Chunchi Wu

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-6998-8692

Publications

• Media Coverage and the Cost of Debt — Journal of Financial and Quantitative Analysis 2020
• Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach — Management Science 2018
• Price Discovery in the U.S. Treasury Market: Automation vs. Intermediation — Management Science 2013
• Liquidity risk and expected corporate bond returns — Journal of Financial Economics 2011
• Are Liquidity and Information Risks Priced in the Treasury Bond Market? — The Journal of Finance 2009
• How much of the corporate bond spread is due to personal taxes? — Journal of Financial Economics 2007
• Personal Taxes, Endogenous Default, and Corporate Bond Yield Spreads — Management Science 2006
• Information Asymmetry and the Sinking Fund Provision — Journal of Financial and Quantitative Analysis 1993
• The Heterogeneous Investment Horizon and the Capital Asset Pricing Model: Theory and Implications — Journal of Financial and Quantitative Analysis 1990