Yoshio Nozawa

Hong Kong University of Science and Technology

Assistant Professor

Clearwater Bay Road

Sai Kun, NT

Hong Kong

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 19,690

SSRN RANKINGS

Top 19,690

in Total Papers Downloads

2,508

SSRN CITATIONS
Rank 19,395

SSRN RANKINGS

Top 19,395

in Total Papers Citations

17

CROSSREF CITATIONS

25

Scholarly Papers (7)

1.

Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 55 Posted: 11 Aug 2014 Last Revised: 09 Jun 2017
Emory University - Department of Finance, University of Lausanne, Hong Kong University of Science and Technology, University of California, Los Angeles (UCLA) - Finance Area and School of Business, Renmin University of China
Downloads 753 (33,428)
Citation 16

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2.
Downloads 612 ( 44,107)
Citation 8

Option-Based Credit Spreads

Chicago Booth Research Paper No. 15-49, Fama-Miller Working Paper
Number of pages: 44 Posted: 17 Dec 2014 Last Revised: 12 Sep 2017
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, Hong Kong University of Science and Technology and University of Chicago - Booth School of Business
Downloads 595 (45,289)

Abstract:

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credit spreads, credit risk, default, bonds, Merton model

Option-Based Credit Spreads

NBER Working Paper No. w20776
Number of pages: 45 Posted: 22 Dec 2014
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, Hong Kong University of Science and Technology and University of Chicago - Booth School of Business
Downloads 17 (576,482)

Abstract:

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3.

What Drives the Cross-Section of Credit Spreads?: A Variance Decomposition Approach

Journal of Finance, Forthcoming
Number of pages: 39 Posted: 03 Aug 2014 Last Revised: 04 Oct 2016
Yoshio Nozawa
Hong Kong University of Science and Technology
Downloads 499 (57,599)
Citation 7

Abstract:

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Credit Risk, Variance Decomposition, Fixed Income

4.

Liquidity Supply in the Corporate Bond Market

Number of pages: 61 Posted: 17 Jul 2018 Last Revised: 07 Oct 2019
Jonathan E. Goldberg and Yoshio Nozawa
Federal Reserve Board and Hong Kong University of Science and Technology
Downloads 221 (142,490)
Citation 6

Abstract:

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Corporate bond liquidity and returns, dealer intermediation, return predictability

5.

Is There Froth in the Corporate Bond Market?

Number of pages: 59 Posted: 21 Aug 2017 Last Revised: 30 Jan 2019
Yoshio Nozawa
Hong Kong University of Science and Technology
Downloads 195 (160,341)

Abstract:

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Credit Risk, Fixed Income Asset Pricing, Credit Cycle, Empirical Asset Pricing

6.

From Financial Innovation to Brand Innovation: How Option Trading Affects the Launch and Success of New Brands

Number of pages: 65 Posted: 15 Jan 2018 Last Revised: 12 Aug 2019
Po-Hsuan Hsu, Fengfei Li and Yoshio Nozawa
National Tsing Hua University - Department of Quantitative Finance, Deakin University - Faculty of Business and Law and Hong Kong University of Science and Technology
Downloads 159 (191,908)

Abstract:

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option trading, trademark, brand innovation

7.

The Global Credit Spread Puzzle

Number of pages: 88 Posted: 24 Sep 2019 Last Revised: 19 Jan 2020
Jing-Zhi Huang, Yoshio Nozawa and Zhan Shi
Pennsylvania State University - University Park - Department of Finance, Hong Kong University of Science and Technology and Tsinghua University - PBC School of Finance
Downloads 69 (341,899)

Abstract:

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Corporate credit spreads, Credit spread puzzle, Structural credit risk models, Merton model, Black and Cox model, CDS, Fixed income asset pricing