Table of Contents

Article

• Open Access

  Editor’s Letter

  Stanley J. Kon

  The Journal of Fixed Income Fall 2010, 20 (2) 1; DOI: https://doi.org/10.3905/jfi.2010.20.2.001
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  Why Did Auction Rate Bond Auctions Fail during 2007–2008?

  Baixiao Liu, John J. McConnell and Alessio Saretto

  The Journal of Fixed Income Fall 2010, 20 (2) 5-18; DOI: https://doi.org/10.3905/jfi.2010.20.2.005
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  Second Liens: How Important?

  Laurie S. Goodman, Roger Ashworth, Brian Landy and Ke Yin

  The Journal of Fixed Income Fall 2010, 20 (2) 19-30; DOI: https://doi.org/10.3905/jfi.2010.20.2.019
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  Corporate Credit Default Swap Liquidity and Its Implications
  for Corporate Bond Spreads

  Ren-Raw Chen, Frank J. Fabozzi and Ronald Sverdlove

  The Journal of Fixed Income Fall 2010, 20 (2) 31-57; DOI: https://doi.org/10.3905/jfi.2010.20.2.031
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  Revisiting the Altman Definition of Distressed Debt and a
  New Mechanism for Measuring the Liquidity Premium of
  the High-Yield Market

  José F. González-Heres, Ping Chen and Steven S. Shin

  The Journal of Fixed Income Fall 2010, 20 (2) 58-79; DOI: https://doi.org/10.3905/jfi.2010.20.2.058
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  Corporate Bond Pricing and the Effects of Endogenous Default and Call Options

  Gady Jacoby and Ilona Shiller

  The Journal of Fixed Income Fall 2010, 20 (2) 80-100; DOI: https://doi.org/10.3905/jfi.2010.20.2.080
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  Momentum and Reversal Effects in Corporate Bond Prices and Credit Cycles

  Libor Pospisil and Jing Zhang

  The Journal of Fixed Income Fall 2010, 20 (2) 101-115; DOI: https://doi.org/10.3905/jfi.2010.20.2.101