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Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis. [PDF]
J financ econ, 2021 We examine the microstructure of liquidity provision in the COVID-19 corporate bond liquidity crisis. During the two weeks leading up to Federal Reserve System interventions, volume shifted to liquid securities, transaction costs soared, trade-size ...
O'Hara M, Zhou XA.
europepmc +2 more sources
COVID‐19 and ESG preferences: Corporate bonds versus equities [PDF]
International Review of Finance, 2021 I examine investors' within ESG investment preferences during the COVID‐19 pandemic by investigating the return spillover effects across the three different corporate bonds and equities‐based investment strategies.
Singh A.
europepmc +2 more sources
Green bonds issuance, innovation performance, and corporate value: Empirical evidence from China
Heliyon, 2023 This study investigates the impact of green bond issuance on corporate performance and further checks the intermediate effect of corporate innovation performance on the primary relationship.
Muhammad Usman Khurram +3 more
doaj +2 more sources
Climate Regulatory Risks and Corporate Bonds
SSRN Electronic Journal, 2020 Investor concerns about climate and other environmental regulatory risks suggest that these risks should affect corporate bond risk assessment and pricing. We test this hypothesis and find that firms with poor environmental profiles or high carbon footprints tend to have lower credit ratings and higher yield spreads, particularly when located in a ...
Seltzer, Lee +2 more
semanticscholar +4 more sources
Research on the effect of multiple credit ratings from the perspective of financial regulatory systems in Chinese bond market. [PDF]
PLoS ONEThis paper, starting from the effects of financial regulatory policies, considers the interaction between Chengxin_Moody and Lianhe_Fitch with the dual rating system and the multi-rating system, constructs a new ordered Logit model, and attempts to ...
Xiangyun Zhou +2 more
doaj +2 more sources
Ensuring the issuance of investment-attractive corporate bonds [PDF]
E3S Web of Conferences, 2021 Despite the fact that the scientific literature pays considerable attention to ensuring the investment attractiveness of national corporate bond markets based on macro-environmental factors, as well as individual companies – based on micro-environmental ...
Vasylieva Dariia +4 more
doaj +1 more source
Spread determinants in corporate bond pricing: The effect of market and liquidity risks [PDF]
Panoeconomicus, 2022 This paper investigates the effect of market and liquidity risks on corporate bond pricing in Turkey, an emerging market, and in Europe. Results show that corporate bond returns have exposure to liquidity factors and not to market factors in both ...
Özdemir-Dilidüzgün Menevşe +2 more
doaj +1 more source
Returns to Defaulted Corporate Bonds [PDF]
, 2009 I test for short term excess return in a sample of 279 defaulted US corporate bonds using multiple regression analysis. There are robust excess returns after controlling for market and liquidity risk.
Thorsell, Håkan
core +2 more sources
Analysis of Yields and Their Determinants in the European Corporate Green Bond Market
Risks, 2023 The green bond market helps to mobilize financial sources toward sustainable investments. Green bonds are similar to conventional bonds but are specifically designed to raise money to finance environmental projects.
Sergei Grishunin +3 more
doaj +1 more source
Journal of Risk and Financial Management, 2022 This paper aims to examine the connectedness between green and conventional assets, particularly during the period of economic downturn. Specifically, we examine quantile-based time-varying connectedness between the green bond market and other financial ...
E. Abakah +3 more
semanticscholar +1 more source