Relative value in corporate bond sectors
Sign Up to like & getrecommendations! Published in 2019 at "Review of Quantitative Finance and Accounting"
DOI: 10.1007/s11156-018-0723-8
Abstract: It is common knowledge that financial sector bonds underperformed on a relative basis immediately following the financial crisis of 2008. We use the portfolio Sharpe ratio and factor regression models to gauge the relative performance… read more here.
Keywords: relative value; value corporate; sector; sector bonds ... See more keywords
Social capital during the coronavirus pandemic: the value of corporate benevolence
Sign Up to like & getrecommendations! Published in 2021 at "Applied Economics"
DOI: 10.1080/00036846.2021.1977773
Abstract: In this paper, we explore market reaction to announcements of corporate donations associated with the COVID-19 crisis. Companies with larger firm size, higher leverage, higher institutional ownersh... read more here.
Keywords: capital coronavirus; value corporate; corporate benevolence; coronavirus pandemic ... See more keywords