Across the Capital Structure: Bond Signals and Equity Returns *
Signals extracted from corporate bond portfolios predict next-month equity returns of same issuers at 21 basis points higher after controlling for stock characteristics.
Featured in No. 133 on 2 Oct 2026 · 4 days after release
- Released
- 28 Sep 2026
- First featured
- No. 133 · 2 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 4 of 5
- Identifier
- SSRN 7527218
- Authors
- Jun Kyung Auh and Woojung Kim
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).