Price Dispersion in OTC Markets and Corporate Bond Liquidity

Type Research Project

Funding Bodies
  • Inquire Europe

Duration Aug. 1, 2008 - May 31, 2009

  • Institute for Finance, Banking and Insurance IN (Details)

Tags

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  • Friewald, Nils (Former researcher) Project Head
  • Jankowitsch, Rainer (Details) Project Head

Publications

Journal article

2012 Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2012. Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market During Financial Crises. Journal of Financial Economics, 105 (1), 18-36. open access (Details)

Classification

  • 5361 Financial management (Details)