Sources of Momentum in Bonds
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- Type
- article
- Published
- 2012-05-07
- Cited by
- 4
- References
- 46
- Access
- Open access
- OpenAlex
- https://openalex.org/W41021135
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:166496294
Keywords
Download, Momentum (technical analysis), Computer science, World Wide Web, Business
References
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- Valuation and Return Dynamics of New Ventures
- Making a miracle
- Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads
- Macro Factors in Bond Risk Premia
- Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole
- Strategic default and equity risk across countries
- Risk, Return, and Equilibrium: Empirical Tests
- The cross-section of expected corporate bond returns: Betas or characteristics?
- Financial Distress and Corporate Performance
- In Search of Distress Risk
- Multifactor Explanations of Asset Pricing Anomalies
- Economic Growth
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Debt Valuation, Renegotiation, and Optimal Dividend Policy