R. Jankowitsch
Finance · 2011–2014
A researcher in the Science corpus: 3 papers; trusts 35 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Finance — 61 citations into it; #4,349 of 10,518 by trust here, #3,208 by citations
- Accounting — 22 citations into it
- Economics and Econometrics — 11 citations into it
Whom R. Jankowitsch trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Y. Amihud
- Jens Dick‐Nielsen
- Francis A. Longstaff
- Mitchell A. Petersen
- Darrell Duffie
- Amy K. Edwards
- Sriketan Mahanti
- Amrut J. Nashikkar
- Adam B. Ashcraft
- Marti G. Subrahmanyam
Who trusts R. Jankowitsch overall
- Abdolreza Nazemi
- Zhiguo He
- Frank J Fabozzi 3
- Tobias Adrian
- Craig W. Holden
- Florian Nagler
- Marti G. Subrahmanyam
Papers from R. Jankowitsch's perspective
Ordered by how strongly the researchers R. Jankowitsch trusts endorse each paper. Same corpus, a different order for every researcher.
- Explaining the Rate Spread on Corporate Bonds
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Latent liquidity: A new measure of liquidity, with an application to corporate bonds ☆
- Corporate Yield Spreads and Bond Liquidity
- Corporate Bond Trading Costs: A Peek Behind the Curtain
- Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
- An Empirical Study of Bond Market Transactions
- Liquidity and Asset Prices
- Structural Models of Corporate Bond Pricing: An Empirical Analysis
- Liquidity risk and expected corporate bond returns
Their papers
- The Determinants of Recovery Rates in the US Corporate Bond Market (2014) — 161 citations
- Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises (2012) — 344 citations
- Price Dispersion in OTC Markets: A New Measure of Liquidity (2011) — 196 citations