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Understanding Corporate Bond Excess Returns

https://doi.org/10.2139/ssrn.7152198
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1 of the 20 references listed on this page is in the Retraction Watch database as retracted (export 2026-10-28): 10.1016/j.jfineco.2018.08.002 (notice 2018-08-16).

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s11142-012-9191-xopenalex-snapshot
Value investing in credit markets
inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-snapshot
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/j.jfineco.2004.04.002openalex-snapshot
The cross-section of expected corporate bond returns: Betas or characteristics?
inferredcites →https://doi.org/10.1016/j.jfineco.2017.08.002openalex-snapshot
Intermediary asset pricing: New evidence from many asset classes
inferredcites →https://doi.org/10.1016/j.jfineco.2018.08.002openalex-snapshot
RETRACTED: Common risk factors in the cross-section of corporate bond returns
inferredcites →https://doi.org/10.1016/j.jfineco.2019.02.002openalex-snapshot
Volatility and the cross-section of corporate bond returns
inferredcites →https://doi.org/10.1016/j.jfineco.2020.08.007openalex-snapshot
Long-term reversals in the corporate bond market
inferredcites →https://doi.org/10.1016/j.jfineco.2021.05.044openalex-snapshot
Treasury inconvenience yields during the COVID-19 crisis
inferredcites →https://doi.org/10.1016/j.jfineco.2023.103707openalex-snapshot
Priced risk in corporate bonds
inferredcites →https://doi.org/10.1016/j.jmoneco.2007.06.029openalex-snapshot
The U.S. Treasury yield curve: 1961 to the present
inferredcites →https://doi.org/10.1093/rfs/hhad095openalex-snapshot
Bond Price Fragility and the Structure of the Mutual Fund Industry
inferredcites →https://doi.org/10.1093/rfs/hhae054openalex-snapshot
Duration-Based Valuation of Corporate Bonds
inferredcites →https://doi.org/10.1093/rfs/hhn105openalex-snapshot
Measuring Abnormal Bond Performance
inferredcites →https://doi.org/10.1093/rfs/hhx082openalex-snapshot
De Facto Seniority, Credit Risk, and Corporate Bond Prices
inferredcites →https://doi.org/10.1111/0022-1082.00324openalex-snapshot
Explaining the Rate Spread on Corporate Bonds
inferredcites →https://doi.org/10.1111/0022-1082.00402openalex-snapshot
The Determinants of Credit Spread Changes
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01655.xopenalex-snapshot
The Illiquidity of Corporate Bonds
inferredcites →https://doi.org/10.1111/jofi.12083openalex-snapshot
Noise as Information for Illiquidity
inferredcites →https://doi.org/10.1287/mnsc.2023.4920openalex-snapshot
Reaching for Yield and the Cross Section of Bond Returns
inferredcites →https://doi.org/10.3905/jfi.2017.26.3.006openalex-snapshot
The Credit Risk Premium
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