Author:
Bessembinder Hendrik (Hank),Spatt Chester S.,Venkataraman Kumar
Reference143 articles.
1. Corporate Bond Trading on a Limit Order Book Exchange;M Abudy;Review of Finance,2018
2. Market Liquidity After the Financial Crisis;T Adrian;Annual Review of Financial Economics,2017
3. An Index of Treasury Market Liquidity;T Adrian;Federal Reserve Bank of New York Staff Reports,1991
4. Asset Pricing and the Bid-Ask Spread;Y Amihud;Journal of Financial Economics,1986