The Determinants of Dim Sum Bond Liquidity

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The Determinants of Liquidity in the Corporate Bond Markets: An Application of Latent Liquidity

The Determinants of Liquidity in the Corporate Bond Markets: An Application of Latent Liquidity We present a new measure of liquidity known as “latent liquidity” and apply it to a unique corporate bond database to discern the characteristics of bonds that lead to higher liquidity. Unlike conventional measures of liquidity, such as trading volume and bid-ask spreads, our measure of liquidity doe...

متن کامل

The Determinants of Liquidity in the Corporate Bond Markets: An Application of Latent Liquidity1

The Determinants of Liquidity in the Corporate Bond Markets: An Application of Latent Liquidity We present a new measure of liquidity known as “latent liquidity” and apply it to a unique corporate bond database to discern the characteristics of bonds that lead to higher liquidity. Unlike conventional measures of liquidity, such as trading volume and bid-ask spreads, our measure of liquidity doe...

متن کامل

Bond Liquidity Premia

Recent models of limits to arbitrage imply that the tightness of funding conditions faced by financial intermediaries is a component of the pricing kernel. In the US, the repo market is the key funding market for traders and arbitrageurs implying in turn that the on-the-run premium shares a common component with the risk premia observed in other markets. This observation leads to the following ...

متن کامل

Uncertainty Determinants of Corporate Liquidity

This paper investigates the link between the optimal level of non–financial firms’ liquid assets and uncertainty. We develop a partial equilibrium model of precautionary demand for cash that shows that firms are likely to change their liquidity ratio in response to changes in uncertainty. We test this proposition using a panel of non–financial US firms drawn from COMPUSTAT quarterly database co...

متن کامل

Liquidity Risk Premia in Corporate Bond Markets∗

This paper explores the role of liquidity risk in the pricing of corporate bonds. We show that corporate bond returns have significant exposures to fluctuations in treasury bond liquidity and equity market liquidity. Further, this liquidity risk is a priced factor for the expected returns on corporate bonds, and the associated liquidity risk premia help to explain the credit spread puzzle. In t...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Archives of Business Research

سال: 2020

ISSN: 2054-7404

DOI: 10.14738/abr.811.9342