1. Inter-industry network and credit risk. (2024). Lee, Han-Hsing ; Huang, Mu-Nan.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:92:y:2024:i:c:p:598-625.

   Full description at Econpapers || Download paper

2. Bank default risk propagation along supply chains: Evidence from the U.K.. (2023). Roland, Isabelle ; Kabiri, Ali ; Manole, Vlad ; Spatareanu, Mariana.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:84:y:2023:i:c:p:813-831.

   Full description at Econpapers || Download paper

3. Using supply chain databases in academic research: A methodological critique. (2023). Sartor, Marco ; Orzes, Guido ; Nassimbeni, Guido ; Podrecca, Matteo ; Culot, Giovanna.
   In: Journal of Supply Chain Management.
   RePEc:bla:jscmgt:v:59:y:2023:i:1:p:3-25.

   Full description at Econpapers || Download paper

4. Capturing the straw in the wind: do short sellers trade on customer information?. (2022). Zhang, XU ; Wang, Wenming ; Haw, In-Mu.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:58:y:2022:i:4:d:10.1007_s11156-021-01027-7.

   Full description at Econpapers || Download paper

5. Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market. (2022). Wu, Jing ; Birge, John R ; Babich, Volodymyr ; Agca, Senay.
   In: Management Science.
   RePEc:inm:ormnsc:v:68:y:2022:i:9:p:6506-6538.

   Full description at Econpapers || Download paper

6. Executives’ Blaming external factors and market reactions: Evidence from earnings conference calls. (2022). Zhou, Dexin ; Noh, Joonki.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003095.

   Full description at Econpapers || Download paper

7. Cross country linkages and transmission of sovereign risk: Evidence from China’s credit default swaps. (2022). Helwege, Jean ; Zhang, Gaiyan.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:58:y:2022:i:c:s1572308920301418.

   Full description at Econpapers || Download paper

8. Bank Default Risk Propagation along Supply Chains: Evidence from the U.K.. (2021). Roland, Isabelle ; Kabiri, Ali ; Manole, Vlad ; Spatareanu, Mariana.
   In: Working Papers Rutgers University, Newark.
   RePEc:run:wpaper:2021-001.

   Full description at Econpapers || Download paper

9. Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market. (2021). Wu, Jing ; Birge, John ; Babich, Volodymyr ; Agca, Senay.
   In: Working Papers.
   RePEc:gwi:wpaper:2021-18.

   Full description at Econpapers || Download paper

10. Bank default risk propagation along supply chains: evidence from the UK. (2020). Malone, Vlad ; Kabiri, Ali ; Spatareanu, Mariana ; Madeleine, Isabelle Angeline.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:121832.

    Full description at Econpapers || Download paper

11. Predicting firm stock returns with customer stock returns: Moderating effects of customer characteristics. (2020). Yu, Conghui ; Shi, Jinyan ; Li, Yanxi ; Liu, Xiangkun.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920302129.

    Full description at Econpapers || Download paper

12. Bank default risk propagation along supply chains: evidence from the UK. (2020). Malone, Vlad ; Kabiri, Ali ; Spatareanu, Mariana ; Roland, Isabelle.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp1699.

    Full description at Econpapers || Download paper

13. Bank Default Risk Propagation along Supply Chains: Evidence from the U.K.. (2020). Roland, I ; Kabiri, A ; Manole, V ; Spatareanu, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:2058.

    Full description at Econpapers || Download paper

1. Acharya, Viral ; Amihud, Yakov ; Bharath, Sreedhar T. Liquidity risk of corporate bond returns: a conditional approach. 2013 J. Financ. Econ.. 110 358-386

2. Ahern, Kenneth R. Bargaining power and industry dependence in mergers. 2012 J. Financ. Econ.. 103 530-550

3. Baker, Malcolm ; Wurgler, Jeffrey Investor sentiment and the cross-section of stock returns. 2006 J. Financ.. 61 1645-1680

4. Banerjee, Shantanu ; Dasgupta, Sudipto ; Kim, Yungsan Buyer–supplier relationships and the stakeholder theory of capital structure. 2008 J. Financ.. 63 2507-2552

5. Bao, Jack ; Pan, Jun ; Wang, Jiang The illiquidity of corporate bonds. 2011 J. Financ.. 66 911-946

6. Bessembinder, Hendrik ; Maxwell, William ; Venkataraman, Kumar Market transparency, liquidity extremes, and institutional trading costs in corporate bonds. 2006 J. Financ. Econ.. 82 251-288

7. Cachon, G.érard P. Managing supply chain demand variability with scheduled ordering policies. 1999 Manag. Sci.. 45 843-856

8. Cao, Jie ; Chordia, Tarun ; Lin, Chen Alliances and return predictability. 2016 J. Financ. Quant. Anal.. -

9. Chen, Long ; Da, Zhi ; Larrain, Borja What Moves Investment Growth?. 2011 University of Notre Dame:
   Paper not yet in RePEc: Add citation now
   

10. Chen, Long ; Lesmond, David A. ; Wei, Jason Corporate yield spreads and bond liquidity. 2007 J. Financ.. 62 119-149

11. Chen, Tsung-Kang ; Liao, Hsien-Hsing ; Kuo, Hui-Ju Internal liquidity risk, financial bullwhip effects, and corporate bond yield spreads: supply chain perspectives. 2013 J. Banking Financ.. 37 2434-2456

12. Chen, Tsung-Kang ; Liao, Hsien-Hsing ; Kuo, Hui-Ju ; Hsieh, Yu-Ling Suppliers’ and customers’ information asymmetry and corporate bond yield spreads. 2013 J. Banking Financ.. 37 3181-3191

13. Cohen, L. ; Frazzini, A. Economic links and predictable returns. 2008 J. Financ.. 63 1977-2011

14. Cohen, L. ; Lou, D. Complicated firms. 2012 J. Financ. Econ.. 104 383-400

15. Collin-Dufresne, Pierre ; Goldstein, Robert S. ; Martin, Spencer J. The determinants of credit spreads. 2001 J. Financ.. 56 2177-2207

16. Da, Zhi ; Gao, Pengjie Clientele change, liquidity shock, and the return on financially distressed stocks. 2010 J. Financ. Quant. Anal.. 45 27-48

17. Daniel, Kent ; Hirshleifer, David ; Subrahmanyam, Avanidhar Investor psychology and security market under- and overreactions. 1998 J. Financ.. 53 839-1885

18. DellaVigna, S. ; Pollet, J.M. Investor inattention and Friday earnings announcements. 2009 J. Financ.. 64 709-749

19. Downing, Chris ; Underwood, Shane ; Xing, Yuhang The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis. 2007 Rice University:
    Paper not yet in RePEc: Add citation now
    

20. Duffie, Darrell Asset price dynamics with slow-moving capital. 2010 J. Financ.. 65 1237-1267

21. Fama, Eugene ; French, Kenneth R. Dissecting anomalies. 2008 J. Financ.. 63 1653-1678

22. Fama, Eugene ; MacBeth, James Risk, return and equilibrium: empirical tests. 1973 J. Polit. Econ.. 81 607-636

23. Fan, Joseph ; Goyal, Vidhan K. On the patterns and wealth effects of vertical mergers. 2006 J. Bus.. 79 877-902

24. Fan, Joseph ; Lang, Larry The measurement of relatedness: an application to corporate diversification. 2000 J. Bus.. 73 629-660

25. Friewald, Nils ; Jankowitsch, Rainer ; Subrahmanyam, Marti G. Illiquidity or credit deterioration: a study of liquidity in the us corporate bond market during financial crises. 2012 J. Financ. Econ.. 105 18-36

26. Goodhart, Charles A.E. ; O׳Hara, Maureen High frequency data in financial markets: issues and applications. 1997 J. Empir. Financ.. 4 73-114

27. Griffin, P.A. ; Sanvicente, A.Z. Common stock returns and rating changes: a methodological comparison. 1982 J. Financ.. 37 103-119

28. Hand, J.R.M. ; Holthausen, R.W. ; Leftwich, R.W. The effect of bond rating agency announcements on bond and stock prices. 1992 J. Financ.. 47 733-752

29. Hennessy, Christopher ; Livdan, Dmity Debt, bargaining, and credibility in firm-supplier relationships. 2009 J. Financ. Econ.. 93 382-399

30. Hertzel, Michael G. ; Li, Zhi ; Officer, Micah S. ; Rodgers, Kimberly J. Inter-firm linkages and the wealth effects of financial distress along the supply chain. 2008 J. Financ. Econ.. 87 374-387

31. Hirshleifer, David Investor psychology and asset pricing. 2001 J. Financ.. 56 1533-1597

32. Hirshleifer, David ; Lim, Sonya Seongyeon ; Teoh, Siew Hong Driven to distraction: extraneous events and underreaction to earnings news. 2009 J. Financ.. 64 2289-2325

33. Hirshleifer, David ; Teoh, Siew Hong Limited attention, information disclosure, and financial reporting. 2003 J. Account. Econ.. 36 337-386

34. Hong, Harrison ; Stein, Jeremy A unified theory of underreaction, momentum trading, and overreaction in asset markets. 1999 J. Financ.. 54 2143-2184

35. Hong, Harrison ; Stein, Jeremy ; Yu, Jialin Simple forecasts and paradigm shifts. 2007 J. Financ.. 62 1207-1242

36. Hotchkiss, Edith S. ; Ronen, Tavy The informational efficiency of the corporate bond market: an intraday analysis. 2002 Rev. Financ. Stud.. 15 1325-1354

37. Huang, Jingzhi ; Rossi, Marco ; Wang, Yuan Sentiment and corporate bond valuations before and after the onset of the credit crisis. 2015 J. Fixed Income. 25 34-57
    Paper not yet in RePEc: Add citation now
    
38. Huang, X. Thinking Outside the Borders: Investors׳ Underreaction to Foreign Operations Information. 2014 Michigan State University:
    Paper not yet in RePEc: Add citation now
    
39. Jensen, M. ; Meckling, W.H. Specific and general knowledge and organizational structure. 1992 En : Werin, L. ; Wijkander, H. Contract Economics. Blackwell: Oxford
    Paper not yet in RePEc: Add citation now
    

40. Jostova, Gergana ; Nikolova, Stanislava ; Philipov, Alexander ; Stahel, Christof W. Momentum in corporate bond returns. 2013 Rev. Financ. Stud.. 26 1649-1693

41. Kahn, J.A. Inventories and the volatility of production. 1987 Am. Econ. Rev.. 77 667-679

42. Kale, Jayant R. ; Shahrur, Husayn Corporate capital structure and the characteristics of suppliers and customers. 2007 J. Financ. Econ.. 83 321-365

43. Katz, S. The price adjustment process of bonds to rating reclassifications: a test of bond market efficiency. 1974 J. Financ.. 29 551-559

44. Kothari, S.P. ; Lewellen, Jonathan ; Warner, Jerold B. The Behavior of Aggregate Corporate Investment. 2013 Sloan School of Management, MIT:
    Paper not yet in RePEc: Add citation now
    
45. Kraft, Pepa ; Vasvari, Florin P. ; Wittenberg-Moerman, Regina The Information Spillover Effect of Earnings Announcements in the Credit Market. 2011 University of Chicago:
    Paper not yet in RePEc: Add citation now
    

46. Kwan, Simon Firm specific information and the correlation between individual stocks and bonds. 1996 J. Financ. Econ.. 40 63-80

47. Lee, H.L. ; Padmanabhan, V. ; Whang, S. The bullwhip effect in supply chains. 1997 Sloan Manag. Rev.. 38 93-102
    Paper not yet in RePEc: Add citation now
    

48. Menzly, Lior ; Ozbas, Oguzhan Market segmentation and cross-predictability of returns. 2010 J. Financ.. 65 1555-1580

49. Patatoukas, Panos N. Customer-base concentration: implications for firm performance and capital markets. 2012 Account. Rev.. 87 363-392
    Paper not yet in RePEc: Add citation now
    

50. Peng, L. ; Xiong, W. Investor attention, overconfidence and category learning. 2006 J. Financ. Econ.. 80 563-602

51. Raman, K. ; Shahrur, H. Relationship-specific investments and earnings management: evidence on corporate suppliers and customers. 2008 Account. Rev.. 83 1041-1081
    Paper not yet in RePEc: Add citation now
    

52. Rhodes-Kropf, M. ; Robinson, D.T. The market for mergers and the boundaries of the firm. 2008 J. Financ.. 63 1169-1211

53. Sarig, Oded ; Warga, Arthur Bond price data and bond market liquidity. 1989 J. Financ. Quant. Anal.. 24 367-378

54. Shleifer, Andrei ; Vishny, Robert The limits of arbitrage. 1997 J. Financ.. 52 35-55

55. Thomas, Jacob ; Zhang, Frank Overreaction to intra-industry information transfers?. 2008 J. Account. Res.. 46 909-940

56. West, K.D. A variance bounds test of the linear quadratic inventory model. 1986 J. Polit. Econ.. 91 374-401

1. Integrating Solvency and Liquidity Stress Tests: The Use of Markov Regime-Switching Models. (2019). Leika, Mindaugas ; Han, Fei.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2019/250.

   Full description at Econpapers || Download paper

2. Idiosyncratic volatility, conditional liquidity and stock returns. (2018). Malagon, Juliana ; Rodriguez, Rosa ; Moreno, David.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:53:y:2018:i:c:p:118-132.

   Full description at Econpapers || Download paper

3. State-varying illiquidity risk in sovereign bond spreads. (2018). Docherty, Paul ; Easton, Steve.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:50:y:2018:i:c:p:235-248.

   Full description at Econpapers || Download paper

4. Exploring the sources of default clustering. (2018). Azizpour, S ; Schwenkler, G ; Giesecke, K.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:129:y:2018:i:1:p:154-183.

   Full description at Econpapers || Download paper

5. Behavioral biases in the corporate bond market. (2018). Wei, Jason .
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:46:y:2018:i:c:p:34-55.

   Full description at Econpapers || Download paper

6. Liquidity tail risk and credit default swap spreads. (2018). Irresberger, Felix ; Gabrysch, Sandra.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:269:y:2018:i:3:p:1137-1153.

   Full description at Econpapers || Download paper

7. Managing the sovereign-bank nexus. (2018). Popov, Alexander ; Minoiu, Camelia ; Martin, Alberto ; Laeven, Luc ; Jenkinson, Nigel ; Ferreira, Caio ; Dell'Ariccia, Giovanni.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20182177.

   Full description at Econpapers || Download paper

8. Effects of Brexit on Corporate Yield Spreads: Evidence from UK and Eurozone Corporate Bond Markets. (2018). Kadiric, Samir ; Korus, Arthur.
   In: EIIW Discussion paper.
   RePEc:bwu:eiiwdp:disbei251.

   Full description at Econpapers || Download paper

9. Does illiquidity matter in residential properties?. (2017). Hwang, Soosung ; Shin, Jinho ; Cho, Youngha .
   In: Applied Economics.
   RePEc:taf:applec:v:49:y:2017:i:1:p:1-20.

   Full description at Econpapers || Download paper

10. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph.
    In: MPRA Paper.
    RePEc:pra:mprapa:80668.

    Full description at Econpapers || Download paper

11. Commonality in Liquidity and Real Estate Securities. (2017). Hoesli, Martin ; Reka, Kustrim ; Kadilli, Anjeza .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:55:y:2017:i:1:d:10.1007_s11146-016-9554-3.

    Full description at Econpapers || Download paper

12. Japan; Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis and Stress Testing the Financial Sector. (2017). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2017/285.

    Full description at Econpapers || Download paper

13. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Lorusso, Marco ; Byrne, Joseph ; Xu, Bing.
    In: CEERP Working Paper Series.
    RePEc:hwc:wpaper:006.

    Full description at Econpapers || Download paper

14. Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

    Full description at Econpapers || Download paper

15. Liquidity and the implied cost of equity capital. (2017). Saad, Mohsen ; Samet, Anis.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:15-38.

    Full description at Econpapers || Download paper

16. What drives the liquidity of sovereign bonds when markets are under stress? An assessment of the new Basel 3 rules on bank liquid assets. (2017). Petrella, Giovanni ; Resti, Andrea.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:33:y:2017:i:c:p:297-310.

    Full description at Econpapers || Download paper

17. Liquidity measures throughout the lifetime of the U.S. Treasury bond. (2017). Diaz, Antonio ; Escribano, Ana .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:33:y:2017:i:c:p:42-74.

    Full description at Econpapers || Download paper

18. Funding liquidity, market liquidity and TED spread: A two-regime model. (2017). Rosenthal, Dale ; Dale, ; Boudt, Kris.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:43:y:2017:i:c:p:143-158.

    Full description at Econpapers || Download paper

19. Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data. (2016). Han, Song ; Zhou, Hao.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:06:y:2016:i:03:n:s2010139216500129.

    Full description at Econpapers || Download paper

20. Illiquidity Transmission in a Three-Country Framework: A Conditional Approach. (2016). Fiesel, Stefan ; Uhrig-Homburg, Marliese.
    In: Schmalenbach Business Review.
    RePEc:spr:schmbr:v:17:y:2016:i:3:d:10.1007_s41464-016-0016-5.

    Full description at Econpapers || Download paper

21. On the determinants of expected corporate bond returns in Tunisia. (2016). Hammami, Yacine ; Bahri, Maha .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:224-235.

    Full description at Econpapers || Download paper

22. Risk protection from risky collateral: Evidence from the euro bond market. (2016). Lindset, Snorre ; Helberg, Stig.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:70:y:2016:i:c:p:193-213.

    Full description at Econpapers || Download paper

23. Return predictability in the corporate bond market along the supply chain. (2016). Zhang, Weina ; Chen, Long.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:29:y:2016:i:c:p:66-86.

    Full description at Econpapers || Download paper

24. CDS-bond basis and bond return predictability. (2016). Zhang, Weina ; Li, Haitao.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pa:p:307-337.

    Full description at Econpapers || Download paper

25. European bond markets: Do illiquidity and concentration aggravate price shocks?. (2016). Frost, Jon ; Boermans, Martijn ; Bisschop, Sophie Steins .
    In: Economics Letters.
    RePEc:eee:ecolet:v:141:y:2016:i:c:p:143-146.

    Full description at Econpapers || Download paper

26. Gold returns: Do business cycle asymmetries matter? Evidence from an international country sample. (2016). Apergis, Nicholas ; Eleftheriou, Sofia .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:164-170.

    Full description at Econpapers || Download paper

27. Stock market liquidity and economic cycles: A non-linear approach. (2016). Switzer, Lorne ; Picard, Alan .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:106-119.

    Full description at Econpapers || Download paper

28. The bond event study methodology since 1974. (2016). Maul, D ; Schiereck, D.
    In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
    RePEc:dar:wpaper:80723.

    Full description at Econpapers || Download paper

29. An empirical analysis of Eurozone government bonds liquidity: Determinants, predictability and implications for the new bank prudential rules. (2016). Resti, Andrea ; Petrella, Giovanni.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1645.

    Full description at Econpapers || Download paper

30. Investor sentiment, flight-to-quality, and corporate bond comovement. (2015). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306r3.

    Full description at Econpapers || Download paper

31. Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns. (2015). Novales, Alfonso ; Rubio, Gonzalo ; Nieto, Belen.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500214.

    Full description at Econpapers || Download paper

32. Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies. (2015). Savva, Christos ; Neanidis, Kyriakos.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:200.

    Full description at Econpapers || Download paper

33. Liquidity effects and FFA returns in the international shipping derivatives market. (2015). VISVIKIS, ILIAS ; Tsouknidis, Dimitris ; Alizadeh, Amir H. ; Kappou, Konstantina .
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:76:y:2015:i:c:p:58-75.

    Full description at Econpapers || Download paper

34. The reward for trading illiquid maturities in credit default swap markets. (2015). Arakelyan, Armen ; Serrano, Pedro ; Rubio, Gonzalo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:376-389.

    Full description at Econpapers || Download paper

35. On the compensation for illiquidity in sovereign credit markets. (2015). Lafuente, Juan Angel ; Serrano, Pedro.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:30:y:2015:i:c:p:83-100.

    Full description at Econpapers || Download paper

36. Limits to arbitrage and the term structure of bond illiquidity premiums. (2015). Schuster, Philipp ; Uhrig-Homburg, Marliese.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:57:y:2015:i:c:p:143-159.

    Full description at Econpapers || Download paper

37. Liquidity, credit quality, and the relation between volatility and trading activity: Evidence from the corporate bond market. (2015). Wu, Chunchi ; Wang, Junbo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:183-203.

    Full description at Econpapers || Download paper

38. Time-varying systematic and idiosyncratic risk exposures of US bank holding companies. (2015). Kurmann, Philipp ; Bessler, Wolfgang ; Nohel, Tom.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:35:y:2015:i:c:p:45-68.

    Full description at Econpapers || Download paper

39. Liquidity shocks and stock bubbles. (2015). Nneji, Ogonna .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:35:y:2015:i:c:p:132-146.

    Full description at Econpapers || Download paper

40. Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Kempf, Alexander ; Bethke, Sebastian ; Gehde-Trapp, Monika.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306r2.

    Full description at Econpapers || Download paper

41. Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Kempf, Alexander ; Bethke, Sebastian ; Trapp, Monika .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306r.

    Full description at Econpapers || Download paper

42. Corporate Transparency and Bond Liquidity. (2014). Füss, Roland ; Fecht, Falko ; Fuss, Roland ; ROLAND FÜSS, ; Rindler, Philipp B..
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2014:04.

    Full description at Econpapers || Download paper

43. Liquidity Risk Premia in the International Shipping Derivatives Market. (2014). VISVIKIS, ILIAS ; Alizadeh, Amir ; Kappou, Konstantina ; Tsouknidis, Dimitris .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2014-15.

    Full description at Econpapers || Download paper

44. The determinants of credit spreads changes in global shipping bonds. (2014). Tsouknidis, Dimitris ; Kavussanos, Manolis.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:70:y:2014:i:c:p:55-75.

    Full description at Econpapers || Download paper

45. Corporate bond returns and the financial crisis. (2014). Ozel, Bugra N. ; Hughes, John S. ; Aboody, David.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:42-53.

    Full description at Econpapers || Download paper

46. Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis. (2014). Kurmann, Philipp ; Bessler, Wolfgang .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:151-166.

    Full description at Econpapers || Download paper

47. Stock liquidity and the Taylor rule. (2014). Jiang, Lei.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:28:y:2014:i:c:p:202-214.

    Full description at Econpapers || Download paper

48. On the compensation for illiquidity in sovereign credit markets. (2014). Groba, Jonatan ; Serrano, Pedro ; Lafuente, Juan Angel.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb142911.

    Full description at Econpapers || Download paper

49. What drives corporate default risk premia? Evidence from the CDS market. (2013). Diaz, Antonio ; Serrano, Pedro ; Groba, Jonatan .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:529-563.

    Full description at Econpapers || Download paper

50. Return dispersion, stock market liquidity and aggregate economic activity. (2013). Floros, Christos ; Degiannakis, Stavros ; Andrikopoulos, Andreas ; Angelidis, Timotheos.
    In: Working Papers.
    RePEc:bog:wpaper:166.

    Full description at Econpapers || Download paper

Report date: 2025-03-01 04:26:46 || Missing content? Let us know