal Asset Pricing Without Consumption Data 1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

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2014Assessing forestry-related assets with the intertemporal capital asset pricing model

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Year2008

Typearticle

Published2008-01-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations20

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2008.10.011

openalex_workW2768153249

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