Do demand curves for corporate bonds slope down?
Publication Type
Journal Article
Publication Date
10-2024
Abstract
Bond initial public offering (IPO) underpricing is systematic, fluctuates noticeably over time, and is considerably larger during periods of high market uncertainty. Consistent with IPO theory, we find that underpricing is increasing in firm’s default probability. We also documented a novel result that very highly rated bonds (rated Aa and above) are also underpriced. In addition, we find that within each rating category, the underpricing is increasing in market volatility. Using transaction data, we document that corporate bond underpricing is robust to bid-ask bounces and not driven by small number of trades. Our results support IPO theories suggesting underwriters’ increasing difficulties in estimating asset value among firms with higher valuation uncertainty during periods of high market volatility.
Keywords
market volatility, bond pricing, bond IPO underpricing
Discipline
Finance and Financial Management | Portfolio and Security Analysis
Research Areas
Finance
Publication
Journal of Fixed Income
Volume
34
Issue
2
First Page
30
Last Page
47
ISSN
1059-8596
Identifier
10.3905/jfi.2024.1.188
Publisher
Institutional Investor Inc
Citation
GOH, Choo Yong, Jeremy; MALATESTA, Paul; and YANG, Zongfei (Lisa).
Do demand curves for corporate bonds slope down?. (2024). Journal of Fixed Income. 34, (2), 30-47.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/7822
Additional URL
https://doi.org/10.3905/jfi.2024.1.188