---
title: Credit When it's Due: Corporate Bond Factors on a Schedule
url: https://www.ml-quant.com/papers/ssrn/7524680/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-02
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7524680
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7524680
featured: 2026-10-02
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7524680
- Identifier: SSRN 7524680
- Released: 2026-09-26
- First featured: Quant Letter No. 133 (2026-10-02): https://www.ml-quant.com/issues/2026-10-02/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility
- Authors: Alexander Dickerson, Yoshio Nozawa

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