Factors affecting the yields on noninvestment grade bond indices: a cointegration analysis
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- Boardman, Calvin M. & McEnally, Richard W., 1981. "Factors Affecting Seasoned Corporate Bond Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(02), pages 207-226, June.
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- William F. Maxwell, 1998. "The January Effect in the Corporate Bond Market: A Systematic Examination," Financial Management, Financial Management Association, vol. 27(2), Summer.
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- Fons, Jerome S, 1987. " The Default Premium and Corporate Bond Experience," Journal of Finance, American Finance Association, vol. 42(1), pages 81-97, March.
- Warther, Vincent A., 1995. "Aggregate mutual fund flows and security returns," Journal of Financial Economics, Elsevier, vol. 39(2-3), pages 209-235.
- Chang, Eric C. & Huang, Roger D., 1990. "Time-Varying Return and Risk in the Corporate Bond Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(03), pages 323-340, September.
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