Gaurav Mallik

State Street Global Markets

One Lincoln Street

Boston, MA 02111-2900

United States

SCHOLARLY PAPERS

3

DOWNLOADS

522

CITATIONS
Rank 6,857

SSRN RANKINGS

Top 6,857

in Total Papers Citations

71

Scholarly Papers (3)

The Determinants of Liquidity in the Corporate Bond Markets: An Application of Latent Liquidity

NYU Working Paper No. S-DRP-05-08
Number of pages: 60 Posted: 05 Nov 2008
Santa Clara University - Finance Department, State Street Global Markets, State Street Global Markets and New York University - Stern School of Business
Downloads 166 (153,461)
Citation 6

Abstract:

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2.

Latent Liquidity: A New Measure of Liquidity, with an Application Corporate Bonds

NYU Working Paper No. FIN-07-012
Number of pages: 29 Posted: 03 Nov 2008
affiliation not provided to SSRN, New York University (NYU) - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business, Santa Clara University - Finance Department and State Street Global Markets
Downloads 201 (117,090)
Citation 32

Abstract:

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Fixed Income, Corporate Bonds, Liquidity, Asset Pricing, Market Microstructure

3.

Latent Liquidity: A New Measure of Liquidity, with an Application to Corporate Bonds

NYU Working Paper No. FIN-06-024
Number of pages: 54 Posted: 03 Nov 2008
State Street Global Markets, New York University (NYU) - Department of Finance, New York University - Stern School of Business, Santa Clara University - Finance Department and State Street Global Markets
Downloads 105 (183,433)
Citation 33

Abstract:

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