Is the Cross-Section of Expected Bond Returns Influenced by Equity Return Predictors?-Reference-Cited by-同舟云学术

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Is the Cross-Section of Expected Bond Returns Influenced by Equity Return Predictors?

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Chordia Tarun,Goyal Amit,Nozawa Yoshio,Subrahmanyam Avanidhar,Tong Qing

Publisher

Elsevier BV

Reference23 articles.

1. Filter Rules Based on Price and Volume in Individual Security Overreaction;Michael Cooper;Review of Financial Studies,1999

2. Asset Growth and the Cross-Section of Stock Returns;Michael Cooper;Journal of Finance,2008

3. Accounting-Based Anomalies in the Bond Market

4. Investor Psychology and Security Market Under-and Overreactions;Kent Daniel;Journal of Finance,1998

5. Market Reactions to Tangible and Intangible Information;Kent Daniel;Journal of Finance,2006

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Sovereign bond return prediction with realized higher moments;Journal of International Financial Markets, Institutions and Money;2019-09

2. Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach;Management Science;2018-09

3. Prospect theory and corporate bond returns: An empirical study;Journal of Empirical Finance;2018-06

4. Managerial ability, information quality, and the design and pricing of corporate debt;Review of Quantitative Finance and Accounting;2017-12-23

5. The q-factors and expected bond returns;Journal of Banking & Finance;2017-10

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