Determinants of bid-ask spread in emerging sovereign bond markets
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
https://link.springer.com/content/pdf/10.1057/s41260-023-00305-4.pdf
Reference32 articles.
1. Amihud, Y., and H. Mendelson. 1986. Asset pricing and the bid-ask spread. Journal of Financial Economics 17: 223–249. https://doi.org/10.1016/0304-405X(86)90065-6.
2. Bao, J., J. Pan, and J. Wang. 2011. The illiquidity of corporate bonds. The Journal of Finance 66: 911–946. https://doi.org/10.1111/j.1540-6261.2011.01655.x.
3. Batten, J.A., and X.V. Vo. 2014. Liquidity and return relationships in an emerging market. Emerging Markets Finance and Trade 50: 5–21. https://doi.org/10.2753/ree1540-496x500101.
4. Bȩdowska-Sójka, B. 2019. The dynamics of low-frequency liquidity measures: The developed versus the emerging market. Journal of Financial Stability 42: 136–142. https://doi.org/10.1016/j.jfs.2019.05.006.
5. Bȩdowska-Sójka, B., and K. Echaust. 2019. Commonality in liquidity indices: The emerging European stock markets. Systems 7. https://doi.org/10.3390/systems7020024.
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