Reading Material (Academic): Bonds

Category : Archieve

Reading Material (Academic): Bonds

An Empirical Analysis of Stock and Bond Market Liquidity by Tarun Chordia, Asani Sarkar, Avanidhar Subrahmanyam :: SSRN

An International Comparison of Capital Structure and Debt Maturity Choices by Joseph P. H. Fan, Garry J. Twite, Sheridan Titman :: SSRN

Bond Rating Agencies and Stock Analysts: Who Knows What When? by Louis H. Ederington, Jeremy Goh, Jacob Nelson :: SSRN

Corporate Bond Market Transparency and Transaction Costs by Amy K. Edwards, Lawrence Harris, Michael S. Piwowar :: SSRN

Does Quantitative Easing Affect Market Liquidity?

Effect of Corporate Governance on Bond Ratings and Yields: The Role of Institutional Investors and Outside Directors by Sanjeev Bhojraj, Partha Sengupta :: SSRN

Factors Affecting the Valuation of Corporate Bonds by Edwin J. Elton, Martin J. Gruber, Deepak Agrawal, Christopher Mann :: SSRN

Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold by Dirk G. Baur, Brian M. Lucey :: SSRN

Junk Bonds, Bank Debt, and Financing Corporate Growth by Stuart C. Gilson, Jerold B. Warner :: SSRN

Liquidity Risk Premia in Corporate Bond Markets by Frank De Jong, Joost Driessen :: SSRN

Liquidity and Credit Risk by Jan Ericsson, Olivier Renault :: SSRN

Macroeconomic Factors and the Correlation of Stock and Bond Returns by Lingfeng Li :: SSRN

Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market by Vikas Agarwal, William Fung, Yee Cheng Loon, Narayan Y. Naik :: SSRN

The BP Oil Disaster: Stock and Option Market Reactions by Andy Fodor, John D. Stowe :: SSRN

The Cross-Section and Time-Series of Stock and Bond Returns by Ralph S. J. Koijen, Hanno N. Lustig, Stijn Van Nieuwerburgh :: SSRN

The Determinants of Stock and Bond Return Comovements by Lieven Baele, Geert Bekaert, Koen Inghelbrecht :: SSRN

The Euro Area Sovereign Debt Crisis: Safe Haven, Credit Rating Agencies and the Spread of the Fever from Greece, Ireland and Portugal by Roberto A. De Santis :: SSRN

The Structure and Pricing of Corporate Debt Covenants by Michael Bradley, Michael R. Roberts :: SSRN

What is the Riskfree Rate? A Search for the Basic Building Block by Aswath Damodaran :: SSRN

Which Factors Affect Corporate Bond Pricing? Evidence from Eurobonds Primary Market Spreads by Andrea Sironi, Giampaolo Gabbi :: SSRN