Author Page for Yoshio Nozawa

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

Tarun Chordia, Amit Goyal, Yoshio Nozawa, Avanidhar Subrahmanyam and Qing Tong

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

Abstract:

2.

Option-Based Credit Spreads

Downloads 612 ( 44,107)

Citation 8

2

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

Christopher L. Culp, Yoshio Nozawa and Pietro Veronesi

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:

Option-Based Credit Spreads

NBER Working Paper No. w20776

Number of pages: 45 Posted: 22 Dec 2014

Christopher L. Culp, Yoshio Nozawa and Pietro Veronesi

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:

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:

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:

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:

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:

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)

Yoshio Nozawa

Hong Kong University of Science and Technology

Assistant Professor

7

Top 19,690

2,508

Top 19,395

17

25

Scholarly Papers (7)

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

Abstract:

Option-Based Credit Spreads

Option-Based Credit Spreads

Abstract:

Option-Based Credit Spreads

Abstract:

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

Abstract:

Liquidity Supply in the Corporate Bond Market

Abstract:

Is There Froth in the Corporate Bond Market?

Abstract:

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

Abstract:

The Global Credit Spread Puzzle

Abstract: