Latent liquidity: A new measure of liquidity, with an application to corporate bonds

Journal of Financial Economics

Volumn 88, Issue 2, 2008, Pages 272-298

  Mahanti, Sriketan ^a   Nashikkar, Amrut ^c   Subrahmanyam, Marti ^c   Chacko, George ^d   Mallik, Gaurav ^b  

^a Orissa Group Inc   (United States)

^b State Street Global Advisors ^*  (United States)

^c NEW YORK UNIVERSITY   (United States)

^d 6S Capital GmbH   (Switzerland)

Author keywords

Asset pricing; Corporate bonds; Fixed income; Liquidity; Market microstructure

Indexed keywords

EID: 44149116696     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2007.02.006     Document Type: Article

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