Idiosyncratic volatility vs. liquidity? : evidence from the US corporate bond market
Madhu Kalimipalli; Subhankar Nayak
| Year of publication: |
2012
|
|---|---|
| Authors: | Kalimipalli, Madhu ; Nayak, Subhankar |
| Published in: |
Journal of financial intermediation. - Amsterdam [u.a.] : Elsevier, ISSN 1042-9573, ZDB-ID 1053781-8. - Vol. 21.2012, 2, p. 217-242
|
| Subject: | Unternehmensanleihe | Corporate bond | Volatilität | Volatility | USA | United States | Liquidität | Liquidity | Geld-Brief-Spanne | Bid-ask spread | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009708422