Liquidity, credit quality, and the relation between volatility and trading activity : evidence from the corporate bond market
Year of publication: |
2015
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Authors: | Wang, Junbo ; Wu, Chunchi |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 50.2015, p. 183-203
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Subject: | Search frictions | Credit risk | Volatility | Volume | Flights-to-quality | Flights-to-liquidity | Interactive effects | Volatilität | Unternehmensanleihe | Corporate bond | Kreditrisiko | Handelsvolumen der Börse | Trading volume | Liquidität | Liquidity |
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