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Are liquidity and information risks priced in the treasury bond market?
Li, Haitao; Wang, Junbo; Wu, Chunchi; He, Yan - In: The journal of finance : the journal of the American … 64 (2009) 1, pp. 467-503
Persistent link: https://www.econbiz.de/10003853125
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Order imbalance, liquidity, and returns of the US Treasury market
Wang, Junbo; Wu, Chunchi; Yu, Eden Siu-hung - In: Review of Pacific Basin financial markets and policies 15 (2012) 2, pp. 1-39
Persistent link: https://www.econbiz.de/10009574418
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Stochastic volatility, liquidity and intraday information flow
Li, Jinliang; Wu, Chunchi - In: Applied economics letters 18 (2011) 16/18, pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
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Asset pricing tests of infrequently traded securities : the case of municipal bonds
Chen, Yao-Tsung; Wu, Chunchi; Yeh, Chung-Ying - In: Review of asset pricing studies : RAPS 12 (2022) 3, pp. 754-807
Persistent link: https://www.econbiz.de/10013349366