An Empirical Analysis of Stock and Bond Market Liquidity
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/18/1/85/5374760/hhi010.pdf
Reference62 articles.
1. Illiquidity and stock returns: cross-section and time-series effects
2. Asset pricing and the bid-ask spread
3. Tracking Error and Tactical Asset Allocation
4. Economic News and Bond Prices: Evidence from the U.S. Treasury Market
5. Investing for the Long Run when Returns Are Predictable
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