The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns
| Year of publication: |
2011
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|---|---|
| Authors: | Goyenko, Ruslan ; Subrahmanyam, Avanidhar ; Ukhov, Andrey |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 46.2011, 1, p. 111-141
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