Sriketan Mahanti

affiliation not provided to SSRN

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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
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Citation 32

Abstract:

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