Short selling and price discovery in corporate bonds
We show short selling in corporate bonds forecasts future bond returns. Short selling
predicts bond returns where private information is more likely, in high-yield bonds …
predicts bond returns where private information is more likely, in high-yield bonds …
[HTML][HTML] Margin trading, short selling, and bond yield spread
K Gao, W Lin - China Journal of Accounting Research, 2018 - Elsevier
Using a quasi-natural experiment, this study examines the effects of margin trading and
short selling on bond yield spread in China. It finds that both margin trading and short selling …
short selling on bond yield spread in China. It finds that both margin trading and short selling …
[HTML][HTML] Identifying M&A targets and the information content of VC/PEs
Q Tang, W Li - China Journal of Accounting Research, 2018 - Elsevier
The information gap in the M&A market hinders acquirers from effectively identifying high-
quality targets. We examine whether VC/PEs convey information content in the M&A market …
quality targets. We examine whether VC/PEs convey information content in the M&A market …
Quantitative Management of Credit Portfolios.
AB Dor, A Desclée, L Dynkin, J Hyman… - Journal of Fixed …, 2022 - search.ebscohost.com
Quantitative techniques have long been used to measure and control risk in credit portfolios.
More recently, interest has grown in a systematic approach to generating alpha in credit …
More recently, interest has grown in a systematic approach to generating alpha in credit …
Information Percolation and Informed Short Selling: Evidence from Earnings Announcements
SE Christophe, J Hsieh - Available at SSRN 3588949, 2023 - papers.ssrn.com
Firms typically disclose partial earnings-related information before their eventual earnings
announcement (EA) dates. This paper employs a novel approach to decompose short …
announcement (EA) dates. This paper employs a novel approach to decompose short …
Breadth of ownership and the cross-section of corporate bond returns
Using breadth of corporate bond fund ownership to proxy for the combination of short-sale
constraints and divergence of opinions in the corporate bond market, this paper investigates …
constraints and divergence of opinions in the corporate bond market, this paper investigates …
The Impact of Short Selling in the Cross-Section of Corporate Bond Returns.
D Vladimirova, T Markl, P Messow - Journal of Fixed Income, 2023 - search.ebscohost.com
This article fills the literature gap by employing the longest yet-analyzed period and
introduces multiple short selling proxies to explain the relationship between short selling …
introduces multiple short selling proxies to explain the relationship between short selling …