The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns
Goyenko, Ruslan, Subrahmanyam, Avanidhar, Ukhov, AndreyVolume:
46
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109010000700
Date:
February, 2011
File:
PDF, 370 KB
english, 2011