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The price effects of liquidity shocks : a study of the SEC’s tick size experiment
Albuquerque, Rui; Song, Shiyun; Yao, Chen - In: Journal of financial economics 138 (2020) 3, pp. 700-724
Persistent link: https://www.econbiz.de/10012653132
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Common risk factors in the cross-section of corporate bond returns
Bai, Jennie; Bali, Turan G.; Wen, Quan - In: Journal of financial economics 131 (2019) 3, pp. 619-642
Persistent link: https://www.econbiz.de/10012133022