Credit When it's Due: Corporate Bond Factors on a Schedule
The research finds that the first five trading days of each month account for 73% of individual bond credit returns and 83% of the market credit premium, revealing a concentrated timing pattern in fixed-income compensation.
Featured in No. 133 on 2 Oct 2026 · 6 days after release
- Released
- 26 Sep 2026
- First featured
- No. 133 · 2 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7524680
- Authors
- Alexander Dickerson and Yoshio Nozawa
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).