Bond Returns and Bond Issue Waves
Award:Jon DeuberNikita SaleevMatthew Fantozzi
The project will use data that I have had previously collected with daily closing prices. That data will be merged with data from CRSP and Compustat. The former includes daily equity closing prices and the latter corporate accounting information. These databases will help to estimate how equity prices, earnings changes and the like also impact new issues and let us isolate the impact issue herding and portfolio imbalances have. This fall, RAs will be expected to help retrieve and merge the data and then begin estimating the model.
HSSRO Application Link
Project Year: Summer 2019 Herb Scarf Summer Research Projects