#3043. Reversal effect and corporate bond pricing in China

March 2027publication date
Proposal available till 30-05-2025
4 total number of authors per manuscript5500 $

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Journal’s subject area:
Finance;
Economics and Econometrics;
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Abstract:
The article documents a significant price reversal in Chinese corporate bonds using transaction data from 20XX to 20XX. The results show that corporate bonds that have delivered lower yields in recent months outperform those that have delivered higher yields in the past.
Keywords:
Corporate bond; Factor model; Reversal effect

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