Putable Bonds, Risk-Shifting Problems, and Information Asymmetry

Tao-Hsien Dolly King; Taichun Piao; Cinder Xinde Zhang

doi:10.3905/jfi.2022.1.135

Putable Bonds, Risk-Shifting Problems, and Information Asymmetry

Tao-Hsien Dolly King, Taichun Piao and Cinder Xinde Zhang

The Journal of Fixed Income Summer 2022, 32 (1) 99-123; DOI: https://doi.org/10.3905/jfi.2022.1.135

Tao-Hsien Dolly King

is a professor of finance in the Belk College of Business at University of North Carolina in Charlotte, NC

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Taichun Piao

is a graduate student in the Belk College of Business at University of North Carolina in Charlotte, NC

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Cinder Xinde Zhang

is a visiting assistant professor of finance in the Sam M. Walton College of Business at the University of Arkansas in Fayetteville, AR

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Putable Bonds, Risk-Shifting Problems, and Information Asymmetry

Tao-Hsien Dolly King, Taichun Piao, Cinder Xinde Zhang

The Journal of Fixed Income Jun 2022, 32 (1) 99-123; DOI: 10.3905/jfi.2022.1.135

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Putable Bonds, Risk-Shifting Problems, and Information Asymmetry

Tao-Hsien Dolly King, Taichun Piao, Cinder Xinde Zhang

The Journal of Fixed Income Jun 2022, 32 (1) 99-123; DOI: 10.3905/jfi.2022.1.135

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