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Are Liquidity and Information Risks Priced in the Treasury Bond Market?

โœ Scribed by HAITAO LI; JUNBO WANG; CHUNCHI WU; YAN HE


Book ID
109176565
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
450 KB
Volume
64
Category
Article
ISSN
0022-1082

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The authors gratefully acknowledge the assistance of Dr. Jim Wook Choi of the Chicago Board of Trade and the helpful comments provided by Franklin Edwards, the editorial staff and the anonymous referees of the Journal. Iln light of the October 19, 1987 market "crash," this argument is also shared b