THE MARKET - Day-of-the-Week Patterns in Volume and Prices of Nasdaq High-Yield Bonds - The authors investigate newly available data from the Nasdaq's Fixed Income Pricing System on transactions in high-yield corporate bonds. Their tests of daily patterns for sixty issues traded for all or part of the interval between October 1994 and July 1997 show that: 1) the level of trading is consistently ...
Year of publication: |
2000
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Authors: | Alexander, Gordon J. ; Ferri, Michael G. |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 26.2000, 3, p. 33-40
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