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Liquidity Discovery and Asset Pricing

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Author Info
Burton Hollifield
Michael Gallmeyer
Duane Seppi

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Paper provided by Society for Economic Dynamics in its series 2004 Meeting Papers with number 136a.

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Date of creation: 2004
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Handle: RePEc:red:sed004:136a

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  1. Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden, . "Valutation, Liquidity and Risk in Government Bond Markets," Working Papers 281, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
  2. J.Ramon Martinez-Resano, 2005. "Size And Heterogeneity Matter. A Microstructure-Based Analysis Of Regulation Of Secondary Markets For Government Bonds," Finance 0508007, EconWPA. [Downloadable!]
  3. Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden, 2007. "How Does Liquidity Affect Government Bond Yields?," CSEF Working Papers 181, Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy. [Downloadable!]
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This page was last updated on 2008-9-30.

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