Idiosyncratic volatility vs. liquidity? Evidence from the US corporate bond market

Journal of Financial Intermediation

Volumn 21, Issue 2, 2012, Pages 217-242

  Kalimipalli, Madhu ^a   Nayak, Subhankar ^a  

^a WILFRID LAURIER UNIVERSITY   (Canada)

Author keywords

Bond liquidity; Corporate bond spreads; Equity volatility; Fama MacBeth regressions; Illiquid markets

Indexed keywords

EID: 84857047913     PISSN: 10429573     EISSN: 10960473     Source Type: Journal    
DOI: 10.1016/j.jfi.2011.07.002     Document Type: Article

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