Liquidity premium in the eye of the beholder : an analysis of the clientele effect in the corporate bond market
| Year of publication: |
2020
|
|---|---|
| Authors: | Chen, Xuanjuan ; Huang, Jing-Zhi ; Sun, Zhenzhen ; Yao, Tong ; Yu, Tong |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 66.2020, 2, p. 932-957
|
| Subject: | corporate bond holdings | liquidity clientele | liquidity and spreads | Unternehmensanleihe | Corporate bond | Liquidität | Liquidity | Rentenmarkt | Bond market | Marktliquidität | Market liquidity | Betriebliche Liquidität | Corporate liquidity | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Geld-Brief-Spanne | Bid-ask spread |
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