Concepedia

Implied Volatility Changes and Corporate Bond Returns

Jie Cao, Amit Goyal, Xiao Xiao, Xintong Zhan

SSRN Electronic Journal · 2019 · 26 citations · 11 references

DOIFull text

Open access

Concepts

References

11

The Cross‐Section of Volatility and Expected Returns

Andrew Ang, Robert J. Hodrick, Yuhang Xing et al. · The Journal of Finance · 2006 · 4.8K citations

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All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors

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Value and Momentum Everywhere

Clifford S. Asness, Tobias J. Moskowitz, Lasse Heje Pedersen · The Journal of Finance · 2013 · 2.2K citations · Full text

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The Illiquidity of Corporate Bonds

Jack Bao, Jun Pan, Jiang Wang · The Journal of Finance · 2011 · 1.1K citations · Full text

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Volatility Spreads and Expected Stock Returns

Turan G. Bali, Armen Hovakimian · Management Science · 2009 · 414 citations

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