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- W3151657995 abstract "We study a large group of bonds that experience substantial and long-lasting swings in trading activity. We call these bonds (in)frequently traded. They are similar to other bonds in primary bond characteristics, and publicly observed changes in these characteristics do not explain the swings in trading activity. We link jumps in trading activity of (in)frequently traded bonds to mutual fund rebalancing and document that more active trading in these bonds is associated with positive abnormal returns, but only after the 2008 crisis. Our results suggest that returns are due to growing mutual fund demand for (in)frequently traded bonds amid limited post-crisis secondary market supply, but the exact forces behind abnormal returns largely remain a puzzle." @default.
- W3151657995 created "2021-04-13" @default.
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- W3151657995 date "2018-01-01" @default.
- W3151657995 modified "2023-09-27" @default.
- W3151657995 title "(In)frequently Traded Corporate Bonds" @default.
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- W3151657995 doi "https://doi.org/10.2139/ssrn.3306124" @default.
- W3151657995 hasPublicationYear "2018" @default.
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