Measuring Liquidity in Bond Markets

By Raphael Schestag, Philipp Schuster, Marliese Uhrig-Homburg. 2016

207 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/35fc947861dbf10f038c1a5d38dabc1b6f828722

Citations in the corpus

• What Are the Best Liquidity Proxies for Global Research (2017, unknown): “Researchers have already used the FHT measure in recent studies, including Bundgaard and Ahm (2012), Marshall, Nguyen, and Visaltanachoti (2012, 2013), Edmans, Fang, and Zur (2013), Karnaukh, Renaldo, and Soderlind (2015), and Schestag, Schuster, and Uhrig-Homburg (2016).”
• Investor Flows and Fragility in Corporate Bond Funds (2017, unknown): “Recently, Spiegel and Zhang (2013) suggest that the heterogeneity among equity funds may lead to a spurious convex flow-performance relation.”