Are liquidity and information risks priced in the treasury bond market?
Year of publication: |
2009
|
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Authors: | Li, Haitao ; Wang, Junbo ; Wu, Chunchi ; He, Yan |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 64.2009, 1, p. 467-503
|
Subject: | Staatspapier | Government securities | Marktliquidität | Market liquidity | Risiko | Risk | Asymmetrische Information | Asymmetric information | Schätzung | Estimation | USA | United States |
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