Predictions of corporate bond excess returns

Journal of Financial Markets - Tập 21 - Trang 123-152 - 2014
Hai Lin1, Junbo Wang2, Chunchi Wu3
1School of Economics and Finance, Victoria University of Wellington, Rutherford House 23, Lambton Quay, Pipitea Campus, Wellington 6140, New Zealand
2Department of Economics and Finance, City University of Hong Kong, 88 Tat Chee Avenue, Kowloon, Hong Kong
3Department of Finance and Managerial Economics, School of Management, State University of New York at Buffalo, 335A Jacobs Management Center, Buffalo, New York 14260, United States

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