IDEAS home Printed from https://ideas.repec.org/r/arx/papers/2604.05699.html

Priced risk in corporate bonds

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. is not listed on IDEAS
  2. Alexander Dickerson & Christian Julliard & Philippe Mueller, 2026. "The Co-Pricing Factor Zoo," Papers 2604.04430, arXiv.org.
  3. Gharghori, Philip & Nguyen, Annette, 2025. "Which factors in China? A pre-registered report," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
  4. He, Wei & Su, Zhiwei & Yu, Jianfeng, 2024. "Macroeconomic perceptions, financial constraints, and anomalies," Journal of Financial Economics, Elsevier, vol. 162(C).
  5. Radi, Sherrihan & Gebka, Bartosz & Kallinterakis, Vasileios, 2024. "The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 966-995.
  6. McGee, Paraic & Sheenan, Lisa & Egan, Tom & O'Donohoe, Sheila, 2025. "Risk factor disclosure in green bond prospectuses and investor compensation," International Review of Financial Analysis, Elsevier, vol. 105(C).
  7. Chen, Jianqiang & Hsieh, Pei-Fang & Hsu, Po-Hsuan & Levine, Ross, 2025. "Environmental liabilities, borrowing costs, and pollution prevention activities: The nationwide impact of the Apex Oil ruling," Journal of Corporate Finance, Elsevier, vol. 91(C).
  8. Ivashchenko, Alexey, 2025. "(In)Frequently traded corporate bonds and pricing implications of liquidity dry-ups," Finance Research Letters, Elsevier, vol. 75(C).
  9. Liu, Yuekun & Riley, Timothy B., 2025. "How should we measure the performance of corporate bond mutual funds? Evaluating model quality and impact on inferences," Journal of Banking & Finance, Elsevier, vol. 173(C).
  10. Dekker, Lennart, 2024. "Essays on asset liquidity and investment funds," Other publications TiSEM 5fc9bf77-84e7-4a36-9e3a-1, Tilburg University, School of Economics and Management.
  11. Beckmeyer, Heiner & Meyerhof, Paul, 2025. "The short-duration premium and news announcements," Journal of Banking & Finance, Elsevier, vol. 176(C).
  12. Feng, Jian & Huo, Xiaolin & Liu, Xin & Mao, Yifei & Xiang, Hong, 2025. "Economic links from bonds and cross-stock return predictability," Journal of Financial Economics, Elsevier, vol. 171(C).
  13. Alexander Dickerson & Cesare Robotti & Giulio Rossetti, 2026. "The Corporate Bond Factor Replication Crisis," Papers 2604.07880, arXiv.org.
  14. Gi H. Kim & Massimo Massa, 2026. "Issuer Term Variability, Bond Yield Spreads, and Reaching for Yield," Management Science, INFORMS, vol. 72(3), pages 2209-2227, March.
  15. Etienne Wijler & Andre Lucas, 2025. "An Impartial Look at Asset Correlation Stability and Market Structure," Tinbergen Institute Discussion Papers 25-051/III, Tinbergen Institute.
  16. Kang, Weijing, 2025. "Impact and mechanisms of digital finance on corporate bond credit spreads in China," Finance Research Letters, Elsevier, vol. 82(C).
  17. Junbo Wang & Chunchi Wu & Xiaoguang Yang & Ye Zhou, 2025. "Policy uncertainty and corporate bond issuance costs," Review of Quantitative Finance and Accounting, Springer, vol. 65(4), pages 1475-1516, November.
  18. Dickerson, Alexander & Julliard, Christian & Mueller, Philippe, 2026. "The co-pricing factor zoo," LSE Research Online Documents on Economics 138476, London School of Economics and Political Science, LSE Library.
  19. Chen, Xi & Wang, Junbo & Wu, Chunchi & Wu, Di, 2024. "Extreme illiquidity and cross-sectional corporate bond returns," Journal of Financial Markets, Elsevier, vol. 68(C).
  20. Huang, Jing-Zhi & Wang, Yan & Wang, Ying, 2024. "Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds," Journal of Banking & Finance, Elsevier, vol. 165(C).
  21. Desislava Vladimirova, 2024. "In the shadow of country risk: asset pricing model of emerging market corporate bonds," Journal of Asset Management, Palgrave Macmillan, vol. 25(5), pages 479-492, September.
  22. DICKERSON, Alexander & NOZAWA, Yoshio & ROBOTTI, Cesare, 2025. "Factor Investing with Delays," Discussion Paper Series 771, Institute of Economic Research, Hitotsubashi University.
  23. Diego Leal Gonzalez & Bryan Stanhouse & Duane Stock & Xin Yue Zhou, 2025. "Nonlinear structural estimation of corporate bond liquidity," Review of Quantitative Finance and Accounting, Springer, vol. 64(2), pages 799-827, February.
  24. Lalwani, Vaibhav, 2024. "Climate risks, corporate bonds, and economic uncertainty," Economics Letters, Elsevier, vol. 244(C).
  25. Jin, Xuejun & Chen, Yifan & Liu, Xiaobin & Zeng, Tao, 2026. "Factors in the cross-section of Chinese corporate bonds: Evidence from reduced-rank analysis," Journal of Empirical Finance, Elsevier, vol. 85(C).
  26. Coqueret, Guillaume & Pérignon, Christophe, 2025. "Persistent Anomalies and Nonstandard Errors," HEC Research Papers Series 1578, HEC Paris.
  27. Bai, Jennie & Bali, Turan G. & Wen, Quan, 2023. "Retraction notice to “Common risk factors in the cross-section of corporate bond returns” [Journal of Financial Economics 131 (3) (2019) 619-642]," Journal of Financial Economics, Elsevier, vol. 150(3).
  28. Ivashchenko, Alexey, 2024. "Corporate bond price reversals," Journal of Financial Markets, Elsevier, vol. 68(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.