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Session Overview
Session
APE 06: The cross-section of corporate bond returns
Time:
Thursday, 26/Aug/2021:
5:30pm - 7:00pm

Session Chair: Nils Friewald, NHH Norwegian School of Economics
Location: Stream 02

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Presentations
ID: 1879

Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns

Sohnke Bartram1, Mark Grinblatt2, Yoshio Nozawa3

1University of Warwick and CEPR, United Kingdom; 2UCLA Anderson and NBER; 3Hong Kong University of Science and Technology

Discussant: Jaewon Choi (University of Illinois Urbana-Champaign)

1879-APE-EFA2021-Book-to-Market, Mispricing, and the Cross-Section.pdf


ID: 156

Switching Perspective: How Does Firm-Level Distress Risk Price the Cross-Section of Corporate Bond Returns?

Shuwen Yang1, Kevin Aretz2

1PBC School of Finance, Tsinghua University; 2Alliance Manchester Business School, University of Manchester

Discussant: Giorgio Ottonello (Nova School of Business and Economics)

156-APE-EFA2021-Switching Perspective.pdf


ID: 2242

The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times

Ruggero Jappelli1, Loriana Pelizzon1,2,3, Alberto Plazzi4,5

1Leibniz Institute for Financial Research SAFE and Goethe University Frankfurt; 2Ca' Foscari University of Venice; 3CEPR; 4Università della Svizzera Italiana; 5Swiss Finance Institute

Discussant: Patrick Augustin (McGill University)

2242-APE-EFA2021-The Core, the Periphery, and the Disaster.pdf


 
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