Volume, liquidity, and liquidity risk

By Timothy C. Johnson. 2008

134 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8e48bb82f5331f2713777995427f01cbf27731ab

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Jens Dick‐Nielsen
2. D. Lando
3. Peter Feldhütter
4. Zhiguo He
5. Konstantin W. Milbradt

In Finance

1. Peter Feldhütter
2. D. Lando
3. Jens Dick‐Nielsen
4. Ying Xia
5. Thanh D. Huynh
6. Marti G. Subrahmanyam
7. R. Jankowitsch
8. Darrell Duffie

Citations in the corpus

• Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis (2012, background): “pirical studies of bond liquidity, is Sarig and Warga (1989). Johnson (2008)”
• Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds (2020, unknown): “Prior literature shows that volume as a measure of liquidity behaves differently than other measures (Johnson, 2008; Anderson and Stulz, 2017) and is not priced in corporate bonds (Dick-Nielsen et al, 2012), and so may not be an appropriate measure.”