Results 11 to 20 of about 1,362,324 (351)
Jurnal AKSI (Akuntansi dan Sistem Informasi), 2023 This study aims to determine how the influence of Accrual Quality, Underwriter's Reputation and Family Involvement on the under-pricing of corporate bonds in the manufacturing and banking industries during 2017-2021. This research is a quantitative study
Irma Suryani Indra +2 more
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Dependence of credit spread and macro-conditions based on an alterable structure model. [PDF]
PLoS ONE, 2018 The fat-tail financial data and cyclical financial market makes it difficult for the fixed structure model based on Gaussian distribution to characterize the dynamics of corporate bonds spreads. Using a flexible structure model based on generalized error
Yun Xie +3 more
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The cross-section of Chinese corporate bond returns
Journal of Finance and Data Science, 2023 We study the relation between bond characteristics and corporate bond returns in China's two distinct and segmented bond markets—the interbank market and the exchange market—with a large cross-sectional dataset of 8318 corporate bonds from January 2010 ...
Xiaoyan Zhang, Zijian Zhang
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A new measure of corporate bond liquidity using survival analysis
Journal of Finance and Data Science, 2022 We define liquidity for corporate bonds as the expected waiting time to reduce a risk position. Our methodology addresses the fact that many bonds are liquidated quickly despite having few trades in the recent past.
Kaihua Cai, Peter Yesley
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Issuance and Valuation of Corporate Bonds with Quantitative Easing
Social Science Research Network, 2021 After the announcement of the European Central Bank’s corporate quantitative easing program, non-financial corporations timed the bond market by shifting their issuance toward bonds eligible for the program.
Stefano Pegoraro, Mattia Montagna
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Borsa Istanbul Review, 2023 Using a sample of Chinese municipal corporate bonds from 2011 to 2019, this paper investigates the effect of city-level air pollution on local government financing costs.
Xiaokun Wei +4 more
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Measuring Corporate Bond Market Dislocations [PDF]
SSRN Electronic Journal, 2021 We propose the Corporate Bond Market Distress Index (CMDI) to quantify corporate bond market dislocations in real time. The index takes a preponderance-of-metrics perspective to combine a broad set of measures of market functioning from primary and secondary markets but not driven by any one statistic.
Boyarchenko, Nina +3 more
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Mathematics, 2021 This paper examines the interdependence between green financial instruments, represented by green bonds and green stocks, and a set of major conventional assets, such as Treasury, investment-grade and high-yield corporate bonds, general stocks, crude oil,
Román Ferrer +2 more
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Bond Funds Herding and Corporate Bond Issuance
SSRN Electronic Journal, 2022 ABSTRACT We investigate whether the herding behaviour of bond funds influences corporate bond issuance. Using quarterly data from 1998 to 2018, we find that only buy herding significantly increases bond issuance activity. Further analysis supports an informational channel, suggesting that ‘investigative herding’ among funds enhances ...
Gi H. Kim, Xu Li
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Russian Journal of Agricultural and Socio-Economic Sciences, 2021 The study aims to examine how corporate governance, liquidity and maturity affect bonds yield with intervening variable such as bond ratings. The data using secondary data which is annual data from companies whose bonds are outstanding during the 2016 ...
Alinto A., Isnurhadi, Widiyanti M.
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