Price dispersion in OTC markets : a new measure of liquidity
Year of publication: |
2011
|
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Authors: | Jankowitsch, Rainer ; Nashikkar, Amrut ; Subrahmanyam, Marti G. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 2, p. 343-357
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Subject: | OTC-Handel | OTC market | Marktmikrostruktur | Market microstructure | Liquidität | Liquidity | Unternehmensanleihe | Corporate bond | USA | United States |
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