Michael Reichenbacher

Karlsruhe Institute of Technology (KIT), Institute for Finance

Kaiserstraße 12

Karlsruhe, Baden Württemberg 76131

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

1,066

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Size-Adapted Bond Liquidity Measures and Their Asset Pricing Implications

Journal of Financial Economics 146 (2022) pp. 425-443
Number of pages: 60 Posted: 11 Apr 2019 Last Revised: 15 Aug 2022
Michael Reichenbacher and Philipp Schuster
Karlsruhe Institute of Technology (KIT), Institute for Finance and University of Stuttgart
Downloads 582 (88,323)
Citation 8

Abstract:

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bond liquidity, transaction costs, bid-ask spread, trade size, asset pricing, rating downgrades

2.

Expected Bond Liquidity

Number of pages: 87 Posted: 14 Jul 2020 Last Revised: 11 Dec 2023
Karlsruhe Institute of Technology (KIT) - Institute for Finance, Karlsruhe Institute of Technology (KIT), Institute for Finance, University of Stuttgart and Karlsruhe Institute of Technology
Downloads 484 (110,875)

Abstract:

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bond liquidity, bid-ask spread, forecasting, asset pricing, bond funds, machine learning, downside risk