Michael Reichenbacher

Karlsruhe Institute of Technology (KIT), Institute for Finance

Kaiserstraße 12

Karlsruhe, Baden Württemberg 76131

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

705

SSRN CITATIONS

0

CROSSREF CITATIONS

2

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 450 (98,299)
Citation 2

Abstract:

Loading...

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

2.

Expected Bond Liquidity

Number of pages: 45 Posted: 14 Jul 2020 Last Revised: 31 Jul 2020
Michael Reichenbacher, Philipp Schuster and Marliese Uhrig‐Homburg
Karlsruhe Institute of Technology (KIT), Institute for Finance, University of Stuttgart and Karlsruhe Institute of Technology
Downloads 255 (182,246)
Citation 1

Abstract:

Loading...

bond liquidity, bid-ask spread, forecasting, asset pricing, bond funds