Stephanie Heck

HEC-Management School of the University of Liège

Rue Louvrex 14

Liege, 4000

  • HEC-Management School of the University of Liège

SCHOLARLY PAPERS

3

DOWNLOADS

401

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

Liquidity Patterns in the U.S. Corporate Bond Market

28th Australasian Finance and Banking Conference
Number of pages: 36 Posted: 20 Aug 2015 Last Revised: 21 Apr 2018
Stephanie Heck, D. Margaritis and Aline Muller
HEC-Management School of the University of Liège, University of Auckland - Business School and HEC Management School University of Liège
Downloads 293 (117,765)
Citation 1

Abstract:

Loading...

Idiosyncratic liquidity, Liquidity commonality, Yield spreads

2.

Comoment Risk in Corporate Bond Yields and Returns

Number of pages: 42 Posted: 10 Oct 2017 Last Revised: 09 May 2018
Pascal Francois, Stephanie Heck, Georges Hübner and Thomas Lejeune
HEC Montreal - Department of Finance, HEC-Management School of the University of Liège, HEC Liège and National Bank of Belgium
Downloads 103 (292,565)

Abstract:

Loading...

Credit risk, Bond returns, Comoment risk

3.

A repeat-sales index for pricing US corporate bonds

Finance, Vol.37, n°2
Number of pages: 38 Posted: 21 May 2016 Last Revised: 13 May 2018
Renaud Beaupain and Stephanie Heck
Catholic University of Lille - IESEG School of Management and HEC-Management School of the University of Liège
Downloads 5 (690,592)

Abstract:

Loading...

Repeat-sales index, asset pricing, corporate bonds