Size

Markets

WHAT DRIVES CREDIT? Understanding the Cross Section of Expected Corporate Bond Returns

Download PDF Abstract While the literature investigating risk premia driving the cross section of stock returns is extensive, fewer studies analyze corporate bond returns. We set out to understand which factors and firm characteristics command a premium in terms of expected returns on corporate bonds, both in the investment grade Read more…

By BSIC, 1 year1 year ago

Markets

Back to the 80s? An Analysis of Value and Size Strategies in the STOXX Europe 600

The purpose of this article is to analyse the performance in the European markets – during the last five years – of two strategies that refer to two well-known market anomalies: the value and the size anomalies. Before looking at the results of our research, we will briefly discuss the Read more…

By BSIC, 6 years6 years ago

Markets

WHAT DRIVES CREDIT? Understanding the Cross Section of Expected Corporate Bond Returns

Markets

Back to the 80s? An Analysis of Value and Size Strategies in the STOXX Europe 600

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