Trend Factor in Corporate Bonds
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Extracting Information from Corporate Bond Yields: A Machine Learning Approach
Xu Guo; Hai Lin; Chunchi Wu; Guofu Zhou
Shenzhen University- Shenzhen University - College of Economics
Victoria University of Wellington- Victoria University of Wellington - Te Herenga Waka - School of Economics & Finance
University at Buffalo, State University of New York- SUNY at Buffalo - School of Management
- Washington University in St. Louis
- Washington University in St. Louis - John M. Olin Business School
This strategy is gated
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