The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/25/4/1155/5203351/hhr093.pdf
Reference43 articles.
1. Acharya V Schaefer S Zhang Y . Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005. 2008. Working Paper, London Business School.
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3. Systemic Illiquidity in the Federal Funds Market
4. The Illiquidity of Corporate Bonds
5. Measuring Abnormal Bond Performance
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