Bond Mispricing is a financial anomaly wherein the market price of a bond deviates from its fundamental value as determined by theoretical pricing models, reflecting inefficiencies in bond valuation due to misestimated risk premiums, liquidity effects, or structural model limitations.
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The Long‐Run Stock Returns Following Bond Ratings Changes
Ilia D. Dichev, Joseph D. Piotroski · The Journal of Finance · 2001 · 607 citations · Full text
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University of California, Los Angeles, United States
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London, United Kingdom
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Atlanta, United States
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Washington, United States
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London, United Kingdom
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Montreal, Canada
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Cambridge, United States
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