Hostname: page-component-78c5997874-t5tsf Total loading time: 0 Render date: 2024-11-15T13:34:48.619Z Has data issue: false hasContentIssue false
  • English
  • Français

The Macroeconomic Uncertainty Premium in the Corporate Bond Market—Corrigendum

Published online by Cambridge University Press:  31 October 2023

Turan G. Bali ,
Avanidhar Subrahmanyam  and
Quan Wen
Turan G. Bali*
Affiliation:
McDonough School of Business, Georgetown University
Avanidhar Subrahmanyam
Affiliation:
Anderson Graduate School of Management, University of California at Los Angeles subra@anderson.ucla.edu
Quan Wen
Affiliation:
McDonough School of Business, Georgetown University Quan.Wen@georgetown.edu
*
Turan.Bali@georgetown.edu (corresponding author)
Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Corrigendum
Information
Journal of Financial and Quantitative Analysis , Volume 58 , Issue 7 , November 2023 , pp. 3195 - 3200
Copyright
© The Author(s), 2023. Published by Cambridge University Press on behalf of the Michael G. Foster School of Business, University of Washington

References

Bai, J.; Bali, T. G.; and Wen, Q.. “Common Risk Factors in the Cross-Section of Corporate Bond Returns.” Journal of Financial Economics, 131 (2019), 619–642.CrossRefGoogle Scholar
Bai, J.; Bali, T. G.; and Wen, Q.. “Replication of BBW Factors with WRDS Data.” Working Paper, available at https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4476612 (2023).CrossRefGoogle Scholar
Bali, T. G.; Subrahmanyam, A.; and Wen, Q.. “The Macroeconomic Uncertainty Premium in the Corporate Bond Market.” Journal of Financial and Quantitative Analysis, 56 (2021), 1653–1678.CrossRefGoogle Scholar
Bao, J.; Pan, J.; and Wang, J.. “The Illiquidity of Corporate Bonds.” Journal of Finance, 66 (2011), 911–946.CrossRefGoogle Scholar
Carhart, M. M. “On Persistence in Mutual Fund Performance.” Journal of Finance, 52 (1997), 57–82.CrossRefGoogle Scholar
Dickerson, A.; Mueller, P.; and Robotti, C.. “Priced Risk in Corporate Bonds.” Journal of Financial Economics, forthcoming (2023).CrossRefGoogle Scholar
Fama, E. F., and French, K. R.. “Common Risk Factors in the Returns on Stocks and Bonds.” Journal of Financial Economics, 33 (1993), 3–56.CrossRefGoogle Scholar
Jurado, K.; Ludvigson, S. C.; and Ng, S.. “Measuring Uncertainty.” American Economic Review, 105 (2015), 1177–1216.CrossRefGoogle Scholar
Pastor, L., and Stambaugh, R. F.. “Liquidity Risk and Expected Stock Returns.” Journal of Political Economy, 111 (2003), 642–685.CrossRefGoogle Scholar
Roll, R. “Simple Implicit Measure of the Effective Bid–Ask Spread in an Efficient Market.” Journal of Finance, 39 (1984), 1127–1139.Google Scholar