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My bibliography Save this paperExplaining and benchmarking corporate bond returns
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Cited by:
- Bali, Turan G. & Subrahmanyam, Avanidhar & Wen, Quan, 2021. "Long-term reversals in the corporate bond market," Journal of Financial Economics, Elsevier, vol. 139(2), pages 656-677.
- Hendriock, Mario, 2020. "Implied cost of capital and mutual fund performance," CFR Working Papers 20-11, University of Cologne, Centre for Financial Research (CFR).
- Agarwal, Vikas & Jiang, Lei & Wen, Quan, 2020. "Why do mutual funds hold lottery stocks?," CFR Working Papers 20-08, University of Cologne, Centre for Financial Research (CFR).
- Cici, Gjergji & Zhang, Pei (Alex), 2021. "On the valuation skills of corporate bond mutual funds," CFR Working Papers 21-05, University of Cologne, Centre for Financial Research (CFR).
- Theissen, Erik & Zimmermann, Lukas, 2020. "Do contented customers make shareholders wealthy? Implications of intangibles for security pricing," CFR Working Papers 20-12, University of Cologne, Centre for Financial Research (CFR).
- Jagannathan, Murali & Jiao, Wei & Wermers, Russ, 2020. "International characteristic-based asset pricing," CFR Working Papers 20-13, University of Cologne, Centre for Financial Research (CFR).
- Andrew Y. Chen & Tom Zimmermann, 2022.
"Open Source Cross-Sectional Asset Pricing,"
Critical Finance Review, now publishers, vol. 11(2), pages 207-264, May.
- Chen, Andrew Y. & Zimmermann, Tom, 2020. "Open source cross-sectional asset pricing," CFR Working Papers 20-04, University of Cologne, Centre for Financial Research (CFR).
- Andrew Y. Chen & Tom Zimmermann, 2021. "Open Source Cross-Sectional Asset Pricing," Finance and Economics Discussion Series 2021-037, Board of Governors of the Federal Reserve System (U.S.).
- Andres, Christian & Bazhutov, Dmitry & Cumming, Douglas J. & Limbach, Peter, 2023.
"Does speculative news hurt productivity? Evidence from takeover rumors,"
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701, Center for Financial Studies (CFS).
- Andres, Christian & Bazhutov, Dmitry & Cumming, Douglas & Köchling, Gerrit & Limbach, Peter, 2024. "Does Speculative News Hurt Productivity? Evidence from Takeover Rumors," CFR Working Papers 21-02, University of Cologne, Centre for Financial Research (CFR), revised 2024.
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This paper has been announced in the following NEP Reports:- NEP-RMG-2017-07-23 (Risk Management)
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