Javad Keshavarz

Auburn University

415 West Magnolia Avenue

Auburn, AL 36849

United States

SCHOLARLY PAPERS

3

DOWNLOADS

640

TOTAL CITATIONS

0

Scholarly Papers (3)

1.

The 52-Week High, Downside Risk, and Corporate Bond Returns

Number of pages: 60 Posted: 14 May 2024 Last Revised: 05 Nov 2024
Javad Keshavarz and Stace Sirmans
Auburn University and Auburn University - Department of Finance
Downloads 291 (226,066)

Abstract:

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JEL Classification: G11, G12, G14, G40 52-Week High, Bond Returns, Stock Momentum, Cross-Market Spillovers, Equity-Credit Integration

2.

How Similar Are the Factor Structures of Equity and Credit Markets?

Number of pages: 59 Posted: 25 Apr 2024 Last Revised: 30 Aug 2024
Javad Keshavarz and Stace Sirmans
Auburn University and Auburn University - Department of Finance
Downloads 277 (237,916)

Abstract:

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Bond Markets, CDS Markets, Equity-Credit Integration, Factor Investing

3.

Bond Factor Momentum and Its Predictability for Stock Returns

Number of pages: 67 Posted: 07 May 2025
Javad Keshavarz and Stace Sirmans
Auburn University and Auburn University - Department of Finance
Downloads 72 (703,074)

Abstract:

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JEL Classification: G11, G12, G14, G40 Factor Investing, Factor Momentum, Cross-Market Spillovers, Bond Markets, Equity-Credit Integration