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Yoshio Nozawa
Yoshio Nozawa
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Are capital market anomalies common to equity and corporate bond markets? An empirical investigation
T Chordia, A Goyal, Y Nozawa, A Subrahmanyam, Q Tong
Journal of Financial and Quantitative Analysis 52 (4), 1301-1342, 2017
186*2017
Corporate bond market reactions to quantitative easing during the COVID-19 pandemic
Y Nozawa, Y Qiu
Journal of Banking & Finance 133, 106153, 2021
117*2021
Option-based credit spreads
CL Culp, Y Nozawa, P Veronesi
American Economic Review 108 (2), 454-488, 2018
1032018
What drives the cross‐section of credit spreads?: A variance decomposition approach
Y Nozawa
The Journal of Finance 72 (5), 2045-2072, 2017
922017
Liquidity supply and demand in the corporate bond market
J Goldberg, Y Nozawa
Federal Reserve Board, manuscript, 2018
77*2018
Book-to-market, mispricing, and the cross-section of corporate bond returns
SM Bartram, M Grinblatt, Y Nozawa
Journal of Financial and Quantitative Analysis, 1-79, 2020
332020
Fire-sale risk in the leveraged loan market
R Elkamhi, Y Nozawa
Journal of Financial Economics 146 (3), 1120-1147, 2022
272022
Duration-based valuation of corporate bonds
JH van Binsbergen, Y Nozawa, M Schwert
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2023
262023
A one-factor model of corporate bond premia
R Elkamhi, C Jo, Y Nozawa
Management Science 70 (3), 1875-1900, 2024
202024
The global credit spread puzzle
JZ Huang, Y Nozawa, Z Shi
PBCSF-NIFR Research Paper, 2022
162022
Misallocation of Capital during Japan’s Lost Two Decades
D Fujii, Y Nozawa
Development Bank of Japan Working Paper 1304, 2013
102013
Option trading, managerial risk-taking, and brand development
PH Hsu, F Li, Y Nozawa
Managerial Risk-taking, and Brand Development (September 16, 2021), 2021
7*2021
From financial innovation to brand innovation: How options trading affects the launch and failure of trademarks
PH Hsu, F Li, Y Nozawa
Available at SSRN, 2018
62018
The effects of FOMC communications before policy tightening in 1994 and 2004
EE Meade, Y Nozawa, L Petrasek, JK Zickler
Feds Notes, 24, 2015
62015
A benchmark for collateralized loan obligations
R Elkamhi, R Li, Y Nozawa
HKUST Business School Research Paper, 2023
52023
Corporate bond premia
Y Nozawa
The University of Chicago, 2013
52013
Disagreement, Liquidity, and Price Drifts in the Corporate Bond Market
Y Nozawa, Y Qiu, Y Xiong
Disagreement, Liquidity, and Price Drifts in the Corporate Bond Market …, 2022
32022
The information In Relative Prices of Corporate Bonds and the Two-Factor Model of Expected Returns
Y Nozawa
Working Paper. Available at〈 http://ssrn. com/abstract= 2323888, 2013
32013
Over-the-Counter Markets for Non-Standardized Assets
A Tsoy
Over-the-Counter Markets for Non-Standardized Assets: Tsoy, Anton, 2021
22021
Disagreement and Bond PEAD
Y Nozawa, Y Qiu, Y Xiong
Available at SSRN 3990000, 2022
12022
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