Size-adapted bond liquidity measures and their asset pricing implications
Michael Reichenbacher, Philipp Schuster
| Year of publication: |
2022
|
|---|---|
| Authors: | Reichenbacher, Michael ; Schuster, Philipp |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 146.2022, 2, p. 425-443
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| Subject: | Asset pricing | Bid-ask spread | Bond liquidity | Rating downgrades | Trade size | Transaction costs | Transaktionskosten | Geld-Brief-Spanne | CAPM | Risikoprämie | Risk premium | Marktliquidität | Market liquidity | Liquidität | Liquidity | Theorie | Theory | Börsenkurs | Share price | Anleihe | Bond | Portfolio-Management | Portfolio selection | Unternehmensanleihe | Corporate bond | Rentenmarkt | Bond market | Schätzung | Estimation | Wertpapierhandel | Securities trading | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2022.07.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013482286