Purpose This study aims to support and extend signalling theory because of information
asymmetry. This study also aims to answer the call to further negative signalling and explore …

The paper examines how various COVID-19 news sentiments differentially impact the
behaviour of cryptocurrency returns. We used a nonlinear technique of transfer entropy to …

In this article, we survey the literature that studies fixed-income trading rules and outcomes,
including Treasury securities, corporate and municipal bonds, and structured credit …

Purpose This study aims to systematically review the literature in the fields of liquidity,
informational efficiency and default risk. The authors outline the key research streams and …

The procedures used in corporate bond event studies to date fail to control for
heteroskedasticity due to differences in return volatility by term-to-maturity, rating, and other …

We investigate the reactions of eight commodity futures to media hype and fake news during
COVID-19, utilising the Ravenpack news database, along with deep learning algorithms …

We study the response of macroeconomic news on the intraday prices of the Indian
benchmark Government bond. Contrary to the common understanding that the emerging …

Taking advantage of recently augmented corporate bond transaction data, we examine the
pricing implications of informed trading in corporate bonds and its ability to predict corporate …

Corporate bonds with large increases in implied volatility over the past month underperform
those with large decreases in implied volatility by 0.6% per month. In contrast to existing …

We show short selling in corporate bonds forecasts future bond returns. Short selling
predicts bond returns where private information is more likely, in high-yield bonds …