The cross-section of Chinese corporate bond returns

Xiaoyan Zhang, Zijian Zhang

Open source

DOI: 10.1016/j.jfds.2023.100100
Published: 2023-11
Container: The Journal of Finance and Data Science
Publisher: Elsevier BV
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1016/j.jfds.2023.100100,
  title = {The cross-section of Chinese corporate bond returns},
  author = {Xiaoyan Zhang and Zijian Zhang},
  year = {2023},
  journal = {The Journal of Finance and Data Science},
  doi = {10.1016/j.jfds.2023.100100},
  url = {https://doi.org/10.1016/j.jfds.2023.100100}
}

RIS

TY  - JOUR
TI  - The cross-section of Chinese corporate bond returns
AU  - Xiaoyan Zhang
AU  - Zijian Zhang
PY  - 2023
JO  - The Journal of Finance and Data Science
DO  - 10.1016/j.jfds.2023.100100
UR  - https://doi.org/10.1016/j.jfds.2023.100100
ER  -

APA

Zhang, X., & Zhang, Z. (2023). The cross-section of Chinese corporate bond returns. The Journal of Finance and Data Science. https://doi.org/10.1016/j.jfds.2023.100100

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crossref · retrieved 2026-09-26T00:14:48.226Z