Expected Returns, Yield Spreads, and Asset Pricing Tests

By Murillo Campello, Long Chen, Lu Zhang. 2005

168 citations recorded by the source corpus.

Subfields: Accounting, Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/6ad7725cd38061a0db1445326b0d1489825065e4

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Christian Wagner
2. Niels Friewald
3. Josef Zechner
4. G. Karolyi

In Finance

1. Christian Wagner
2. Niels Friewald
3. Josef Zechner
4. G. Karolyi

In Strategy and Management

1. Christian Wagner
2. Niels Friewald
3. Josef Zechner

Citations in the corpus

• The Cross-Section of Credit Risk Premia and Equity Returns (2013, result): “Similar to our paper, Campello, Chen, and Zhang (2008) also exploit the link between risk premia on different corporate securities.”
• Liquidity Risk Premia in Corporate Bond Markets (2012, unknown): “(2001), for a 4-year maturity, and Campello et al. (2008) are also reported.”
• Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market (2011, unknown): “Using corporate bond price data and inverting the Merton (1974) model to obtain equity price implications, Campello et al. (2008) provide an ex-ante estimate of the equity premium of 3.80% before costs.”