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An asset pricing approach to liquidity effects in corporate bond markets
Bongaerts, Dion; Jong, Frank de; Driessen, Joost - In: The review of financial studies 30 (2017) 4, pp. 1229-1269
Persistent link: https://www.econbiz.de/10011749361
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Using option market liquidity to predict REIT leverage changes
Borochin, Paul; Glascock, John Leslie; Lu-Andrews, Ran; … - In: The journal of real estate finance and economics 55 (2017) 2, pp. 135-154
Persistent link: https://www.econbiz.de/10011800482
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An examination of macroeconomic effects on the liquidity of REITs
Glascock, John Leslie; Lu-Andrews, Ran - In: The journal of real estate finance and economics 49 (2014) 1, pp. 23-46
Persistent link: https://www.econbiz.de/10010422333
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The price behavior of REITs surrounding extreme market-related events
Glascock, John Leslie; Lu-Andrews, Ran - In: The journal of real estate finance and economics 51 (2015) 4, pp. 441-479
Persistent link: https://www.econbiz.de/10011475176
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Is default event risk priced in corporate bonds?
Driessen, Joost - In: The review of financial studies 18 (2005) 1, pp. 165-195
Persistent link: https://www.econbiz.de/10002646689