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
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=289219

An International Comparison of Capital Structure and Debt Maturity Choices by Joseph P. H. Fan, Garry J. Twite, Sheridan Titman :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=423483

Bond Rating Agencies and Stock Analysts: Who Knows What When? by Louis H. Ederington, Jeremy Goh, Jacob Nelson :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=940

Corporate Bond Market Transparency and Transaction Costs by Amy K. Edwards, Lawrence Harris, Michael S. Piwowar :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=593823

Does Quantitative Easing Affect Market Liquidity?
http://www.frbsf.org/economic-research/files/wp2013-26.pdf

Effect of Corporate Governance on Bond Ratings and Yields: The Role of Institutional Investors and Outside Directors by Sanjeev Bhojraj, Partha Sengupta :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=291056

Factors Affecting the Valuation of Corporate Bonds by Edwin J. Elton, Martin J. Gruber, Deepak Agrawal, Christopher Mann :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=307139

Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold by Dirk G. Baur, Brian M. Lucey :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=952289

Junk Bonds, Bank Debt, and Financing Corporate Growth by Stuart C. Gilson, Jerold B. Warner :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=47269

Liquidity Risk Premia in Corporate Bond Markets by Frank De Jong, Joost Driessen :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=686681

Liquidity and Credit Risk by Jan Ericsson, Olivier Renault :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=424002

Macroeconomic Factors and the Correlation of Stock and Bond Returns by Lingfeng Li :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=363641

Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market by Vikas Agarwal, William Fung, Yee Cheng Loon, Narayan Y. Naik :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=885945

The BP Oil Disaster: Stock and Option Market Reactions by Andy Fodor, John D. Stowe :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1631970

The Cross-Section and Time-Series of Stock and Bond Returns by Ralph S. J. Koijen, Hanno N. Lustig, Stijn Van Nieuwerburgh :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1341327

The Determinants of Stock and Bond Return Comovements by Lieven Baele, Geert Bekaert, Koen Inghelbrecht :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1687547

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
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1991159

The Structure and Pricing of Corporate Debt Covenants by Michael Bradley, Michael R. Roberts :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=466240

What is the Riskfree Rate? A Search for the Basic Building Block by Aswath Damodaran :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1317436

Which Factors Affect Corporate Bond Pricing? Evidence from Eurobonds Primary Market Spreads by Andrea Sironi, Giampaolo Gabbi :: SSRN
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=308299