Transaction cost analytics for corporate bonds
Xin Guo, Charles-Albert Lehalle and Renyuan Xu
| Year of publication: |
2022
|
|---|---|
| Authors: | Guo, Xin ; Lehalle, Charles-Albert ; Xu, Renyuan |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 7, p. 1295-1319
|
| Subject: | Bond liquidity | Data-driven decision making | Enhanced TRACE | Price impact | Regression analysis | Regularization method | Transaction costs analysis | Theorie | Theory | Transaktionskosten | Transaction costs | Unternehmensanleihe | Corporate bond |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2054723 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367900