European Finance Association
Milan, Italy | August 25-27, 2021
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APE 06: The cross-section of corporate bond returns
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns
1University of Warwick and CEPR, United Kingdom; 2UCLA Anderson and NBER; 3Hong Kong University of Science and Technology
Switching Perspective: How Does Firm-Level Distress Risk Price the Cross-Section of Corporate Bond Returns?
1PBC School of Finance, Tsinghua University; 2Alliance Manchester Business School, University of Manchester
The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times
1Leibniz Institute for Financial Research SAFE and Goethe University Frankfurt; 2Ca' Foscari University of Venice; 3CEPR; 4Università della Svizzera Italiana; 5Swiss Finance Institute
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