Model-Based Cross-Section Factors in Corporate Bonds 

• by Zhe Geng and Jun Pan

• 2026 SAIF Conference, Shanghai, China 

Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux

• by Zhongtian Chen, Nikolai Roussanov, Xiaoliang Wang and Dongchen Zou

• 2025 EFA Conference, Paris, France 

Pricing of Corporate Bonds: Evidence From a Century-Long Cross-Section 

• by by Mohammad Ghaderi, Sebastien Plante, Nikolai Roussanov, and Sang Byung Seo

• 2025 FIRS Conference, Seoul, South Korea

Bond Funds and Credit Risk

• by Jaewon Choi, Amil Dasgupta and Ji Yeol Jimmy Oh

• 2025 FIRS Conference, Seoul, South Korea

Not Too Big, Not Too Small? Towards an Optimal Tick Size

•  by Meiyu Wu, Sean Foley and Jiri Svec 

• 13th Annual FIRN Conference 2024 (Port Douglas, Queensland)

Implementable Corporate Bond Portfolios

•  by Maximilian Bredendiek, Giorgio Ottonello and Rossen Valkanov 

• UNSW Asset Pricing Workshop 2023 (Coogee Bay, Sydney)

The Debt-Equity Spread

•  by Hui Chen, Zhiyao (Nicholas) Chen and Jun Li 

• UNSW Asset Pricing Workshop 2022 (Coogee Bay, Sydney)