Are capital market anomalies common to equity and corporate bond markets? An empirical investigation T Chordia, A Goyal, Y Nozawa, A Subrahmanyam, Q Tong Journal of Financial and Quantitative Analysis 52 (4), 1301-1342, 2017 | 189* | 2017 |
Corporate bond market reactions to quantitative easing during the COVID-19 pandemic Y Nozawa, Y Qiu Journal of Banking & Finance 133, 106153, 2021 | 126* | 2021 |
Option-based credit spreads CL Culp, Y Nozawa, P Veronesi American Economic Review 108 (2), 454-488, 2018 | 104 | 2018 |
What drives the cross‐section of credit spreads?: A variance decomposition approach Y Nozawa The Journal of Finance 72 (5), 2045-2072, 2017 | 96 | 2017 |
Liquidity supply and demand in the corporate bond market J Goldberg, Y Nozawa Federal Reserve Board, manuscript, 2018 | 83* | 2018 |
Book-to-market, mispricing, and the cross-section of corporate bond returns SM Bartram, M Grinblatt, Y Nozawa Journal of Financial and Quantitative Analysis, 1-79, 2021 | 38 | 2021 |
Duration-based valuation of corporate bonds JH van Binsbergen, Y Nozawa, M Schwert Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2023 | 32 | 2023 |
Fire-sale risk in the leveraged loan market R Elkamhi, Y Nozawa Journal of Financial Economics 146 (3), 1120-1147, 2022 | 30 | 2022 |
A one-factor model of corporate bond premia R Elkamhi, C Jo, Y Nozawa Management Science 70 (3), 1875-1900, 2024 | 22 | 2024 |
The global credit spread puzzle JZ Huang, Y Nozawa, Z Shi PBCSF-NIFR Research Paper, 2022 | 18 | 2022 |
Misallocation of Capital during Japan’s Lost Two Decades D Fujii, Y Nozawa Development Bank of Japan Working Paper 1304, 2013 | 10 | 2013 |
Option trading, managerial risk-taking, and brand development PH Hsu, F Li, Y Nozawa Managerial Risk-taking, and Brand Development (September 16, 2021), 2021 | 8* | 2021 |
From financial innovation to brand innovation: How options trading affects the launch and failure of trademarks PH Hsu, F Li, Y Nozawa Available at SSRN, 2018 | 6 | 2018 |
The effects of FOMC communications before policy tightening in 1994 and 2004 EE Meade, Y Nozawa, L Petrasek, JK Zickler Feds Notes, 24, 2015 | 6 | 2015 |
A benchmark for collateralized loan obligations R Elkamhi, R Li, Y Nozawa Management Science, 2024 | 5 | 2024 |
Corporate bond premia Y Nozawa The University of Chicago, 2013 | 5 | 2013 |
Disagreement, Liquidity, and Price Drifts in the Corporate Bond Market Y Nozawa, Y Qiu, Y Xiong Disagreement, Liquidity, and Price Drifts in the Corporate Bond Market …, 2022 | 3 | 2022 |
The information In Relative Prices of Corporate Bonds and the Two-Factor Model of Expected Returns Y Nozawa Working Paper. Available at〈 http://ssrn. com/abstract= 2323888, 2013 | 3 | 2013 |
Over-the-Counter Markets for Non-Standardized Assets A Tsoy Over-the-Counter Markets for Non-Standardized Assets: Tsoy, Anton, 2021 | 2 | 2021 |
Disagreement and Bond PEAD Y Nozawa, Y Qiu, Y Xiong Available at SSRN 3990000, 2022 | 1 | 2022 |