Work

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

Year: 2010

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.1017/s0022109010000700

Authors: Ruslan Goyenko, Avanidhar Subrahmanyam, Andrey Ukhov

Institutions: McGill University, University of California, Los Angeles, Cornell University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2005014535

FWCI: 17

Cites: 66

Cited by: 141

Related to: 10