Xin He

City University of Hong Kong (CityUHK) - College of Business

83 Tat Chee Avenue

Academic Building (LAU)

Kowloon Tong, 12200

Hong Kong

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Predicting Individual Corporate Bond Returns

Number of pages: 35 Posted: 30 Jun 2021
City University of Hong Kong (CityUHK) - College of Business, City University of Hong Kong (CityUHK), Dept. of Economics and Finance, City Univ. of HK and SUNY at Buffalo - School of Management
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Abstract:

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Bond Characteristics, Individual Corporate Bonds, Machine Learning, Private Company Bonds, Return Decomposition, Return Predictability