Are liquidity and information risks priced in the treasury bond market?

Journal of Finance

Volumn 64, Issue 1, 2009, Pages 467-503

  Li, Haitao ^a   Wang, Junbo ^b   Wu, Chunchi ^c   He, Yan ^d  

^a UNIVERSITY OF MICHIGAN   (United States)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^c SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^d INDIANA UNIVERSITY SOUTHEAST   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 58849092231     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2008.01439.x     Document Type: Article

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