Wulandari Febi
Finance Research Letters · 2018
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Wulandari Febi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Wulandari Febi's perspective
Ordered by how strongly the researchers Wulandari Febi trusts endorse each paper. Same corpus, a different order for every researcher.
- Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects*
- Corporate Yield Spreads and Bond Liquidity
- The Determinants of Credit Spread Changes
- Individual Equity Return Data from Thomson Datastream: Handle with Care!
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
- The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis
- The Cross Section of Expected Stock Returns
- Labor Income And Predictable Stock Returns
- Introduction to Statistical Time Series.
Their papers
- The impact of liquidity risk on the yield spread of green bonds (2018) — 243 citations