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Author : Kevin Van Mencxel
Release : 2023
Genre :
Kind : eBook
Book Rating : 961/5 ( reviews)
Book Synopsis Essays on Corporate Bonds in History by : Kevin Van Mencxel
Download or read book Essays on Corporate Bonds in History written by Kevin Van Mencxel. This book was released on 2023. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Melissa Kaye Woodley
Release : 2007
Genre :
Kind : eBook
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Book Synopsis Three Essays on Corporate Bonds by : Melissa Kaye Woodley
Download or read book Three Essays on Corporate Bonds written by Melissa Kaye Woodley. This book was released on 2007. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Joseph Stancliffe Davis
Release : 1917
Genre : Corporations
Kind : eBook
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Book Synopsis Essays in the Earlier History of American Corporations by : Joseph Stancliffe Davis
Download or read book Essays in the Earlier History of American Corporations written by Joseph Stancliffe Davis. This book was released on 1917. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jack C. Bao
Release : 2009
Genre :
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Book Synopsis Essays on Corporate Bonds by : Jack C. Bao
Download or read book Essays on Corporate Bonds written by Jack C. Bao. This book was released on 2009. Available in PDF, EPUB and Kindle. Book excerpt: (cont.) In the third chapter (co-authored with Jun Pan and Jiang Wang), we examine the liquidity of corporate bonds and its asset-pricing implications. Our measure of illiquidity is based on the magnitude of transitory price movements. Using transaction-level data, we find the illiquidity in corporate bonds to be significant, substantially greater than what can be explained by the bid-ask bounce, and closely related to bond characteristics. We also find a strong commonality in the time variation of bond illiquidity, which rises sharply during market crises. Monthly changes in aggregate bond illiquidity are strongly related to changes in the CBOE VIX index. Finally, we find a relation between our measure of bond illiquidity and the cross-sectional variation in bond yield spreads.
Author : Joseph Stancliffe Davis
Release : 1917
Genre : Business & Economics
Kind : eBook
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Book Synopsis Essays in the Earlier History of American Corporations: Eighteenth century business corporations in the United States by : Joseph Stancliffe Davis
Download or read book Essays in the Earlier History of American Corporations: Eighteenth century business corporations in the United States written by Joseph Stancliffe Davis. This book was released on 1917. Available in PDF, EPUB and Kindle. Book excerpt:
