JUNK BOND BEHAVIOR WITH DAILY RETURNS AND BUSINESS CYCLES

Keywords

Bond, Market liquidity, Stock (firearms), Economics, Monetary economics

References

• Liquidity and the Pricing of Low-Grade BondsBradford Cornell — 1992
• An examination of the day-of-the-week effect in junk bond returns over business cyclesTheodor Kohers, Jayen B. Patel — 1996
• Returns and Volatility of Low-Grade Bonds 1977–1989Marshall E. Blume, Donald B. Keim, Sandeep A. Patel — 1991
• Drexel, Burnham, Lambert's Debt IssuesMiles Livingston, Hugh M. Pratt, Charles A. Mann — 1995
• Realized Returns and Defaults on Low-Grade Bonds: The Cohort of 1977 and 1978Marshall E. Blume, Donald B. Keim — 1991
• Measuring Corporate Bond Mortality and PerformanceEdward I. Altman — 1989
• Original Issue High Yield Bonds: Aging Analyses of Defaults, Exchanges, and CallsPaul Asquith, David Mullins, Eric Wolff — 1989
• The Investment Performance of Low‐grade Bond FundsBradford Cornell, Kevin Green — 1991
• The Investment Performance of Low-Grade Bond FundsBradford Cornell, Kevin Green — 1991

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• Do credit rating concerns lead to better corporate governance? Evidence from Korea☆Fred Bereskin, Bushik Kim, Frederick Dongchuhl Oh — 2014
• Investor perceptions and equity-sovereign bond return correlation: revisiting the Mexican Peso CrisisJames F. Refalo, Hsing Fang, Jong Yi — 2012
• The Influence of Credit Ratings on Corporate Capital Structure DecisionsDarren J. Kisgen — 2007
• Do Firms Target Credit Ratings or Leverage LevelsDarren J. Kisgen — 2009
• Credit Ratings and Capital StructureDarren J. Kisgen — 2006
• Koszt długu a rating kredytowy krajówPatrycja Chodnicka-Jaworska, Katarzyna Niewińska — 2015
• Wpływ ratingów kredytowych państw europejskich na koszt kapitałuPatrycja Chodnicka-Jaworska — 2015
• Investigating the relationship between high-yield bonds and equities and its implications for strategic asset allocation during the Great RecessionGeorgios Menounos, Constantinos Alexiou, Sofoklis Vogiazas — 2018
• Who poisons the pool? Time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds marketsGeoffrey Ngene, Yea Lee Kim, Jinghua Wang — 2019
• Credit Ratings and Capital StructureDarren J. Kisgen — 2006
• Do credit rating concerns lead to better corporate governance? Evidence from KoreaFred Bereskin, Bushik Kim, Frederick Dongchuhl Oh — 2015
• The Effect of Countries’ Credit Ratings on Credit Default Swap SpreadsPatrycja Chodnicka-Jaworska — 2017
• The impact of corporate characteristics on capital structure : evidence from the Egyptian insurance companiesMohamed Sherif, Mahmoud A. A. Elsayed — 2013
• Do Unsolicited Bank Credit Ratings Matter to Bank Leverage Decision? Evidence from Asian CountriesY. Hsiao, Lei Qin, Yueh-Lung Lin — 2019
• - 1-Investigating the Relationship between High-Yield Bonds and Equities and its Implications for Strategic Asset Allocation during the Great Recession2018
• The effects of credit ratings on capital structure : Evidence from KoreaMinshik Shin, Kyungpook, Soo‐Eun Kim — 2015

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