Jennie Bai

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

ORCID: 0000-0002-8640-6831

Georgetown University and NBER, Washington, District of Columbia 20057

Publications

• Carbon Emissions Trading and Environmental Protection: International Evidence — Management Science 2024
• Retraction notice Retraction notice to “Common risk factors in the cross-section of corporate bond returns” [Journal of Financial Economics 131 (3) (2019) 619-642] — Journal of Financial Economics 2023 (name-matched, not ORCID-linked)
• Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence — Journal of Financial Economics 2021 (name-matched, not ORCID-linked)
• Safe-Asset Shortages: Evidence from the European Government Bond Lending Market — Journal of Financial and Quantitative Analysis 2021
• Is the credit spread puzzle a myth? — Journal of Financial Economics 2020
• The leverage effect and the basket-index put spread — Journal of Financial Economics 2019
• RETRACTED: Common risk factors in the cross-section of corporate bond returns — Journal of Financial Economics 2019 (name-matched, not ORCID-linked)
• Measuring Liquidity Mismatch in the Banking Sector — The Journal of Finance 2018
• Have financial markets become more informative? — Journal of Financial Economics 2016 (name-matched, not ORCID-linked)
• Anchoring Credit Default Swap Spreads to Firm Fundamentals — Journal of Financial and Quantitative Analysis 2016
• On Bounding Credit-Event Risk Premia — The Review of Financial Studies 2015