Liquidity, credit quality, and the relation between volatility and trading activity: Evidence from the corporate bond market
Year of publication: |
2015
|
---|---|
Authors: | Wang, Junbo ; Wu, Chunchi |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 50.2015, C, p. 183-203
|
Publisher: |
Elsevier |
Subject: | Search frictions | Credit risk | Volatility | Volume | Flights-to-quality | Flights-to-liquidity | Interactive effects |
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