Matches in SemOpenAlex for { <https://semopenalex.org/work/W2102390519> ?p ?o ?g. }
- W2102390519 abstract "We consider eight different proxies (issued amount, coupon, listed, age, missing prices, yield volatility, number of contributors and yield dispersion) to measure corporate bond liquidity and use a five-variable model to control for interest rate risk, credit risk, maturity, rating and currency differences between bonds. The null hypothesis that liquidity risk is not priced in our data set of euro corporate bonds is rejected for seven out of eight liquidity proxies. We find significant liquidity premia, ranging from 9 to 24 basis points. A comparison test between liquidity proxies shows limited differences between the proxies." @default.
- W2102390519 created "2016-06-24" @default.
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- W2102390519 date "2003-01-01" @default.
- W2102390519 modified "2023-09-23" @default.
- W2102390519 title "Comparing Possible Proxies of Corporate Bond Liquidity" @default.
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- W2102390519 doi "https://doi.org/10.2139/ssrn.307419" @default.
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