Han, Song; Zhou, Hao - 2008
, Washington, D.C.
Effects of Liquidity on the Nondefault Component of Corporate
Yield Spreads: Evidence from Intraday Transactions … author(s) to protect the tentative character of these papers.
Effects of Liquidity on the Nondefault Component of Corporate … spreads and examine its
relationship with bond liquidity. We measure bond liquidity using intraday transactions data
and …