Corporate Bonds: Momentum Spillovers
Momentum Spillovers: The article uncovers momentum spillovers in the corporate bond market, proposing a strategy of buying bonds from high-performing peers and selling bonds from low-performing peers, yielding a monthly alpha of 36 basis points.
Featured in No. 25 on 8 Nov 2023 · 44 days after release
- Released
- 25 Sep 2023
- First featured
- No. 25 · 8 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4622610
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