scholarly journals Funding Liquidity Risk and the Cross-section of MBS Returns

2016 ◽  
Vol 2016 (052) ◽  
pp. 1-42
Author(s):  
Yuriy Kitsul ◽  
◽  
Marcelo Ochoa
Keyword(s):  
Cross Section ◽  
Liquidity Risk ◽  
Funding Liquidity ◽  
The Cross

Time-Varying Liquidity Risk and the Cross Section of Stock Returns

2007 ◽  
Vol 21 (6) ◽  
pp. 2449-2486 ◽  
Author(s):  
Akiko Watanabe ◽  
Masahiro Watanabe
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Liquidity Risk ◽  
Time Varying ◽  
The Cross

Liquidity Risk and the Cross-Section of Expected Corporate Bond Returns

2008 ◽  
Author(s):  
Chunchi Wu ◽  
Hai Lin ◽  
Frank Xiaoling Zhang ◽  
Junbo Wang
Keyword(s):  
Cross Section ◽  
Liquidity Risk ◽  
Corporate Bond ◽  
Bond Returns ◽  
The Cross
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