Noise as a liquidity measure: Evidence from the JGB market
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference38 articles.
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2. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Mark.,2002
3. Institutional trading and stock resiliency: evidence from the 2007–2009 financial crisis;Anand;J. Financ. Econ.,2013
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1. On illiquidity of an emerging sovereign bond market;Economic Systems;2023-06
2. A new approach for vibration and noise control of a floor-standing conditioner;Vibroengineering PROCEDIA;2021-05-07
3. Information content and market liquidity in the fixed income market: Evidence from the swaption market;Finance Research Letters;2021-05
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