Corporate Bond Factors: Replication Failures and a New Framework
The study criticizes inconsistent methodologies in corporate bond factors literature, suggesting a robust factor construction and a clean database for corporate bond returns.
Featured in No. 18 on 4 Oct 2023 · 6 days after release · 16 citations today
- Released
- 28 Sep 2023
- First featured
- No. 18 · 4 Oct 2023
- Citations (Semantic Scholar)
- 16
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 20
- Identifier
- SSRN 4586652
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).