Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Goyenko, Ruslan
and
Sarkissian, Sergei
2008.
Flight-to-Liquidity and Global Equity Returns.
SSRN Electronic Journal,
Afik, Zvika
and
Benninga, Simon
2010.
Expected Bond Returns: A Markov Model and Market Data.
SSRN Electronic Journal,
Bühler, Wolfgang
and
Vonhoff, Volker
2011.
Term Structures of Liquidity Premia in the U.S. Treasury Market.
SSRN Electronic Journal,
Berenguer, Emma
Gimeno, Ricardo
and
Nave, Juan Miguel
2011.
A Measure of Liquidity Risk in a Sovereign Debt Market.
SSRN Electronic Journal,
Rai, Alan
2012.
The State-Contingent Link between Market Illiquidity and Economic Growth.
SSRN Electronic Journal,
Kempf, Alexander
Korn, Olaf
and
Uhrig-Homburg, Marliese
2012.
The term structure of illiquidity premia.
Journal of Banking & Finance,
Vol. 36,
Issue. 5,
p.
1381.
2012.
Risk in the Global Real Estate Market.
p.
323.
Schuster, Philipp
and
Uhrig-Homburg, Marliese
2012.
The Term Structure of Bond Market Liquidity Conditional on the Economic Environment: An Analysis of Government Guaranteed Bonds.
SSRN Electronic Journal,
Bouwman, Kees E.
Sojli, Elvira
and
Tham, Wing Wah
2012.
Aggregate Stock Market Illiquidity and Bond Risk Premia.
SSRN Electronic Journal,
Darbha, Madhucchand
and
Dufour, Alfonso
2013.
Market Microstructure in Emerging and Developed Markets.
p.
39.
Ai, Chunrong
Chatrath, Arjun
Christie‐David, Rohan A.
and
Song, Frank
2013.
The Effects of Foreign Trading of U.S. Treasuries.
Financial Review,
Vol. 48,
Issue. 1,
p.
49.
Rakkestad, Ketil Johan
Skjeltorp, Johannes Atle
and
Ødegaard, Bernt Arne
2013.
The Liquidity of the Secondary Market for Debt Securities in Norway.
SSRN Electronic Journal,
Vayanos, Dimitri
and
Wang, Jiang
2013.
Vol. 2,
Issue. ,
p.
1289.
Canina, Linda
Carvell, Steven A.
Ma, Qingzhong
and
Ukhov, Andrey D.
2013.
Business cycle and asset valuation in the gaming industry.
Journal of Business Research,
Vol. 66,
Issue. 9,
p.
1689.
Carvell, Steven A.
Kim, Jin-Young
Ma, Qingzhong
and
Ukhov, Andrey D.
2013.
Economic and capital market antecedents of venture capital commitments (1960–2010).
International Entrepreneurship and Management Journal,
Vol. 9,
Issue. 2,
p.
167.
Fu, Liang
and
Murphy, Austin
2013.
The Impact of Endogenously Determined Uncertainty About Future Mispricings and Investigatory Outcomes.
SSRN Electronic Journal,
Schuster, Philipp
Trapp, Monika
and
Uhrig-Homburg, Marliese
2013.
A Heterogeneous Agents Equilibrium Model for the Term Structure of Bond Market Liquidity.
SSRN Electronic Journal,
Badaoui, Saad
Cathcart, Lara
and
El-Jahel, Lina
2014.
Implied Liquidity Risk Premium in the Term Structure of Sovereign Credit Default Swap and Bond Spreads.
SSRN Electronic Journal ,
Goyenko, Ruslan
and
Sarkissian, Sergei
2014.
Treasury Bond Illiquidity and Global Equity Returns.
Journal of Financial and Quantitative Analysis,
Vol. 49,
Issue. 5-6,
p.
1227.
Bansal, Naresh
Connolly, Robert A.
and
Stivers, Chris
2014.
The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics.
Journal of Financial and Quantitative Analysis,
Vol. 49,
Issue. 3,
p.
699.