Yoshio Nozawa

Hong Kong University of Science and Technology

Assistant Professor

Clearwater Bay Road

Sai Kun, NT

Hong Kong

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 20,960

SSRN RANKINGS

Top 20,960

in Total Papers Downloads

2,230

CITATIONS
Rank 18,848

SSRN RANKINGS

Top 18,848

in Total Papers Citations

25

Scholarly Papers (6)

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 706 (34,789)
Citation 18

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2.
Downloads 586 ( 44,588)
Citation 3

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 571 (45,576)

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 15 (564,812)
Citation 1

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 465 (59,855)
Citation 7

Abstract:

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Credit Risk, Variance Decomposition, Fixed Income

4.

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 175 (169,247)

Abstract:

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

5.

Liquidity Supply and Demand in the Corporate Bond Market

Number of pages: 74 Posted: 17 Jul 2018 Last Revised: 25 Sep 2018
Jonathan E. Goldberg and Yoshio Nozawa
Federal Reserve Board and Hong Kong University of Science and Technology
Downloads 170 (173,631)
Citation 5

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Corporate bond liquidity and returns, dealer intermediation, return predictability

6.

From Financial Innovation to Brand Innovation: How Options Trading Affects the Launch and Failure of Trademarks

Number of pages: 66 Posted: 15 Jan 2018 Last Revised: 28 Dec 2018
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 128 (219,246)

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option trading; trademark; brand innovation