Does Liquidity Information Matter? -- A view from fixed income market makers

摘要：

1. Introduction Market liquidity study is gaining attention due to the recent crisis events, which depress asset return and affect financial market operation. With the recent available transaction data, liquidity study has extended from the equity market to the foreign exchange market, government market and most recently, the corporate bond market.

作者: Ke Peng Pradeep Yadav

作者单位: School of Management University of Bradford Emm Lane Bradford BD9 4JL U. K. Lancaster University Management School Lancaster LA1 4YX U. K.

会议类型: 国际会议

会议名称: 2006年中国金融国际年会

会议地点: 西安

会议语种:英文

页码: 1-45

在线出版日期: 2006-07-17（万方平台首次上网日期，不代表论文的发表时间）