The determinants of credit spread changes
Article Abstract:
The paper attempts to elucidate the factors determining changes in credit spreads in industrial bonds by using transaction prices and dealers' quotes. Research results indicate that changes in credit spreads are primarily influenced by supply and demand.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2001
Corporate bonds, Credit market, Credit markets
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2001
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Characteristics of risk and return in risk arbitrage
Article Abstract:
A paper analyzing 4,750 mergers to research risk arbitrage is presented. Research results reveal that risk arbitrage creates excess returns of 4% annually.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2001
Acquisitions and mergers, Arbitrage
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2001
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Subjects list: Research, Analysis, Stock-exchange, Stock exchanges, Economics, Economic research, Securities industry
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