-
2
-
-
79960417021
-
-
Fallen Angels and Price Pressure. Unpublished Working Paper. Pennsylvania State University, University of Michigan at Dearborn, and University of South Carolina.
-
Ambrose, B.W., Cai, N., Helwege, J., 2009. Fallen Angels and Price Pressure. Unpublished Working Paper. Pennsylvania State University, University of Michigan at Dearborn, and University of South Carolina.
-
(2009)
-
-
Ambrose, B.W.1
Cai, N.2
Helwege, J.3
-
3
-
-
0013068840
-
Illiquidity and stock returns: cross-section and time-series effects
-
Amihud Y. Illiquidity and stock returns: cross-section and time-series effects. Journal of Financial Markets 2002, 5:31-56.
-
(2002)
Journal of Financial Markets
, vol.5
, pp. 31-56
-
-
Amihud, Y.1
-
4
-
-
79960404466
-
-
Excess Volatility of Corporate Bonds. Unpublished Working Paper. Ohio State University and Massachusetts Institute of Technology.
-
Bao, J., Pan, J., 2008. Excess Volatility of Corporate Bonds. Unpublished Working Paper. Ohio State University and Massachusetts Institute of Technology.
-
(2008)
-
-
Bao, J.1
Pan, J.2
-
5
-
-
70349449777
-
Measuring abnormal bond performance
-
Bessembinder H., Kahle K.M., Maxwell W.F., Xu D. Measuring abnormal bond performance. Review of Financial Studies 2009, 22:4219-4258.
-
(2009)
Review of Financial Studies
, vol.22
, pp. 4219-4258
-
-
Bessembinder, H.1
Kahle, K.M.2
Maxwell, W.F.3
Xu, D.4
-
6
-
-
33749143202
-
Market transparency, liquidity externalities, and institutional trading costs in corporate bonds
-
Bessembinder H., Maxwell W., Venkataraman K. Market transparency, liquidity externalities, and institutional trading costs in corporate bonds. Journal of Financial Economics 2006, 82:251-288.
-
(2006)
Journal of Financial Economics
, vol.82
, pp. 251-288
-
-
Bessembinder, H.1
Maxwell, W.2
Venkataraman, K.3
-
7
-
-
79960391408
-
-
Crises, Liquidity Shocks, and Fire Sales at Financial Institutions. Unpublished Working Paper. Northeastern University, University of South Carolina, and Menlo College.
-
Boyson, N., Helwege, J., Jindra, J., 2010. Crises, Liquidity Shocks, and Fire Sales at Financial Institutions. Unpublished Working Paper. Northeastern University, University of South Carolina, and Menlo College.
-
(2010)
-
-
Boyson, N.1
Helwege, J.2
Jindra, J.3
-
10
-
-
79960384139
-
-
Forced Sales and House Prices. Unpublished Working Paper. Harvard University and Massachusetts Institute of Technology.
-
Campbell, J.Y., Giglio, S., Pathak, P., 2009. Forced Sales and House Prices. Unpublished Working Paper. Harvard University and Massachusetts Institute of Technology.
-
(2009)
-
-
Campbell, J.Y.1
Giglio, S.2
Pathak, P.3
-
11
-
-
0344153911
-
Equity volatility and corporate bond yields
-
Campbell J.Y., Taksler G.B. Equity volatility and corporate bond yields. Journal of Finance 2003, 58:2321-2350.
-
(2003)
Journal of Finance
, vol.58
, pp. 2321-2350
-
-
Campbell, J.Y.1
Taksler, G.B.2
-
12
-
-
79960420189
-
-
Why Ratings Matter: Evidence from Lehman's Index Rating Rule Change. Unpublished Working Paper. University of Lausanne, University of Pittsburgh, and Carnegie Mellon University.
-
Chen, Z., Lookman, A.A., Schurhoff, N., Seppi, D.J., 2009. Why Ratings Matter: Evidence from Lehman's Index Rating Rule Change. Unpublished Working Paper. University of Lausanne, University of Pittsburgh, and Carnegie Mellon University.
-
(2009)
-
-
Chen, Z.1
Lookman, A.A.2
Schurhoff, N.3
Seppi, D.J.4
-
13
-
-
34848816811
-
Asset fire sales (and purchases) in equity markets
-
Coval J., Stafford E. Asset fire sales (and purchases) in equity markets. Journal of Financial Economics 2007, 86:479-512.
-
(2007)
Journal of Financial Economics
, vol.86
, pp. 479-512
-
-
Coval, J.1
Stafford, E.2
-
14
-
-
77955137851
-
Presidential address: asset price dynamics with slow-moving capital
-
Duffie D. Presidential address: asset price dynamics with slow-moving capital. Journal of Finance 2010, 65:1237-1267.
-
(2010)
Journal of Finance
, vol.65
, pp. 1237-1267
-
-
Duffie, D.1
-
15
-
-
0000883258
-
Securities lending, shorting, and pricing
-
Duffie D., Garleanu N., Pedersen L.H. Securities lending, shorting, and pricing. Journal of Financial Economics 2002, 66:307-339.
-
(2002)
Journal of Financial Economics
, vol.66
, pp. 307-339
-
-
Duffie, D.1
Garleanu, N.2
Pedersen, L.H.3
-
17
-
-
34248207286
-
Corporate bond market transaction costs and transparency
-
Edwards A.K., Harris L.E., Piwowar M.S. Corporate bond market transaction costs and transparency. Journal of Finance 2007, 63:1421-1451.
-
(2007)
Journal of Finance
, vol.63
, pp. 1421-1451
-
-
Edwards, A.K.1
Harris, L.E.2
Piwowar, M.S.3
-
18
-
-
33748070186
-
Ripples through markets: inter-market impacts generated by large trades
-
Ellul A. Ripples through markets: inter-market impacts generated by large trades. Journal of Financial Economics 2006, 82:173-196.
-
(2006)
Journal of Financial Economics
, vol.82
, pp. 173-196
-
-
Ellul, A.1
-
19
-
-
0040240208
-
Transparency and liquidity: a study of block trades on the London Stock Exchange under different publication rules
-
Gemmill G. Transparency and liquidity: a study of block trades on the London Stock Exchange under different publication rules. Journal of Finance 1996, 51:1765-1790.
-
(1996)
Journal of Finance
, vol.51
, pp. 1765-1790
-
-
Gemmill, G.1
-
21
-
-
34547904841
-
Dealer intermediation and price behavior in the aftermarket for new bond issues
-
Green R.C., Hollifield B., Schurhoff N. Dealer intermediation and price behavior in the aftermarket for new bond issues. Journal of Financial Economics 2007, 86:643-682.
-
(2007)
Journal of Financial Economics
, vol.86
, pp. 643-682
-
-
Green, R.C.1
Hollifield, B.2
Schurhoff, N.3
-
22
-
-
84886231184
-
Price and volume effects associated with changes in the S&P 500 list: new evidence for the existence of price pressures
-
Harris L., Gurel E. Price and volume effects associated with changes in the S&P 500 list: new evidence for the existence of price pressures. Journal of Finance 1986, 41:815-829.
-
(1986)
Journal of Finance
, vol.41
, pp. 815-829
-
-
Harris, L.1
Gurel, E.2
-
23
-
-
0001906581
-
The effect of bond-rating changes on bond price performance
-
Hite G., Warga A. The effect of bond-rating changes on bond price performance. Financial Analysts Journal 1997, 53:35-51.
-
(1997)
Financial Analysts Journal
, vol.53
, pp. 35-51
-
-
Hite, G.1
Warga, A.2
-
24
-
-
0031501452
-
The components of the bid-ask spread: a general approach
-
Huang R.D., Stoll H.R. The components of the bid-ask spread: a general approach. Review of Financial Studies 1997, 10:995-1034.
-
(1997)
Review of Financial Studies
, vol.10
, pp. 995-1034
-
-
Huang, R.D.1
Stoll, H.R.2
-
25
-
-
4644372273
-
The relationship between credit default swap spreads, bond yields, and credit rating announcements
-
Hull J., Predescu M., White A. The relationship between credit default swap spreads, bond yields, and credit rating announcements. Journal of Banking and Finance 2004, 28:2789-2811.
-
(2004)
Journal of Banking and Finance
, vol.28
, pp. 2789-2811
-
-
Hull, J.1
Predescu, M.2
White, A.3
-
26
-
-
69449086935
-
Catastrophe risk financing in the United States and the European Union: a comparative analysis of alternative regulatory approaches
-
Klein R.W., Wang S. Catastrophe risk financing in the United States and the European Union: a comparative analysis of alternative regulatory approaches. Journal of Risk and Insurance 2009, 76:607-637.
-
(2009)
Journal of Risk and Insurance
, vol.76
, pp. 607-637
-
-
Klein, R.W.1
Wang, S.2
-
27
-
-
84993907815
-
Price impacts of block trading on the New York Stock Exchange
-
Kraus A., Stoll H.R. Price impacts of block trading on the New York Stock Exchange. Journal of Finance 1972, 27:569-588.
-
(1972)
Journal of Finance
, vol.27
, pp. 569-588
-
-
Kraus, A.1
Stoll, H.R.2
-
29
-
-
0000808665
-
On the pricing of corporate debt: the risk structure of interest rates
-
Merton R.C. On the pricing of corporate debt: the risk structure of interest rates. Journal of Finance 1974, 29:449-470.
-
(1974)
Journal of Finance
, vol.29
, pp. 449-470
-
-
Merton, R.C.1
-
32
-
-
4644300605
-
Informational efficiency of credit default swap and stock markets: the impact of credit rating announcements
-
Norden L., Weber M. Informational efficiency of credit default swap and stock markets: the impact of credit rating announcements. Journal of Banking and Finance 2004, 28:2813-2843.
-
(2004)
Journal of Banking and Finance
, vol.28
, pp. 2813-2843
-
-
Norden, L.1
Weber, M.2
-
33
-
-
0040250337
-
Do asset fire sales exist? An empirical investigation of commercial aircraft transactions
-
Pulvino T.C. Do asset fire sales exist? An empirical investigation of commercial aircraft transactions. Journal of Finance 1998, 53:939-978.
-
(1998)
Journal of Finance
, vol.53
, pp. 939-978
-
-
Pulvino, T.C.1
-
34
-
-
0001531652
-
The market for securities: substitution versus price pressure and the effects of information on share prices
-
Scholes M.S. The market for securities: substitution versus price pressure and the effects of information on share prices. Journal of Business 1972, 45:179-211.
-
(1972)
Journal of Business
, vol.45
, pp. 179-211
-
-
Scholes, M.S.1
-
35
-
-
0008562334
-
Corporate bond trading costs: a peek behind the curtain
-
Schultz P. Corporate bond trading costs: a peek behind the curtain. Journal of Finance 2001, 56:677-698.
-
(2001)
Journal of Finance
, vol.56
, pp. 677-698
-
-
Schultz, P.1
-
36
-
-
0000183976
-
Do demand curves for stocks slope down?
-
Shleifer A. Do demand curves for stocks slope down?. Journal of Finance 1986, 41:579-590.
-
(1986)
Journal of Finance
, vol.41
, pp. 579-590
-
-
Shleifer, A.1
-
37
-
-
84977721574
-
Liquidation values and debt capacity: a market equilibrium approach
-
Shleifer A., Vishny R.W. Liquidation values and debt capacity: a market equilibrium approach. Journal of Finance 1992, 47:1343-1366.
-
(1992)
Journal of Finance
, vol.47
, pp. 1343-1366
-
-
Shleifer, A.1
Vishny, R.W.2
-
38
-
-
0035030821
-
Event study concerning international bond price effects of credit rating actions
-
Steiner M., Heinke V.G. Event study concerning international bond price effects of credit rating actions. International Journal of Finance and Economics 2001, 6:139-157.
-
(2001)
International Journal of Finance and Economics
, vol.6
, pp. 139-157
-
-
Steiner, M.1
Heinke, V.G.2
|