Liquidity risk of corporate bond returns: conditional approach-Reference-Cited by-同舟云学术

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Liquidity risk of corporate bond returns: conditional approach

Published:2013-11 Issue:2 Volume:110 Page:358-386
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Acharya Viral V.,Amihud Yakov,Bharath Sreedhar T.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference65 articles.

1. Asset pricing with liquidity risk;Acharya;Journal of Financial Economics,2005

2. Leverage, moral hazard and liquidity;Acharya;Journal of Finance,2011

3. Liquidity and leverage;Adrian;Journal of Financial Intermediation,2010

4. Liquidity preference, market participation and asset price volatility;Allen;American Economic Review,1994

5. Optimal financial crises;Allen;Journal of Finance,1998

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