Zobrazeno 1 - 10
of 59
pro vyhledávání: '"Friewald, Nils"'
We analyze whether liquidity is an important price factor in the US corporate bond market. In particular, we focus on whether liquidity effects are more pronounced in periods of financial crises, and especially, for bonds with high credit risk. We us
Externí odkaz:
http://epub.wu.ac.at/3483/1/Liquidity.pdf
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
FRIEWALD, NILS, NAGLER, FLORIAN
Publikováno v:
The Journal of Finance, 2019 Dec 01. 74(6), 3217-3257.
Externí odkaz:
https://www.jstor.org/stable/45222776
Autor:
FRIEWALD, NILS (AUTHOR), NAGLER, FLORIAN (AUTHOR) florian.nagler@unibocconi.it, WAGNER, CHRISTIAN (AUTHOR)
Publikováno v:
Journal of Finance (John Wiley & Sons, Inc.). Aug2022, Vol. 77 Issue 4, p2287-2329. 43p.
Publikováno v:
Review of Financial Studies. May2016, Vol. 29 Issue 5, p1254-1290. 37p.
Publikováno v:
The Journal of Finance, 2014 Dec 01. 69(6), 2419-2469.
Externí odkaz:
https://www.jstor.org/stable/43611073
We use a unique data set from the Trade Reporting and Compliance Engine (TRACE) to study liquidity effects in the US structured product market. Our main contribution is the analysis of the relation between the accuracy in measuring liquidity and the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______603::bdf5203c6e15588abaafb7a71baf42c8
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/34710
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/34710
We use a unique data set from the Trade Reporting and Compliance Engine (TRACE) to study liquidity e ffects in the US structured product market. Our main contribution is the analysis of the relation between the accuracy in measuring liquidity and the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::04e4984509371a58501db01daa476909
https://www.econstor.eu/bitstream/10419/97618/1/787938327.pdf
https://www.econstor.eu/bitstream/10419/97618/1/787938327.pdf