Extreme illiquidity and cross-sectional corporate bond returns
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DOI: 10.1016/j.finmar.2024.100895
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More about this item
Keywords
Extreme illiquidity; Corporate bond pricing; Ratings; Financial crisis; Tail risk;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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