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Seminal market microstructure literature identifies at least three important dimensions of liquidity: trading costs, depth, and resiliency. We investigate the relevance of each of these three dimensions of liquidity - separately and in conjunction - for the pricing of corporate bonds. Unlike...
Persistent link: https://www.econbiz.de/10011331379
Seminal market microstructure literature identifies at least three important dimensions of liquidity: trading costs, depth, and resiliency. We investigate the relevance of each of these three dimensions of liquidity - separately and in conjunction - for the pricing of corporate bonds. Unlike...
Persistent link: https://www.econbiz.de/10011334157
Persistent link: https://www.econbiz.de/10011635374
Persistent link: https://www.econbiz.de/10015117945