The Information Efficiency of the Corporate Bond Market

The Information Efficiency of the Corporate Bond Market

The link between asset prices and information fundamentals as embodied in news announcement effects is an extremely, if not the most, important area amongst current research in market microstructure. The lack of adequate transaction data posts an obstacle in this research. In this thesis, based on a...

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Bibliographic Details
Main Author: YING, Cheng
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2006
Subjects:
bonds
expected returns
information asymmetry
rate of return
securities markets
transaction costs
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/etd_coll/45
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1044&context=etd_coll
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/etd_coll/45
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1044&context=etd_coll

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