Measuring the Perceived Liquidity of the Corporate Bond Market

This paper proposes a novel measure of corporate bond market liquidity based on portfolio holdings instead of transaction data.

[Author: by Sergey Chernenko and Adi Sunderam]

Tags: College, Adi Sunderam, by Sergey Chernenko and Adi Sunderam, Sergey Chernenko


November 15, 2018 at 2:16 PM Do Fire Sales Create Externalities?
August 15, 2016 at 2:19 PM Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds