The q-factors and expected bond returns

Keyphrases

• Investment Pattern 100%
• Corporate Bonds 100%
• Cost of Debt 100%
• Excess Bond Returns 100%
• Negative Relations 50%
• Risk Factors 50%
• High Risk 50%
• Investment Cost 50%
• Risky Assets 50%
• Stock Returns 50%
• Risk Premia 50%
• Market Portfolio 50%
• Profitability Factor 50%
• Risk-based Explanation 50%
• Cross-sectional Returns 50%
• Investment Factors 50%

Economics, Econometrics and Finance

• Corporate Bond 100%
• Cost of Debt 100%
• Capital Market Returns 50%
• Risk Factor 50%