105 St George St
Toronto, ON M5S3E6
Canada
University of Toronto
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Event Study, Corporate Bond, Federal Reserve, Quantitative Easing, COVID-19 Pandemic
corporate bonds, duration, capital asset pricing model
Corporate bond liquidity and returns, dealer intermediation, return predictability
credit spreads, credit risk, default, bonds, Merton model
Credit Risk, Variance Decomposition, Fixed Income
Credit Risk, Corporate Bonds, Book-to-Market, Market Efficiency, Transaction Costs, Point-in-Time
Corporate Bond, Long-Run Consumption Risk, Cross-Section Test
Collateralized Loan Obligation, Fire sales, Leveraged loan, Shadow banking, Stress test, Systemic risk
Disagreement, Liquidity, Informational Efficiency, Corporate Bonds, Post Earnings Announcement Drift
Corporate credit spreads, Credit spread puzzle, Structural credit risk models, Endogenous Liquidity, Search, Credit default swaps, Fixed income asset pricing
Corporate credit spreads, Structural credit risk models, the Merton model, Fixed income asset pricing
option trading; trademark; brand development
Credit Risk, Fixed Income Asset Pricing, Credit Cycle, Empirical Asset Pricing
over-the-counter markets, search friction, bargaining delay, standardized assets, broker-dealers
