Journal of Financial and Quantitative Analysis · 1986 · 52 citations · 11 references
BusinessEconomicsFinanceCorporate FinanceFinancial EconomicsFinancial MarketsAsset Pricing EmpiricsBond MarketsBond PricingCapital MarketsFinancial RiskRisk-return AnalysisBond ReturnsCorporate Bond IssuanceCorporate Bond PricingMarket Risk AssessmentResidual RiskResidual Risk Management
Kenneth P. Nunn, Jr., Joanne Hill, Thomas Schneeweis, Corporate Bond Price Data Sources and Return/Risk Measurement, The Journal of Financial and Quantitative Analysis, Vol. 21, No. 2 (Jun., 1986), pp. 197-208
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The effect of a rating change announcement on bond price
Mark Weinstein · Journal of Financial Economics · 1977 · 295 citations
The Systematic Risk of Corporate Bonds
Mark Weinstein · Journal of Financial and Quantitative Analysis · 1981 · 79 citations