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Have financial markets become more informative?

Journal of financial economics, 2016-12, Vol.122 (3), p.625-654

2016

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The great wall of debt: Real estate, political risk, and Chinese local government financing cost

The Journal of finance and data science, 2023-11, Vol.9, p.100098, Article 100098

2023

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Common risk factors in the cross-section of corporate bond returns

Journal of financial economics, 2019-03, Vol.131 (3), p.619

2019

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Anchoring Credit Default Swap Spreads to Firm Fundamentals

Journal of financial and quantitative analysis, 2016-10, Vol.51 (5), p.1521-1543

2016

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Carbon Emissions Trading and Environmental Protection: International Evidence

Management science, 2024-07, Vol.70 (7), p.4593-4603

2024

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Is the credit spread puzzle a myth?

Journal of financial economics, 2020-08, Vol.137 (2), p.297-319

2020

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Safe-Asset Shortages: Evidence from the European Government Bond Lending Market

Journal of financial and quantitative analysis, 2021-12, Vol.56 (8), p.2689-2719

2021

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Retraction notice to “Common risk factors in the cross-section of corporate bond returns” [Journal of Financial Economics 131 (3) (2019) 619-642]

Journal of financial economics, 2023-12, Vol.150 (3), p.103721, Article 103721

2023

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Measuring Liquidity Mismatch in the Banking Sector

The Journal of finance (New York), 2018-02, Vol.73 (1), p.51-93

2018

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Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence

Journal of financial economics, 2021-12, Vol.142 (3), p.1017-1037

2021

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RETRACTED: Common risk factors in the cross-section of corporate bond returns

Journal of financial economics, 2019-03, Vol.131 (3), p.619-642

2019

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The leverage effect and the basket-index put spread

Journal of financial economics, 2019-01, Vol.131 (1), p.186-205

2019

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The CDS-bond basis

Financial management, 2019-06, Vol.48 (2), p.417-439

2019

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State Space Models and MIDAS Regressions

Econometric reviews, 2013-03, Vol.32 (7), p.779-813

2013

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On Bounding Credit-Event Risk Premia

The Review of financial studies, 2015-09, Vol.28 (9), p.2608-2642

2015

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Property Rights and CDS Spreads: When Is There a Strong Transfer Risk from the Sovereigns to the Corporates?

The quarterly journal of finance, 2017-12, Vol.7 (4), p.1750013

2017

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In Search of Systematic Risk and the Idiosyncratic Volatility Puzzle in the Corporate Bond Market

NBER Working Paper Series, 2019-06, p.25995

2019

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Is Human-Interaction-based Information Substitutable? Evidence from Lockdown

NBER Working Paper Series, 2021-11

2021

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Carbon Emissions Trading and Environmental Protection: International Evidence

NBER Working Paper Series, 2022-10

2022

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Cross-Asset Information Synergy in Mutual Fund Families

NBER Working Paper Series, 2020-01, p.26626

2020

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Measuring Liquidity Mismatch in the Banking Sector

NBER Working Paper Series, 2016-10, p.22729

2016

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Have Financial Markets Become More Informative?

NBER Working Paper Series, 2013-12, p.19728

2013

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When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads

NBER Working Paper Series, 2012-12, p.18600

2012

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CRISPR metabolic screen identifies ATM and KEAP1 as targetable genetic vulnerabilities in solid tumors

Proceedings of the National Academy of Sciences - PNAS, 2023-02, Vol.120 (6), p.e2212072120-e2212072120

2023

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CRISPR Metabolic Screen Identifies ATM and KEAP1 as Targetable Genetic Vulnerabilities in Solid Tumors

Free radical biology & medicine, 2022-11, Vol.192, p.105-105

2022

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Have financial markets become more informative?

The great wall of debt: Real estate, political risk, and Chinese local government financing cost

Common risk factors in the cross-section of corporate bond returns

Anchoring Credit Default Swap Spreads to Firm Fundamentals

Carbon Emissions Trading and Environmental Protection: International Evidence

Is the credit spread puzzle a myth?

Safe-Asset Shortages: Evidence from the European Government Bond Lending Market

Retraction notice to “Common risk factors in the cross-section of corporate bond returns” [Journal of Financial Economics 131 (3) (2019) 619-642]

Measuring Liquidity Mismatch in the Banking Sector

Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence

RETRACTED: Common risk factors in the cross-section of corporate bond returns

The leverage effect and the basket-index put spread

The CDS-bond basis

State Space Models and MIDAS Regressions

On Bounding Credit-Event Risk Premia

Property Rights and CDS Spreads: When Is There a Strong Transfer Risk from the Sovereigns to the Corporates?

In Search of Systematic Risk and the Idiosyncratic Volatility Puzzle in the Corporate Bond Market

Is Human-Interaction-based Information Substitutable? Evidence from Lockdown

Carbon Emissions Trading and Environmental Protection: International Evidence

Cross-Asset Information Synergy in Mutual Fund Families

Measuring Liquidity Mismatch in the Banking Sector

Have Financial Markets Become More Informative?

When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads

CRISPR metabolic screen identifies ATM and KEAP1 as targetable genetic vulnerabilities in solid tumors

CRISPR Metabolic Screen Identifies ATM and KEAP1 as Targetable Genetic Vulnerabilities in Solid Tumors

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