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, jfi.2022.1.135; DOI: https://doi.org/10.3905/jfi.2022.1.135

Tao-Hsien Dolly King

is a Belk College of Business University of North Carolina at Charlotte, NC

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Taichun Piao

is Belk College of Business University of North Carolina at Charlotte, NC

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Cinder Xinde Zhang

is a Sam M. Walton College of Business 1 University of Arkansas Fayetteville, AR

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The Journal of Fixed Income

Vol. 32, Issue 1

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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 Apr 2022, jfi.2022.1.135; 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 Apr 2022, jfi.2022.1.135; DOI: 10.3905/jfi.2022.1.135

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