Does mutual fund illiquidity introduce fragility into asset prices? : evidence from the corporate bond market
Year of publication: |
2022
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Authors: | Jiang, Hao ; Li, Yi ; Sun, Zheng ; Wang, Ashley |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 143.2022, 1, p. 277-302
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Subject: | Corporate bond mututal fund | Liquidity transformation | Fragility | Volatility | Unternehmensanleihe | Corporate bond | Investmentfonds | Investment Fund | Volatilität | CAPM | Marktliquidität | Market liquidity | Liquidität | Liquidity | Betriebliche Liquidität | Corporate liquidity |
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