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Volumn 26, Issue 3, 2000, Pages 33-40

Day-of-the-week patterns in volume and prices of Nasdaq high-yield bonds: New ways to capitalize on information

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EID: 0034147641     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2000.319726     Document Type: Article
Times cited : (12)

References (12)
  • 1
    • 0002038761 scopus 로고    scopus 로고
    • The determinants of the trading volume of high-yield corporate bonds
    • forthcoming
    • Alexander, Gordon J., Amy K. Edwards, and Michael G. Ferri. "The Determinants of the Trading Volume of High-Yield Corporate Bonds." Journal of Financial Markets, 2000, forthcoming.
    • (2000) Journal of Financial Markets
    • Alexander, G.J.1    Edwards, A.K.2    Ferri, M.G.3
  • 2
    • 0002800875 scopus 로고
    • Liquidity and the pricing of low-grade bonds
    • January/February
    • Cornell, Bradford. "Liquidity and the Pricing of Low-Grade Bonds." Financial Analysts Journal, 48, 1 (January/February 1992), pp. 63-67, 74.
    • (1992) Financial Analysts Journal , vol.48 , Issue.1 , pp. 63-67
    • Cornell, B.1
  • 8
    • 0030529040 scopus 로고    scopus 로고
    • An examination of the day-of-the-week effect in junk bond returns over business cycles
    • Kohers, Theodor, and Jayen B. Patel. "An Examination of the Day-of-the-Week Effect in Junk Bond Returns over Business Cycles." Review of Financial Economics, Vol. 5, No. 1 (1996), pp. 31-46.
    • (1996) Review of Financial Economics , vol.5 , Issue.1 , pp. 31-46
    • Kohers, T.1    Patel, J.B.2
  • 9
    • 0000277728 scopus 로고
    • Are seasonal anomalies real? A ninety-year perspective
    • Lakonishok, Josef, and Seymour Smidt. "Are Seasonal Anomalies Real? A Ninety-Year Perspective." Review of Financial Studies, Vol. 1, No. 4 (1988), pp. 403-425.
    • (1988) Review of Financial Studies , vol.1 , Issue.4 , pp. 403-425
    • Lakonishok, J.1    Smidt, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.