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Lockstep in liquidity : common dealers and co-movement in bond liquidity
Gissler, Stefan - In: Journal of financial markets 33 (2017), pp. 1-21
Persistent link: https://www.econbiz.de/10011814999
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The effect of liquidity and solvency risk on the inclusion of bond covenants
Cook, Douglas O.; Fu, Xudong; Tang, Tian - In: Journal of banking & finance 48 (2014), pp. 120-136
Persistent link: https://www.econbiz.de/10010506929
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Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael; Schuster, Philipp - In: Journal of financial economics 146 (2022) 2, pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
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German Mittelstand bonds : yield spreads and liquidity
Utz, Sebastian; Weber, Martina; Wimmer, Maximilian - In: Journal of business economics : JBE 86 (2016) 1/2, pp. 103-129
Persistent link: https://www.econbiz.de/10011666880
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The bond coupon's impact on liquidity
Rush, Stephen - In: The journal of fixed income 27 (2018) 4, pp. 34-39
Persistent link: https://www.econbiz.de/10011900628
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Revisiting the question of liquidity : are sukuk less liquid than conventional bonds?
Al-Maskati, Nawaf - In: Journal of Islamic accounting and business research 14 (2023) 7, pp. 1121-1132
Persistent link: https://www.econbiz.de/10014429121
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Cross-market liquidity and dealer profitability : evidence from the bond and CDS markets
Aramonte, Sirio; Szerszeń, Paweł J. - In: Journal of financial markets 51 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10013536216
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Comparing possible proxies of corporate bond liquidity
Houweling, Patrick; Mentink, Albert; Vorst, Ton - In: Journal of banking & finance 29 (2005) 6, pp. 1331-1358
Persistent link: https://www.econbiz.de/10002717328
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Funding liquidity and market liquidity : the broker-dealer perspective
Macchiavelli, Marco; Zhou, Xing - In: Management science : journal of the Institute for … 68 (2022) 5, pp. 3379-3398
Persistent link: https://www.econbiz.de/10013368659
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Secondary market liquidity and primary market pricing of corporate bonds
Goldstein, Michael A.; Hotchkiss, Edith; Pedersen, David J. - In: Journal of risk and financial management : JRFM 12 (2019) 2/86, pp. 1-17
This paper studies the link between secondary market liquidity for a corporate bond and the bond's yield spread at … issuance. Using ex-ante measures of expected liquidity at the time of issuance, based on the characteristics of the … underwriting syndicate, we find an economically large impact of liquidity on yield spreads. We estimate that a 10% increase in …
Persistent link: https://www.econbiz.de/10012022090