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Attention: How high-frequency trading improves price efficiency following earnings announcements
Trading activities of short-sellers around index deletions: Evidence from the Nikkei 225
Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds
Margin trading, short selling, and information asymmetry
The long-term impact of sovereign wealth fund investments
Is the index efficient? A worldwide tour with stochastic dominance
Spillover effects between liquidity risks through endogenous debt maturity
Technical indicators and the cross-section of corporate bond returns in a machine learning era
We explore the use of technical indicators to forecast corporate bond returns with various machine learning models. We show that technical indicators yield statistically significant and economically meaningful results, consistently outperforming bond characteristics. Although bond characteristics possess predictive power for bond returns, they do not provide incremental value beyond technical indicators across all bonds. Additionally, machine learning models do not offer substantial improvements over the benchmark linear model. These results underscore the significance of technical indicators in the corporate bond market.