کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
986083 | 1480917 | 2008 | 15 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
U.S. corporate bond returns: A study of market anomalies based on broad industry groups
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کلمات کلیدی
موضوعات مرتبط
علوم انسانی و اجتماعی
اقتصاد، اقتصادسنجی و امور مالی
اقتصاد و اقتصادسنجی
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چکیده انگلیسی
We examine three major U.S. corporate bond market indices for calendar-based anomalies over the period 1982–2002. The analysis covers the entire corporate bond market and two broad industry classes: industrials and utilities. We find mixed support for the weekend effect in the overall bond index and the industrials index and to a lesser extent in the utilities index. We also show strong evidence of a January effect. This paper not only updates the study of corporate bond market anomalies through the period 2002 but also is the first examination based on broad industry classes.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Review of Financial Economics - Volume 17, Issue 3, August 2008, Pages 157–171
Journal: Review of Financial Economics - Volume 17, Issue 3, August 2008, Pages 157–171
نویسندگان
Srinivas Nippani, Augustine C. Arize,