Short Squeezes in the Corporate Bond Market
The study identifies two types of squeezes in corporate bonds that degrade price discovery and returns, with lender squeezes predicting negative short-horizon returns and market squeezes predicting positive ones.
Featured in No. 138 on 6 Nov 2026 · 3 days after release
- Released
- 3 Nov 2026
- First featured
- No. 138 · 6 Nov 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7672878
- Authors
- Angel Tengulov et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).