The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns

By Ruslan Goyenko, Avanidhar Subrahmanyam, Andrey D. Ukhov. Journal of Financial and Quantitative Analysis, 2010

142 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/5db5dc227a2db0f6e65e3ee04776ba5aff4c1826