Alexey Ivashchenko

University of Lausanne, School of Economics and Business Administration (HEC-Lausanne), Institute of Banking and Finance (IBF), Students

PhD candidate

CH-1015 Lausanne

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS

304

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Credit Spreads, Daily Business Cycle, and Corporate Bond Returns Predictability

Swiss Finance Institute Research Paper No. 17-67
Number of pages: 55 Posted: 04 Apr 2017 Last Revised: 17 Jan 2018
Alexey Ivashchenko
University of Lausanne, School of Economics and Business Administration (HEC-Lausanne), Institute of Banking and Finance (IBF), Students
Downloads 233 (135,457)

Abstract:

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credit spreads, corporate bond returns, business cycle, predictability of returns

2.

Corporate Bond Price Reversals

Number of pages: 69 Posted: 31 Oct 2019 Last Revised: 04 Nov 2019
Alexey Ivashchenko
University of Lausanne, School of Economics and Business Administration (HEC-Lausanne), Institute of Banking and Finance (IBF), Students
Downloads 37 (450,032)

Abstract:

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corporate bonds, trading volume, reversal, informed trading, dealer inventory

3.

(In)frequently Traded Corporate Bonds

Number of pages: 43 Posted: 08 Jan 2019
Alexey Ivashchenko and Artem Neklyudov
University of Lausanne, School of Economics and Business Administration (HEC-Lausanne), Institute of Banking and Finance (IBF), Students and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 34 (463,076)
Citation 2

Abstract:

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corporate bond returns, trading frequency, mutual fund rebalancing, over-the-counter markets