FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1980661334> ?p ?o ?g. }

• W1980661334 endingPage "650" @default.
• W1980661334 startingPage "628" @default.
• W1980661334 abstract "Abstract This paper studies the pricing of liquidity risk in the cross section of corporate bonds for the period from January 1994 to March 2009. The average return on bonds with high sensitivities to aggregate liquidity exceeds that for bonds with low sensitivities by about 4% annually. The positive relation between expected corporate bond returns and liquidity beta is robust to the effects of default and term betas, liquidity level, and other bond characteristics, as well as to different model specifications, test methodologies, and a variety of liquidity measures. The results suggest that liquidity risk is an important determinant of expected corporate bond returns." @default.
• W1980661334 created "2016-06-24" @default.
• W1980661334 creator A5009814519 @default.
• W1980661334 creator A5021940686 @default.
• W1980661334 creator A5033973304 @default.
• W1980661334 date "2011-03-01" @default.
• W1980661334 modified "2023-10-16" @default.
• W1980661334 title "Liquidity risk and expected corporate bond returns☆" @default.
• W1980661334 cites W1560849420 @default.
• W1980661334 cites W1575641806 @default.
• W1980661334 cites W1995834279 @default.
• W1980661334 cites W2000585652 @default.
• W1980661334 cites W2017759645 @default.
• W1980661334 cites W2019810426 @default.
• W1980661334 cites W2020381166 @default.
• W1980661334 cites W2036650431 @default.
• W1980661334 cites W2046519558 @default.
• W1980661334 cites W2086571001 @default.
• W1980661334 cites W2104795328 @default.
• W1980661334 cites W2105094427 @default.
• W1980661334 cites W2129525919 @default.
• W1980661334 cites W2142152317 @default.
• W1980661334 cites W2166215547 @default.
• W1980661334 cites W2170713266 @default.
• W1980661334 cites W3021190191 @default.
• W1980661334 cites W3121401171 @default.
• W1980661334 cites W3121453935 @default.
• W1980661334 cites W3121813836 @default.
• W1980661334 cites W3122053572 @default.
• W1980661334 cites W3122064234 @default.
• W1980661334 cites W3122172324 @default.
• W1980661334 cites W3122458556 @default.
• W1980661334 cites W3122679519 @default.
• W1980661334 cites W3123097597 @default.
• W1980661334 cites W3123129688 @default.
• W1980661334 cites W3123300179 @default.
• W1980661334 cites W3123451865 @default.
• W1980661334 cites W3123899576 @default.
• W1980661334 cites W3124252841 @default.
• W1980661334 cites W3124789409 @default.
• W1980661334 cites W3124986382 @default.
• W1980661334 cites W3125663417 @default.
• W1980661334 doi "https://doi.org/10.1016/j.jfineco.2010.10.004" @default.
• W1980661334 hasPublicationYear "2011" @default.
• W1980661334 type Work @default.
• W1980661334 sameAs 1980661334 @default.
• W1980661334 citedByCount "308" @default.
• W1980661334 countsByYear W19806613342012 @default.
• W1980661334 countsByYear W19806613342013 @default.
• W1980661334 countsByYear W19806613342014 @default.
• W1980661334 countsByYear W19806613342015 @default.
• W1980661334 countsByYear W19806613342016 @default.
• W1980661334 countsByYear W19806613342017 @default.
• W1980661334 countsByYear W19806613342018 @default.
• W1980661334 countsByYear W19806613342019 @default.
• W1980661334 countsByYear W19806613342020 @default.
• W1980661334 countsByYear W19806613342021 @default.
• W1980661334 countsByYear W19806613342022 @default.
• W1980661334 countsByYear W19806613342023 @default.
• W1980661334 crossrefType "journal-article" @default.
• W1980661334 hasAuthorship W1980661334A5009814519 @default.
• W1980661334 hasAuthorship W1980661334A5021940686 @default.
• W1980661334 hasAuthorship W1980661334A5033973304 @default.
• W1980661334 hasConcept C10138342 @default.
• W1980661334 hasConcept C106159729 @default.
• W1980661334 hasConcept C144133560 @default.
• W1980661334 hasConcept C162324750 @default.
• W1980661334 hasConcept C183582576 @default.
• W1980661334 hasConcept C189259953 @default.
• W1980661334 hasConcept C2780999293 @default.
• W1980661334 hasConcept C556758197 @default.
• W1980661334 hasConcept C69738904 @default.
• W1980661334 hasConcept C73283319 @default.
• W1980661334 hasConceptScore W1980661334C10138342 @default.
• W1980661334 hasConceptScore W1980661334C106159729 @default.
• W1980661334 hasConceptScore W1980661334C144133560 @default.
• W1980661334 hasConceptScore W1980661334C162324750 @default.
• W1980661334 hasConceptScore W1980661334C183582576 @default.
• W1980661334 hasConceptScore W1980661334C189259953 @default.
• W1980661334 hasConceptScore W1980661334C2780999293 @default.
• W1980661334 hasConceptScore W1980661334C556758197 @default.
• W1980661334 hasConceptScore W1980661334C69738904 @default.
• W1980661334 hasConceptScore W1980661334C73283319 @default.
• W1980661334 hasIssue "3" @default.
• W1980661334 hasLocation W19806613341 @default.
• W1980661334 hasOpenAccess W1980661334 @default.
• W1980661334 hasPrimaryLocation W19806613341 @default.
• W1980661334 hasRelatedWork W1819168196 @default.
• W1980661334 hasRelatedWork W2167300237 @default.
• W1980661334 hasRelatedWork W2368444438 @default.
• W1980661334 hasRelatedWork W2915823077 @default.
• W1980661334 hasRelatedWork W3121955429 @default.
• W1980661334 hasRelatedWork W3125744210 @default.
• W1980661334 hasRelatedWork W3183485087 @default.
• W1980661334 hasRelatedWork W3207558004 @default.
• W1980661334 hasRelatedWork W3124380961 @default.
• W1980661334 hasRelatedWork W3125868889 @default.
• W1980661334 hasVolume "99" @default.

• next