Comparing possible proxies of corporate bond liquidity-Reference-Cited by-同舟云学术

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Comparing possible proxies of corporate bond liquidity

Published:2005-06 Issue:6 Volume:29 Page:1331-1358
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Houweling Patrick,Mentink Albert,Vorst Ton

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference52 articles.

1. The determinants of trading volume of high-yield corporate bonds;Alexander;Journal of Financial Markets,2000

2. Financial ratios, discriminant analysis and the prediction of corporate bankruptcy;Altman;Journal of Finance,1968

3. Asset pricing and the bid–ask spread;Amihud;Journal of Financial Economics,1986

4. Liquidity, maturity, and the yields on US Treasury securities;Amihud;Journal of Finance,1991

5. Annaert, J., De Ceuster, M.J.K., 1999. Modelling European credit spreads. Working Paper, University of Antwerp-UFSIA. Available from

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