Latent liquidity : a new measure of liquidity, with an application to corporate bonds
Year of publication: |
2008
|
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Authors: | Mahanti, Sriketan ; Nashikkar, Amrut ; Subrahmanyam, Marti G. ; Chacko, George ; Mallik, Gaurav |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 88.2008, 2, p. 272-298
|
Subject: | Unternehmensanleihe | Corporate bond | Liquidität | Liquidity | CAPM | Marktmikrostruktur | Market microstructure | USA | United States |
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