A new measure of corporate bond liquidity using survival analysis-Reference-Cited by-同舟云学术

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A new measure of corporate bond liquidity using survival analysis

Published:2022-11 Issue: Volume:8 Page:105-119
ISSN:2405-9188
Container-title:The Journal of Finance and Data Science
language:en
Short-container-title:The Journal of Finance and Data Science

Author:

Cai Kaihua,Yesley Peter^ORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Computer Science Applications,Economics and Econometrics,Finance,Business, Management and Accounting (miscellaneous),Statistics and Probability

Reference23 articles.

1. The value of a millisecond: harnessing information in fast, fragmented markets;Chen;Cap Mark: Market Microstruct,2017

2. Asset pricing and the bid-ask spread;Yakov Amihud;J Financ Econ,1986

3. Measuring liquidity in bond markets;Schestag;Rev Financ Stud,2016

4. Noise as information for illiquidity;Hu;J Finance,2013

5. A survey of the microstructure of fixed-income markets;Bessembinder;J Financ Quant Anal,2020

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Duration of Corporate Mergers and Acquisitions in Emerging Economies Under Conditions of Institutional Change;SSRN Electronic Journal;2024

2. A Bibliometric Analysis of Cash Holding’s Determinants Factor;Studies in Systems, Decision and Control;2024

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